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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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Multiple comparisons and joint significance in panel unit root testing with evidence on international interest rate linkage
Hassler, Uwe; Werkmann, Verena - In: Jahrbücher für Nationalökonomie und Statistik 234 (2014) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10010232366
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Bootstrap point optimal unit root tests
Wang, Liqiong - In: Journal of time series econometrics 6 (2014) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010225261
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Multiple testing for output convergence
Deckers, Thomas; Hanck, Christoph - In: Macroeconomic dynamics 18 (2014) 1, pp. 199-214
Persistent link: https://www.econbiz.de/10010356149
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An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Journal of international financial markets, … 35 (2015), pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
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Public debt and macroeconomic activity : a predictive analysis for advanced economies
Baglan, Deniz; Yoldas, Emre - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 301-324
Persistent link: https://www.econbiz.de/10011507537
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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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Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model
Cagli, Efe Çaglar; Mandacı, Pınar Evrım - In: The empirical economics letters : a monthly … 16 (2017) 9, pp. 941-950
Persistent link: https://www.econbiz.de/10011907050
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Testing for unit roots in nonlinear heterogeneous panels with smoothly changing trends : an application to Scandinavian unemployment rates
Sandberg, Rickard - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1053-1083
Persistent link: https://www.econbiz.de/10011554367
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Bootstrap tests for time varying cointegration
Martins, Luís Filipe - In: Econometric reviews 37 (2018) 1/5, pp. 466-483
Persistent link: https://www.econbiz.de/10012039357