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Les méthodes du bootstrap dans les modèles de régression

Flachaire, Emmanuel - In: Economie & prévision : EP (2000) 1, pp. 183-194

Persistent link: https://www.econbiz.de/10001528644

A better way to bootstrap pairs

Flachaire, Emmanuel - In: Economics letters 64 (1999) 3, pp. 257-262

Persistent link: https://www.econbiz.de/10001399298

More efficient tests robust to heteroskedasticity of unknown form

Flachaire, Emmanuel - In: Econometric reviews 24 (2005) 2, pp. 219-241

Persistent link: https://www.econbiz.de/10003002311

The role of economic space in decision making: comment

Flachaire, Emmanuel - In: Annales d'économie et de statistique 77 (2005), pp. 21-28

Persistent link: https://www.econbiz.de/10003190696

Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue

Flachaire, Emmanuel - In: Annales d'économie et de statistique 77 (2005), pp. 187-199

Persistent link: https://www.econbiz.de/10003190829

A better way to bootstrap pairs

Flachaire, Emmanuel - 1999

Persistent link: https://www.econbiz.de/10001379029

Detecting multiple breaks in a time series covariance structure : a non-parametric approach based on the evolutionary spectral density

Ahamada, Ibrahim; Jouini, Jamel; Boutahar, Mohamed - In: Applied economics 36 (2004) 10, pp. 1095-1101

Persistent link: https://www.econbiz.de/10002121559

Long-memory and shifts in the unconditional variance in the exchange rate euro, US dollar returns

Nouira, Lei͏̈la; Ahamada, Ibrahim; Jouini, Jamel; … - In: Applied economics letters 11 (2004) 9, pp. 591-594

Persistent link: https://www.econbiz.de/10002140966

Time-spectral density and wavelets approaches : comparative study ; applications to SP500 returns and US GDP

Ahamada, Ibrahim; Jolivaldt, Philippe - In: Economic modelling 31 (2013), pp. 460-466

Persistent link: https://www.econbiz.de/10009730816

The Wild Bootstrap, Tamed at Last

Davidson, Russell; Flachaire, Emmanuel - 2001

Various versions of the wild bootstrap are studied as applied to regression models with heteroskedastic errors. We develop formal Edgeworth expansions for the error in the rejection probability (ERP) of wild bootstrap tests based on asymptotic t statistics computed with a heteroskedasticity...

Persistent link: https://www.econbiz.de/10011940627