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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - In: Econometric theory 29 (2013) 3, pp. 567-589

Persistent link: https://www.econbiz.de/10009778510

A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - 2012

Persistent link: https://www.econbiz.de/10009554396

Correction to "Automatic block-length selection for the dependent bootstrap" by D. Politis and H. White

Patton, Andrew J.; Politis, Dimitris N.; White, Halbert - In: Econometric reviews 28 (2009) 4, pp. 372-375

Persistent link: https://www.econbiz.de/10003864027

Automatic block-length selection for the dependent bootstrap

Politis, Dimitris N.; White, Halbert - In: Econometric reviews 23 (2004) 1, pp. 53-70

Persistent link: https://www.econbiz.de/10001944765

Comparing density forecasts via weighted likelihood ratio tests : asymptotic and bootstrap methods

Giacomini, Raffaella - 2002

Persistent link: https://www.econbiz.de/10003887028

Subsampling for econometric models : comments on "bootstrapping time series models"

Politis, Dimitris N. - In: Econometric reviews 15 (1996) 2, pp. 169-176

Persistent link: https://www.econbiz.de/10001198906

Unit root testing via the continuous-path block bootstrap

Paparoditis, Efstathios; Politis, Dimitris N. - 2001

Persistent link: https://www.econbiz.de/10001574547

Residual-based block bootstrap for unit root testing

Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 3, pp. 813-855

Persistent link: https://www.econbiz.de/10001769225

Bootstrapping unit root tests for autoregressive time series

Paparoditis, Efstathios; Politis, Dimitris N. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 545-553

Persistent link: https://www.econbiz.de/10002929370

Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes

Jentsch, Carsten; Politis, Dimitris N.; Paparoditis, … - 2015

We develop some asymptotic theory for applications of block bootstrap resampling schemes to multivariate integrated and cointegrated time series. It is proved that a multivariate, continuous‐path block bootstrap scheme applied to a full rank integrated process succeeds in estimating...

Persistent link: https://www.econbiz.de/10014136189