Bootstrap conditional distribution tests in the presence of dynamic misspecification

DOI10.1016/j.jeconom.2005.06.013zbMath1345.62056OpenAlexW3122229406MaRDI QIDQ275263

Norman R. Swanson, Valentina Corradi

Publication date: 25 April 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.013

zbMATH Keywords

conditional distributionsblock bootstrapparameter estimation errorconditional Kolmogorov testsdynamic misspecification

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

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