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Consistent bootstrap tests of parametric regression functions
Whang, Yoon-jae - In: Journal of econometrics 98 (2000) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10001497671
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Empirically relevant critical values for hypothesis tests : a bootstrap approach
Horowitz, Joel; Savin, N. Eugene - In: Journal of econometrics 95 (2000) 2, pp. 375-389
Persistent link: https://www.econbiz.de/10001436016
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Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E. - In: Journal of econometrics 93 (1999) 2, pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
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Testing for structural change in conditional models
Hansen, Bruce E. - In: Journal of econometrics 97 (2000) 1, pp. 93-115
Persistent link: https://www.econbiz.de/10001487315
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The bootstrap and hypothesis tests in econometrics
Horowitz, Joel - In: Journal of econometrics 100 (2001) 1, pp. 37-40
Persistent link: https://www.econbiz.de/10001546138
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Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan; Timmermann, Allan; White, Halbert - In: Journal of econometrics 105 (2001) 1, pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
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Evaluation of a three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.; Buchinsky, Moshe - In: Journal of econometrics 103 (2001) 1/2, pp. 345-386
Persistent link: https://www.econbiz.de/10001585371
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An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier - In: Journal of econometrics 117 (2003) 2, pp. 369-399
Persistent link: https://www.econbiz.de/10001799212
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Bootstrapping nonparametric estimators of the volatility function
Franke, Jürgen; Neumann, Michael H.; Stockis, Jean-Pierre - In: Journal of econometrics 118 (2004) 1/2, pp. 189-218
Persistent link: https://www.econbiz.de/10001823125
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External bootstrap tests for parameter stability
Delgado, Miguel A.; Fiteni, Inmaculada - In: Journal of econometrics 109 (2002) 2, pp. 275-303
Persistent link: https://www.econbiz.de/10001689039