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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - 2011
Persistent link: https://www.econbiz.de/10009412262
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2003
Persistent link: https://www.econbiz.de/10001735077
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Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon - 2000
Persistent link: https://www.econbiz.de/10001512323
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On the number of bootstrap repetitions for BC a confidence intervals
Andrews, Donald W. K.; Buchinsky, Moshe - 2000
Persistent link: https://www.econbiz.de/10001453387
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Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon - 2000
Persistent link: https://www.econbiz.de/10001462916
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A simple counterexample to the bootstrap
Andrews, Donald W. K. - 1997
Persistent link: https://www.econbiz.de/10000673157
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Bootstrapping spurious regression
Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618855
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Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K. - 2001
Persistent link: https://www.econbiz.de/10001622513
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Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators
Andrews, Donald W. K. - 2001 - Rev
Persistent link: https://www.econbiz.de/10001557980
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W. K.; Lieberman, Offer - 2002
Persistent link: https://www.econbiz.de/10001694737