-
1
-
-
0001198502
-
Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space
-
Andrews, D.W.K. (2000) Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space. Econometrica 68, 399-405.
-
(2000)
Econometrica
, vol.68
, pp. 399-405
-
-
Andrews, D.W.K.1
-
2
-
-
0000487450
-
Bootstrapping unstable first-order autoregressive processes
-
Basawa, I.V., A.K. Mallik, W.P. McCormiek, J.H. Reeves, & R.L. Taylor (1991a) Bootstrapping unstable first-order autoregressive processes. Annals of Statistics 19, 1098-1101.
-
(1991)
Annals of Statistics
, vol.19
, pp. 1098-1101
-
-
Basawa, I.V.1
Mallik, A.K.2
McCormiek, W.P.3
Reeves, J.H.4
Taylor, R.L.5
-
3
-
-
0000980180
-
Bootstrap test of significance and sequential bootstrap estimation for unstable first-order autoregressive processes
-
Basawa, I.V., A.K. Mallik, W.P. McCormiek, J.H. Reeves, & R.L. Taylor (1991b) Bootstrap test of significance and sequential bootstrap estimation for unstable first-order autoregressive processes. Communications in Statistical Theory and Methods 20, 1015-1026.
-
(1991)
Communications in Statistical Theory and Methods
, vol.20
, pp. 1015-1026
-
-
Basawa, I.V.1
Mallik, A.K.2
McCormiek, W.P.3
Reeves, J.H.4
Taylor, R.L.5
-
4
-
-
0007265654
-
Problems related to confidence intervals for impulse responses of autoregressive processes
-
Benkwitz, A., H. Lütkepohl, & M.H. Neumann (2000) Problems related to confidence intervals for impulse responses of autoregressive processes. Econometric Reviews 19, 69-103.
-
(2000)
Econometric Reviews
, vol.19
, pp. 69-103
-
-
Benkwitz, A.1
Lütkepohl, H.2
Neumann, M.H.3
-
7
-
-
0000485156
-
Some asymptotic theory for the bootstrap
-
Bickel, P.J. & D.A. Freedman (1981) Some asymptotic theory for the bootstrap. Annals of Statistics 9, 1196-1217.
-
(1981)
Annals of Statistics
, vol.9
, pp. 1196-1217
-
-
Bickel, P.J.1
Freedman, D.A.2
-
9
-
-
0001029192
-
Edgeworth correction by bootstrap in autoregression
-
Bose, A. (1988) Edgeworth correction by bootstrap in autoregression. Annals of Statistics 16, 1709-1722.
-
(1988)
Annals of Statistics
, vol.16
, pp. 1709-1722
-
-
Bose, A.1
-
10
-
-
0030606765
-
On asymptotic properties of bootstrap for AR(1) processes
-
Datta, S. (1996) On asymptotic properties of bootstrap for AR(1) processes. Journal of Statistical Planning and Inference 53, 361-374.
-
(1996)
Journal of Statistical Planning and Inference
, vol.53
, pp. 361-374
-
-
Datta, S.1
-
11
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey, D.A. & W.A. Fuller (1979) Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74, 427-431.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
13
-
-
0003410290
-
-
Princeton: Princeton University Press
-
Hamilton, J.D. (1994) Time Series Analysis. Princeton: Princeton University Press.
-
(1994)
Time Series Analysis
-
-
Hamilton, J.D.1
-
14
-
-
0036216391
-
Bootstrapping autoregressions with possible unit roots
-
Inoue, A. & L. Kilian (2002) Bootstrapping autoregressions with possible unit roots. Econometrica 70, 377-391.
-
(2002)
Econometrica
, vol.70
, pp. 377-391
-
-
Inoue, A.1
Kilian, L.2
-
15
-
-
0032275731
-
Small-sample confidence intervals for impulse response functions
-
Kilian, L. (1998) Small-sample confidence intervals for impulse response functions. Review of Economics and Statistics 80, 218-230.
-
(1998)
Review of Economics and Statistics
, vol.80
, pp. 218-230
-
-
Kilian, L.1
-
17
-
-
77956890713
-
Towards a unified asymptotic theory for autoregression
-
Phillips, P.C.B. (1987) Towards a unified asymptotic theory for autoregression. Biometrika 74, 535-547.
-
(1987)
Biometrika
, vol.74
, pp. 535-547
-
-
Phillips, P.C.B.1
-
19
-
-
0038536912
-
Subsampling intervals in autoregressive models with linear time trend
-
Romano, J.P & M. Wolf (2001) Subsampling intervals in autoregressive models with linear time trend. Econometrica 69, 1283-1314.
-
(2001)
Econometrica
, vol.69
, pp. 1283-1314
-
-
Romano, J.P.1
Wolf, M.2
|