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Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.

Volume (Year): 54 (1992)
Issue (Month): 4 (November)
Pages: 615-25
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Handle: RePEc:bla:obuest:v:54:y:1992:i:4:p:615-25

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   • De Angelis, Daniela & Fachin, Stefano & Young, G Alastair, 1997. "Bootstrapping Unit Root Tests," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1155-61, September. [Downloadable!] (restricted)
2. Yin-Wong Cheung & Menzie Chinn, 1995. "Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis," Macroeconomics 9508005, EconWPA. [Downloadable!]
   Other versions:
   • Cheung, Yin-Wong & Chinn, Menzie David, 1996. "Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis," Oxford Economic Papers, Oxford University Press, vol. 48(1), pages 134-62, January. [Downloadable!] (restricted)
3. Bergström, Pål, 1999. "Bootstrap Methods and Applications in Econometrics - A Brief Survey," Working Paper Series 1999:2, Uppsala University, Department of Economics. [Downloadable!]
4. Alessandra Canepa & Raymond O'Brien, 2000. "The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships," Econometric Society World Congress 2000 Contributed Papers 1807, Econometric Society. [Downloadable!]

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