Bootstrap specification tests for linear covariance stationary processes

Journal of Econometrics

Volumn 133, Issue 2, 2006, Pages 807-839

  Hidalgo, J ^a   Kreiss, J P ^b  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b TECHNICAL UNIVERSITY OF BRAUNSCHWEIG   (Germany)

Author keywords

Bootstrap tests; Gaussian processes; Goodness of fit; Linear processes; Spectral distribution

Indexed keywords

MONTE CARLO METHODS; PROBLEM SOLVING; SPECIFICATIONS; STATISTICAL METHODS;

BOOTSTRAP TESTS; GAUSSIAN PROCESSES; GOODNESS-OF-FIT; LINEAR PROCESSES; SPECTRAL DISTRIBUTION;

LINEAR SYSTEMS;

EID: 33745890638     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.06.015     Document Type: Article

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