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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
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Monotonicity-preserving bootstrapped kriging metamodels for expensive simulations
Kleijnen, Jack P. C.; Beers, Wim C. M. van - 2009
Persistent link: https://www.econbiz.de/10003884413
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Bootstrapping I(1) data
Phillips, Peter C. B. - In: Journal of econometrics 158 (2010) 2, pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
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Expected improvement in efficient global optimization through bootstrapped kriging
Kleijnen, Jack P. C.; Beers, Wim C. M. van; Van … - 2011 - rev.
Persistent link: https://www.econbiz.de/10008842202
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - 2011
Persistent link: https://www.econbiz.de/10009389930
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Expected improvement in efficient global optimization through bootstrapped kriging
Kleijnen, Jack P. C.; Beers, Wim C. M. van; Van … - 2010
Persistent link: https://www.econbiz.de/10003987225
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Expected improvement in efficient global optimization through bootstrapped kriging
Van Nieuwenhuyse, Inneke; Kleijnen, Jack P. C.; Beers, … - 2010
Persistent link: https://www.econbiz.de/10008989134
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Bootstrapping spurious regression
Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618855
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Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C. B. - In: The econometrics journal 8 (2005) 3, pp. 367-379
Persistent link: https://www.econbiz.de/10003209151