The following pages link to The bootstrap in econometrics (Q5965020):
Displaying 15 items.
- Resampling methods in econometrics (Q275241) (← links)
- Tests of fit for normal inverse Gaussian distributions (Q537399) (← links)
- Some asymptotic theory for the bootstrap in econometric models (Q900060) (← links)
- Sufficient bootstrapping (Q901539) (← links)
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209) (← links)
- Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
- Implementing the double bootstrap (Q1273458) (← links)
- A bootstrap test for jumps in financial economics (Q2343319) (← links)
- On the bootstrap for Moran's \(I\) test for spatial dependence (Q2343748) (← links)
- Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
- (Q4215586) (← links)
- Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)
- Goodness-of-fit tests for centralized Wishart processes (Q5078009) (← links)
- Recent Developments in Bootstrap Methods for Dependent Data (Q5251499) (← links)
- Introduction to the bootstrap world (Q5965015) (← links)