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Comments on "Bootstrapping Time Series Models"
Rilstone, P.; Veall, M.R. - In: Econometric reviews 15 (1996) 2, pp. 177-182
Persistent link: https://www.econbiz.de/10006927587
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On the Finite Sample Effects of Nonlinear Reparameterizations
Rilstone, P. - In: Econometric reviews 15 (1996) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10006929792
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Some improvements for bootstrapping regression estimators under first-order serial correlation
Rilstone, P. - In: Economics letters 42 (1993) 4, pp. 335-340
Persistent link: https://www.econbiz.de/10006806936
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Using Auxiliary Regressions for More Efficient Estimation of Nonlinear Models
Rilstone, P. - In: Empirical economics : a journal of the Institute for … 19 (1994) 3, pp. 317-328
Persistent link: https://www.econbiz.de/10006349485
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Feasible Cross-validatory Model Selection for General Stationary Processes
Racine, J. - In: Journal of applied econometrics 12 (1997) 2, pp. 169-180
Persistent link: https://www.econbiz.de/10006998679
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SOFTWARE REVIEW - Using R to Teach Econometrics
Racine, J.; Hyndman, R. - In: Journal of applied econometrics 17 (2002) 2, pp. 175-190
Persistent link: https://www.econbiz.de/10006974285
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SOFTWARE REVIEW - The Cygwin Tools: A GNU Toolkit for Windows
Racine, J. - In: Journal of applied econometrics 15 (2000) 3, pp. 331
Persistent link: https://www.econbiz.de/10006983258