Sieve bootstrapt-tests on long-run average parameters
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Publication:1023676
DOI10.1016/J.CSDA.2007.11.014zbMath1452.62636OpenAlexW2035878529MaRDI QIDQ1023676
Publication date: 12 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2007.11.014
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
Related Items (3)
Asymptotics for Panel Models with Common Shocks ⋮ On the asymptotic \(t\)-test for large nonstationary panel models ⋮ Inferential theory for heterogeneity and cointegration in large panels
Uses Software
Cites Work
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