Resampling methods in econometrics

DOI10.1016/J.JECONOM.2005.06.001MaRDI QIDQ275241zbMATH OpenOpenAlexFDO

Authors

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

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25)

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Cites work

• A Conditional Kolmogorov Test
• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• A theory of the term structure of interest rates
• An equilibrium characterization of the term structure
• Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
• Bootstrap methods: another look at the jackknife
• Bootstrapping unit root tests for integrated processes
• Bootstrapping unstable first-order autoregressive processes
• Improving the reliability of bootstrap tests with the fast double bootstrap
• Modified Randomization Tests for Nonparametric Hypotheses
• Nonparametric option pricing under shape restrictions
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• 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?
• The Stationary Bootstrap
• The bootstrap and Edgeworth expansion
• The pricing of options and corporate liabilities

Cited in

(4)

• scientific article; zbMATH DE number 1873007 (Why is no real title available?)
• Resampling: consistency of substitution estimators
• On resampling techniques for regression models
• scientific article; zbMATH DE number 434952 (Why is no real title available?)

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