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On the jackknife-after-bootstrap method for dependent data and its consistency properties
Lahiri, S. N. - In: Econometric theory 18 (2002) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10001652616
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An invariance principle for sieve bootstrap in time series
Park, Joon Y. - In: Econometric theory 18 (2002) 2, pp. 469-490
Persistent link: https://www.econbiz.de/10001661308
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Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric theory 24 (2008) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
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Special issue of "Economic theory" on bootstrap and numerical methods in time series : guest editors' introduction
Taylor, Robert; Vogelsang, Timothy J. - In: Econometric theory 27 (2011) 5, pp. 929-932
Persistent link: https://www.econbiz.de/10009379769
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Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan; Taylor, Robert - In: Econometric theory 28 (2012) 2, pp. 422-456
Persistent link: https://www.econbiz.de/10009520935
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Specification test for conditional distribution with functional data
Ferraty, Frederic; Quintela del Río, Alejandro; Vieu, … - In: Econometric theory 28 (2012) 2, pp. 363-386
Persistent link: https://www.econbiz.de/10009520944
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Robust estimation and inference for threshold models with integrated regressors
Chen, Haiqiang - In: Econometric theory 31 (2015) 4, pp. 778-810
Persistent link: https://www.econbiz.de/10011341927
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Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen; Martin, M.; Grose, Simone D. - In: Econometric theory 33 (2017) 3, pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
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Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi; Gao, Jiti - In: Econometric theory 27 (2011) 4, pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
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A local Gaussian bootstrap method for realized volatility and realized beta
Hounyo, Ulrich - In: Econometric theory 35 (2019) 2, pp. 360-416
Persistent link: https://www.econbiz.de/10012146140