Bootstrap methods and parameter estimation in time series threshold modelling

Bootstrap specification tests with dependent observations and parameter estimation error

Corradi, V.
Swanson, N.R.
Exeter Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(no 01/01) / BLDSC - British...

Bootstrap methods for time series

Wolfgang Härdle
Joel Horowitz
Jens-peter Kreiss

January 2003

The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...

Bootstrap Methods For Time Series

Härdle, Wolfgang
Horowitz, Joel L.
Kreiss, Jens-Peter

August 2001

The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...

On threshold time series modelling

Lim, K

January 1981

SIGLEAvailable from British Library Document Supply Centre- DSC:D41845/82 / BLDSC - British Library ...

Bootstrap methods in econometrics

Ip, W.C

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:D79592 / BLDSC - British Library Doc...

Threshold models for trended time series

Kapetanios, G.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9905) / BLDSC - British Libr...

Bootstrap testing procedures with dependent time series data

Nankervis, J.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2000

Period of award Apr 1998-Mar 2000Available from British Library Document Supply Centre-DSC:3739.0605...

Bootstrap testing procedures with dependent time series data

Nankervis, J.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2001

Period of award April 1998 - March 2000SIGLEAvailable from British Library Document Supply Centre-DS...

Bootstrap methods and parameter estimation in time series threshold modelling

Mekaiel, MM

The aim of this thesis is to investigate of bootstrap methods (Efron, 1979), in the the performance ...

Bootstrap methods and parameter estimation in time series threshold modelling

Mekaiel, MM

The aim of this thesis is to investigate of bootstrap methods (Efron, 1979), in the the performance ...

Bootstrap methods and parameter estimation in time series threshold modelling

Mekaiel, MM

The aim of this thesis is to investigate of bootstrap methods (Efron, 1979), in the the performance ...

A study of threshold autoregressive models with some applications

Thanoon, B.Y

January 1984

SIGLEAvailable from British Library Document Supply Centre- DSC:D173813 / BLDSC - British Library Do...

A study of the bootstrap in nonparametric regression and local adaptive smoothing

Haerdle, W.
Bowman, A
Manchester Univ. (United Kingdom). Dept. of Mathematics

January 1985

SIGLEAvailable from British Library Document Supply Centre- DSC:7769.0774(MU-DOM-RR--102) / BLDSC - ...

Numerical issues in threshold autoregressive modeling of time series

Coakley, J.
Fuertes, A.
Perez, M.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(12/2000) / BLDSC - British ...

An alternative bootstrap to moving blocks for time series regression models

Hidalgo, Javier
Mammen, Enno
Suntory Centre (United Kingdom)

January 2003

Available from British Library Document Supply Centre- DSC:3597. 442(03/452) / BLDSC - British Libra...

Bootstrap specification tests with dependent observations and parameter estimation error

Corradi, V.
Swanson, N.R.
Exeter Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(no 01/01) / BLDSC - British...

Bootstrap methods for time series

Wolfgang Härdle
Joel Horowitz
Jens-peter Kreiss

January 2003

The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...

Bootstrap Methods For Time Series

Härdle, Wolfgang
Horowitz, Joel L.
Kreiss, Jens-Peter

August 2001

The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...

On threshold time series modelling

Lim, K

January 1981

SIGLEAvailable from British Library Document Supply Centre- DSC:D41845/82 / BLDSC - British Library ...

Bootstrap methods in econometrics

Ip, W.C

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:D79592 / BLDSC - British Library Doc...

Threshold models for trended time series

Kapetanios, G.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9905) / BLDSC - British Libr...

Bootstrap testing procedures with dependent time series data

Nankervis, J.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2000

Period of award Apr 1998-Mar 2000Available from British Library Document Supply Centre-DSC:3739.0605...

Bootstrap testing procedures with dependent time series data

Nankervis, J.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2001

Period of award April 1998 - March 2000SIGLEAvailable from British Library Document Supply Centre-DS...

Bootstrap methods and parameter estimation in time series threshold modelling

Mekaiel, MM

The aim of this thesis is to investigate of bootstrap methods (Efron, 1979), in the the performance ...

Bootstrap methods and parameter estimation in time series threshold modelling

Mekaiel, MM

The aim of this thesis is to investigate of bootstrap methods (Efron, 1979), in the the performance ...

Bootstrap methods and parameter estimation in time series threshold modelling

Mekaiel, MM

The aim of this thesis is to investigate of bootstrap methods (Efron, 1979), in the the performance ...

A study of threshold autoregressive models with some applications

Thanoon, B.Y

January 1984

SIGLEAvailable from British Library Document Supply Centre- DSC:D173813 / BLDSC - British Library Do...

A study of the bootstrap in nonparametric regression and local adaptive smoothing

Haerdle, W.
Bowman, A
Manchester Univ. (United Kingdom). Dept. of Mathematics

January 1985

SIGLEAvailable from British Library Document Supply Centre- DSC:7769.0774(MU-DOM-RR--102) / BLDSC - ...

Numerical issues in threshold autoregressive modeling of time series

Coakley, J.
Fuertes, A.
Perez, M.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(12/2000) / BLDSC - British ...

An alternative bootstrap to moving blocks for time series regression models

Hidalgo, Javier
Mammen, Enno
Suntory Centre (United Kingdom)

January 2003

Available from British Library Document Supply Centre- DSC:3597. 442(03/452) / BLDSC - British Libra...

Bootstrap specification tests with dependent observations and parameter estimation error

Corradi, V.
Swanson, N.R.
Exeter Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(no 01/01) / BLDSC - British...

Bootstrap methods for time series

Wolfgang Härdle
Joel Horowitz
Jens-peter Kreiss

January 2003

The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...

Bootstrap Methods For Time Series

Härdle, Wolfgang
Horowitz, Joel L.
Kreiss, Jens-Peter

August 2001

The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...

Bootstrap methods and parameter estimation in time series threshold modelling

Abstract

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Bootstrap methods and parameter estimation in time series threshold modelling

Abstract

Extracted data

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