A simple sieve bootstrap range test for poolability in dependent cointegrated panels

DOI10.1016/J.ECONLET.2012.02.025zbMATH Open1255.62348OpenAlexW1999534121MaRDI QIDQ1925704FDOQ1925704

Authors: Francesca Di Iorio, Stefano Fachin 

Publication date: 18 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.02.025

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zbMATH Keywords

sieve bootstraprangepanel cointegration

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)

Cites Work

• Bootstrapping cointegrating regressions
• Bootstrap confidence intervals and hypothesis tests for extrema of parameters
• Dynamic Seemingly Unrelated Cointegrating Regressions
• Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity

Cited In (1)

• Sieve bootstrapt-tests on long-run average parameters

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