Bootstrap conditional distribution tests in the presence of dynamic misspecification
From MaRDI portal
Publication:275263
DOI10.1016/j.jeconom.2005.06.013zbMath1345.62056OpenAlexW3122229406MaRDI QIDQ275263
Norman R. Swanson, Valentina Corradi
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.2005.06.013
conditional distributionsblock bootstrapparameter estimation errorconditional Kolmogorov testsdynamic misspecification
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