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Volumn 19, Issue 6, 2003, Pages 944-961

The continuity of the limit distribution in the parameter of interest is not essential for the validity of the bootstrap

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EID: 0242509856     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S026646660319603X     Document Type: Article
Times cited : (9)

References (20)
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    • Andrews, D.W.K.1
  • 4
    • 0007265654 scopus 로고    scopus 로고
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    • 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 scopus 로고
    • 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 scopus 로고
    • 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 scopus 로고    scopus 로고
    • 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 scopus 로고
    • 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.
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    • Dickey, D.A.1    Fuller, W.A.2
  • 13
  • 14
    • 0036216391 scopus 로고    scopus 로고
    • 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 scopus 로고    scopus 로고
    • 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 scopus 로고
    • 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
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    • Subsampling intervals in autoregressive models with linear time trend
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    • (2001) Econometrica , vol.69 , pp. 1283-1314
    • Romano, J.P.1    Wolf, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.