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Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
Lee, Seojeong - In: Journal of econometrics 192 (2016) 1, pp. 86-104
Persistent link: https://www.econbiz.de/10011615683
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A discrete model for bootstrap iteration
Davidson, Russell - In: Journal of econometrics 201 (2017) 2, pp. 228-236
Persistent link: https://www.econbiz.de/10011918710
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A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide; Moor, Alban; Scaillet, Olivier - In: Journal of econometrics 235 (2023) 1, pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
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High dimensional generalized empirical likelihood for moment restrictions with dependent data
Chan, Jinyuan; Chen, Song Xi; Chen, Xiaohong - In: Journal of econometrics 185 (2015) 1, pp. 283-304
Persistent link: https://www.econbiz.de/10011339855
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Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
Zhang, Xianyang - In: Journal of econometrics 193 (2016) 1, pp. 123-146
Persistent link: https://www.econbiz.de/10011704780
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Robust causality test of infinite variance processes
Akashi, Fumiya; Taniguchi, Masanobu; Monti, Anna Clara - In: Journal of econometrics 216 (2020) 1, pp. 235-245
Persistent link: https://www.econbiz.de/10012439690
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Adjusted estimates and Wald statistics for the AR (1) model with constant
Pere, Pekka - In: Journal of econometrics 98 (2000) 2, pp. 335-363
Persistent link: https://www.econbiz.de/10001497792
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Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
Shin, Dong-wan; So, Beong Soo - In: Journal of econometrics 99 (2000) 1, pp. 107-137
Persistent link: https://www.econbiz.de/10001504432
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I(0) In, integration and cointegration out : time series properties of endogenous growth models
Lau, Sau-Him Paul - In: Journal of econometrics 93 (1999) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001406635
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On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 93 (1999) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10001406636