✦ LIBER ✦

Bootstrapping Time Series Regressions with Integrated Processes

✍ Scribed by Hongyi Li; Zhijie Xiao

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Nonlinear Regressions with Integrated Ti

✍ Joon Y. Park; Peter C. B. Phillips 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 318 KB

On bootstrapping regressions with unit r

✍ Hongyi Li; Zhijie Xiao 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 91 KB

Higher order approximations for Wald sta

✍ Zhijie Xiao; Peter C.B. Phillips 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 318 KB

Bootstrap inference in local polynomial

✍ Maria Lucia Parrella; Cosimo Vitale 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 482 KB

REGRESSION OF SPECTRAL ESTIMATORS WITH F

✍ Uwe Hassler 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 578 KB

An alternative bootstrap to moving block

✍ Javier Hidalgo 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 327 KB