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Bootstrapping structural change tests

Boldea, Otilia; Hall, Alastair R.; Cornea-Madeira, Adriana - 2017

Persistent link: https://www.econbiz.de/10011669273

Bootstrapping structural change tests

Boldea, Otilia; Cornea-Madeira, Adriana; Hall, Alastair R. - In: Journal of econometrics 213 (2019) 2, pp. 359-397

Persistent link: https://www.econbiz.de/10012304561

A bootstrap approach to moment selection

Inoue, Atsushi - In: The econometrics journal 9 (2006) 1, pp. 48-75

Persistent link: https://www.econbiz.de/10003320194

Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models

Inoue, Atsushi; Kilian, Lutz - 1999

Persistent link: https://www.econbiz.de/10001410046

The continuity of the limit distribution in the parameter of interests is not essential for the validity of the bootstrap

Inoue, Atsushi; Kilian, Lutz - In: Econometric theory 19 (2003) 6, pp. 944-961

Persistent link: https://www.econbiz.de/10001818921

Bootstrapping autoregressive processes with possible unit roots

Inoue, Atsushi; Kilian, Lutz - 1999

Persistent link: https://www.econbiz.de/10001418901

How essential is the continuity of the limit distribution for the success of the bootstrap?

Inoue, Atsushi (contributor); Kilian, Lutz (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001704982

Bootsstrapping smooth functions of slope parameters and innovation variances in var(∞)models

Inoue, Atsushi; Kilian, Lutz - In: International economic review 43 (2002) 2, pp. 309-331

Persistent link: https://www.econbiz.de/10001680467

Bootstrapping autoregressive processes with possible unit roots

Inoue, Atsushi; Kilian, Lutz - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 377-391

Persistent link: https://www.econbiz.de/10001648114

Bootstrapping Autoregressive Processes with Possible Unit Roots

Inoue, Atsushi; Kilian, Lutz - 2002

An important question in applied work is how to bootstrap autoregressive processes involving highly persistent time series of unknown order of integration. In this paper, we show that in many cases of interest in applied work the standard bootstrap algorithm for unrestricted autoregressions...

Persistent link: https://www.econbiz.de/10014116340