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Frequency domain local bootstrap in short and long memory time series
Arteche, Josu - In: Econometric reviews 44 (2025) 2, pp. 163-191
Persistent link: https://www.econbiz.de/10015196596
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Frequency domain local bootstrap in long memory time series
Arteche, Josu - 2020
Persistent link: https://www.econbiz.de/10013445244
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Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model
Orbe, Jesus; Ferreira, Eva; Núñez-Antón, Vicente - In: Economics letters 71 (2001) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10001564056
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Bootstrapping the log-periodogram regression
Arteche, Josu; Orbe, J. - In: Economics letters 86 (2005) 1, pp. 79-85
Persistent link: https://www.econbiz.de/10002516282
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Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
Arteche, Josu; Orbe, Jesus - 2008
Persistent link: https://www.econbiz.de/10003848261