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determined with a permutation procedure and a parametric bootstrap in the testsfor serial independence and linearity …We propose information theoretic tests for serial independence and linearity in time series. The test statisticsare …
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point identification is achieved by assuming that g is a linear function of X. However, the assumption of linearity is … using the bootstrap. An empirical application illustrates the usefulness of shape restrictions for carrying out …
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Bootstrap; Europäische Währungsunion; Frühwarnsystem; Makroökonomische Ungleichgewichte; Makroökonomische Überwachung …Bootstrap; Early Warning System; European Monetary Union; Macroeconomic Imbalances; Macroeconomic Surveillance …
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assumption of linearity is arbitrary. It is untestable if W is binary, as is the case in many applications. This paper explores …(g) can be carried out by using by using the bootstrap. An empirical application illustrates the usefulness of shape …
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