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Markov Chain Marginal Bootstrap

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  • He X.
  • Hu F.
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    Bibliographic Info

    Article provided by American Statistical Association in its journal Journal of the American Statistical Association.

    Volume (Year): 97 (2002)
    Issue (Month): (September)
    Pages: 783-795

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    Handle: RePEc:bes:jnlasa:v:97:y:2002:m:september:p:783-795

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    Cited by:
    1. Jesús Gonzalo & Abderrahim Taamouti, 2011. "The reaction of stock market returns to anticipated unemployment," Economics Working Papers we1145, Universidad Carlos III, Departamento de Economía.
    2. Upadhyay, Bharat Mani & Smith, Elwin G. & Favret, M. Lucila, 2006. "An Innovative Approach for Modeling Crop Yield Response to Fertilizer Nutrients," Annual Meeting, May 25-28, 2006, Montreal, Quebec 34183, Canadian Agricultural Economics Society.
    3. Escanciano, Juan Carlos & Velasco, Carlos, 2010. "Specification tests of parametric dynamic conditional quantiles," Journal of Econometrics, Elsevier, vol. 159(1), pages 209-221, November.
    4. Kocherginsky, Masha & He, Xuming, 2007. "Extensions of the Markov chain marginal bootstrap," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1258-1268, July.
    5. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Finite sample inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 152(2), pages 93-103, October.
    6. Paul Miller, 2009. "The Gender Pay Gap in the US: Does Sector Make a Difference?," Journal of Labor Research, Springer, vol. 30(1), pages 52-74, March.
    7. Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
    8. Wang, You-Gan & Shao, Quanxi & Zhu, Min, 2009. "Quantile regression without the curse of unsmoothness," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3696-3705, August.
    9. Bulut, Harun & Moschini, GianCarlo, 2006. "U.S. Universitiesï¾’ Net Returns from Patenting and Licensing: A Quantile Regression Analysis," Staff General Research Papers 12672, Iowa State University, Department of Economics.
    10. Agrawal, Ashwini K. & Matsa, David A., 2013. "Labor unemployment risk and corporate financing decisions," Journal of Financial Economics, Elsevier, vol. 108(2), pages 449-470.

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