Resampling methods in econometrics (Q275241): Difference between revisions

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+Nonparametric option pricing under shape restrictions
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+A Conditional Kolmogorov Test
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+Bootstrapping unstable first-order autoregressive processes
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+The Pricing of Options and Corporate Liabilities
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+A Theory of the Term Structure of Interest Rates
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+Several Tests for Model Specification in the Presence of Alternative Hypotheses
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+Improving the reliability of bootstrap tests with the fast double bootstrap
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+Modified Randomization Tests for Nonparametric Hypotheses
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+Bootstrap methods: another look at the jackknife
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+The bootstrap and Edgeworth expansion
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+The Stationary Bootstrap
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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+Bootstrapping unit root tests for integrated processes
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+An equilibrium characterization of the term structure
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