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Neumann, Michael H.
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Franke, Jurgen
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Journal of Econometrics
Discussion papers of interdisciplinary research project 373
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Bootstrapping nonparametric estimators of the volatility function
Franke, Jurgen
;
Neumann, Michael H.
;
Stockis, Jean-Pierre
- In:
Journal of Econometrics
118
(
2004
)
1-2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10005122876
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2
Bootstrap inference in systems of single equation error correction models
Herwartz, Helmut
;
Neumann, Michael H.
- In:
Journal of Econometrics
128
(
2005
)
1
,
pp. 165-193
Persistent link: https://www.econbiz.de/10005192887
Saved in:
3
Unit root testing via the stationary bootstrap
Parker, Cameron
;
Paparoditis, Efstathios
;
Politis, …
- In:
Journal of Econometrics
133
(
2006
)
2
,
pp. 601-638
Persistent link: https://www.econbiz.de/10005286022
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