Bootstrap specification tests with dependent observations and parameter estimation error

Statistical testing and econometrics

Darnell, A.C
Durham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DU-DE-WP--108) / BLDSC - B...

Separability and specification tests

Richmond, J.
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 2000

Available from British Library Document Supply Centre-DSC:3597.973(no 527) / BLDSC - British Library...

A bootstrap test for symmetry of dependent data based on a Kolmogorov-Smirnov type statistic

Psaradakis, Zacharias
Birkbeck College. Department of Economics (United Kingdom)

January 2002

Includes bibliographical references. Title from coverSIGLEAvailable from British Library Document Su...

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...

The level and power of the bootstrap t-test in the trend model with AR(1) errors

Nankervis, J.C.
Savin, N
Surrey Univ., Guildford (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:9118.2394(SU-DPE--2/94) / BLDSC - Br...

Bootstrapping seqeuntial tests for multiple structural breaks

Banerjee, A.
Lazarova, S.
Urga, G.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(17-98) / BLDSC - British Li...

Bootstrap current theory and experimental evidence

Cordey, J.G.
Challis, C.D.
Stubberfield, P.M
Commission of the European Communities (CEC), Abingdon (United Kingdom). JET Joint Undertaking

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:4672.262(JET-P--88/29) / BLDSC - Bri...

Bootstrap methods in econometrics

Ip, W.C

January 1991

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

The level and power of the bootstrap t-test in the AR(1) model with trend

Nankervis, J.
Savin, N
Surrey Univ., Guildford (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9118.2394(1/96) / BLDSC - British Lib...

Bootstrap methods and parameter estimation in time series threshold modelling

Mekaiel, M.M

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN002155 / BLDSC - British Library ...

Bootstrap inference in cointegrated VAR models

Canepa, Alessandra

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN059827 / BLDSC - British Library ...

Bootstrapping measurement error in multilevel model

Hutchison, D.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2001

Period of award Jan 2000 - Oct 2000SIGLEAvailable from British Library Document Supply Centre-DSC:37...

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 - ...

Assessing the error in bootstrap estimates with dependent data

Mohamed Mahmoud
Nahed Mokhlis
Sahar Ibrahim

ARMA model, block bootstrap statistics, dependent data, jackknife, sample mean, stationary, time ser...

The wild bootstrap, tamed at last

Davidson, R.
Flachaire, E.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.4455(no 58) / BLDSC - British Li...

Statistical testing and econometrics

Darnell, A.C
Durham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DU-DE-WP--108) / BLDSC - B...

Separability and specification tests

Richmond, J.
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 2000

Available from British Library Document Supply Centre-DSC:3597.973(no 527) / BLDSC - British Library...

A bootstrap test for symmetry of dependent data based on a Kolmogorov-Smirnov type statistic

Psaradakis, Zacharias
Birkbeck College. Department of Economics (United Kingdom)

January 2002

Includes bibliographical references. Title from coverSIGLEAvailable from British Library Document Su...

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...

The level and power of the bootstrap t-test in the trend model with AR(1) errors

Nankervis, J.C.
Savin, N
Surrey Univ., Guildford (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:9118.2394(SU-DPE--2/94) / BLDSC - Br...

Bootstrapping seqeuntial tests for multiple structural breaks

Banerjee, A.
Lazarova, S.
Urga, G.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(17-98) / BLDSC - British Li...

Bootstrap current theory and experimental evidence

Cordey, J.G.
Challis, C.D.
Stubberfield, P.M
Commission of the European Communities (CEC), Abingdon (United Kingdom). JET Joint Undertaking

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:4672.262(JET-P--88/29) / BLDSC - Bri...

Bootstrap methods in econometrics

Ip, W.C

January 1991

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

The level and power of the bootstrap t-test in the AR(1) model with trend

Nankervis, J.
Savin, N
Surrey Univ., Guildford (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9118.2394(1/96) / BLDSC - British Lib...

Bootstrap methods and parameter estimation in time series threshold modelling

Mekaiel, M.M

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN002155 / BLDSC - British Library ...

Bootstrap inference in cointegrated VAR models

Canepa, Alessandra

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN059827 / BLDSC - British Library ...

Bootstrapping measurement error in multilevel model

Hutchison, D.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2001

Period of award Jan 2000 - Oct 2000SIGLEAvailable from British Library Document Supply Centre-DSC:37...

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 - ...

Assessing the error in bootstrap estimates with dependent data

Mohamed Mahmoud
Nahed Mokhlis
Sahar Ibrahim

ARMA model, block bootstrap statistics, dependent data, jackknife, sample mean, stationary, time ser...

The wild bootstrap, tamed at last

Davidson, R.
Flachaire, E.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.4455(no 58) / BLDSC - British Li...

Statistical testing and econometrics

Darnell, A.C
Durham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DU-DE-WP--108) / BLDSC - B...

Separability and specification tests

Richmond, J.
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 2000

Available from British Library Document Supply Centre-DSC:3597.973(no 527) / BLDSC - British Library...

A bootstrap test for symmetry of dependent data based on a Kolmogorov-Smirnov type statistic

Psaradakis, Zacharias
Birkbeck College. Department of Economics (United Kingdom)

January 2002

Includes bibliographical references. Title from coverSIGLEAvailable from British Library Document Su...

Bootstrap specification tests with dependent observations and parameter estimation error

Abstract

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Bootstrap specification tests with dependent observations and parameter estimation error

Abstract

Extracted data

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