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The continuity of the limit distribution in the parameter of interests is not essential for the validity of the bootstrap
Inoue, Atsushi; Kilian, Lutz - In: Econometric theory 19 (2003) 6, pp. 944-961
Persistent link: https://www.econbiz.de/10001818921
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Advances in using vector autoregressions to estimate structural magnitudes
Baumeister, Christiane; Hamilton, James D. - In: Econometric theory 40 (2024) 3, pp. 472-510
Persistent link: https://www.econbiz.de/10015055105
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USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
Magnus, Jan R.; Vasnev, Andrey L.; Barrett, W.B.; … - In: Econometric theory 24 (2008) 2, pp. 553-580
Persistent link: https://www.econbiz.de/10007912719
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NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005
Kilian, Lutz - In: Econometric theory 22 (2006) 5, pp. 961-967
Persistent link: https://www.econbiz.de/10007292696
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THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP
Inoue, Atsushi; Kilian, Lutz - In: Econometric theory 19 (2003) 6, pp. 944-961
Persistent link: https://www.econbiz.de/10006966506