Resampling methods in econometrics
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Publication:275241
DOI10.1016/j.jeconom.2005.06.001zbMath1344.00017OpenAlexW2064333666MaRDI QIDQ275241
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Publication date: 25 April 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.001
Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Proceedings of conferences of miscellaneous specific interest (00B25)
Cites Work
- The Pricing of Options and Corporate Liabilities
- A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
- 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?
- Improving the reliability of bootstrap tests with the fast double bootstrap
- Bootstrap methods: another look at the jackknife
- Nonparametric option pricing under shape restrictions
- Bootstrapping unstable first-order autoregressive processes
- A Theory of the Term Structure of Interest Rates
- Modified Randomization Tests for Nonparametric Hypotheses
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- The Stationary Bootstrap
- A Conditional Kolmogorov Test
- Bootstrapping unit root tests for integrated processes
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- An equilibrium characterization of the term structure
- The bootstrap and Edgeworth expansion
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