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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
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Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410046
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Bootstrapping autoregressive processes with possible unit roots
Inoue, Atsushi; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001418901