Add to ORKGA functional law for an I(1) sample data version of the continuous-path block bootstrap of Paparoditis and Politis (2001) is given. The results provide an alternative demonstration that continuous-path block bootstrap unit root tests are consistent under the null
This paper weakens the size and moment conditions needed for typical block bootstrap methods (i.e. t...
The bootstrap is a statistical technique used more and more widely in econometrics. While it is capa...
The bootstrap is a statistical technique used more and more widely in econometrics. While it is capa...
A functional law for an I(1) sample data version of the continuous-path block bootstrap of Paparodit...
A new resampling procedure, the continuous-path block bootstrap, is proposed in the context of testi...
This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-...
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...
The role of detrending in bootstrap unit root tests is investigated. When bootstrapping, detrending ...
Unit root process, as a process with stochastic trend and a generalization from random walk, is perv...
The role of detrending in bootstrap unit root tests is investigated. When bootstrapping, detrending ...
The role of detrending in bootstrap unit root tests is investigated. When bootstrapping, detrending ...
The role of detrending in bootstrap unit root tests is investigated. When bootstrapping, detrending ...
In this paper, we propose bootstrap tests for unit roots in first-order autoregressive models. We pr...
In this paper, we propose bootstrap tests for unit roots in first-order autoregressive models. We pr...
This paper weakens the size and moment conditions needed for typical block bootstrap methods (i.e. t...
The bootstrap is a statistical technique used more and more widely in econometrics. While it is capa...
The bootstrap is a statistical technique used more and more widely in econometrics. While it is capa...
A functional law for an I(1) sample data version of the continuous-path block bootstrap of Paparodit...
A new resampling procedure, the continuous-path block bootstrap, is proposed in the context of testi...
This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-...
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...
The role of detrending in bootstrap unit root tests is investigated. When bootstrapping, detrending ...
Unit root process, as a process with stochastic trend and a generalization from random walk, is perv...
The role of detrending in bootstrap unit root tests is investigated. When bootstrapping, detrending ...
The role of detrending in bootstrap unit root tests is investigated. When bootstrapping, detrending ...
The role of detrending in bootstrap unit root tests is investigated. When bootstrapping, detrending ...
In this paper, we propose bootstrap tests for unit roots in first-order autoregressive models. We pr...
In this paper, we propose bootstrap tests for unit roots in first-order autoregressive models. We pr...
This paper weakens the size and moment conditions needed for typical block bootstrap methods (i.e. t...
The bootstrap is a statistical technique used more and more widely in econometrics. While it is capa...
The bootstrap is a statistical technique used more and more widely in econometrics. While it is capa...