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Bootstrap-based bias correction and inference for dynamic panels with fixed effects
Vos, Ignace de; Everaert, Gerdie; Ruyssen, Ilse - 2015
Persistent link: https://www.econbiz.de/10010515325
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Bootstrap improved inference for factor-augmented regressions with CCE
Vos, Ignace de; Stauskas, Ovidijus - 2021
Persistent link: https://www.econbiz.de/10012698559
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Cross-section bootstrap for CCE regressions
Vos, Ignace de; Stauskas, Ovidijus - In: Journal of econometrics 240 (2024) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10015074614
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Can panel data really improve the predictability of the monetary exchange rate model?
Westerlund, Joakim; Basher, Syed Abul - In: Journal of forecasting 26 (2007) 5, pp. 365-383
Persistent link: https://www.econbiz.de/10003530106
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Robust block bootstrap panel predictability tests
Smeekes, Stephan; Westerlund, Joakim - In: Econometric reviews 38 (2019) 9, pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
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Robust block bootstrap panel predictability tests
Westerlund, Joakim; Smeekes, Stephan - 2013
Persistent link: https://www.econbiz.de/10010199463
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A panel bootstrap cointegration test
Westerlund, Joakim; Edgerton, David L. - In: Economics letters 97 (2007) 3, pp. 185-190
Persistent link: https://www.econbiz.de/10003575450
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Panel bootstrap tests of slope homogeneity
Blomquist, Johan; Westerlund, Joakim - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1359-1381
Persistent link: https://www.econbiz.de/10011481712