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• Stanislav Anatolyev

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Article provided by Economics Bulletin in its journal Economics Bulletin.

Volume (Year): 3 (2002)
Issue (Month): 19 ()
Pages: 1-8
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Handle: RePEc:ebl:ecbull:v:3:y:2002:i:19:p:1-8

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Related research

Keywords: Bootstrap resampling in time series; Local bootstrap; Markov chain;

Find related papers by JEL classification:
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General
C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-08, May. [Downloadable!] (restricted)
   Other versions:
   • Whitney K. Newey & Kenneth D. West, 1986. "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers 0055, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Paparoditis, Efstathios & Politis, Dimitris N., 2001. "A Markovian Local Resampling Scheme For Nonparametric Estimators In Time Series Analysis," Econometric Theory, Cambridge University Press, vol. 17(03), pages 540-566, June. [Downloadable!]
3. Gregory, Allan W, 1989. "A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 107-15, January.
4. Bruce E. Hansen, 2000. "Non-Parametric Data Dependent Bootstrap for Conditional Moment Model," Econometric Society World Congress 2000 Contributed Papers 1556, Econometric Society. [Downloadable!]
5. Lutz Kilian, 1999. "FINITE-SAMPLE PROPERTIES OF PERCENTILE AND PERCENTILE-t BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 652-660, November. [Downloadable!] (restricted)
6. Potter, Simon M, 1995. "A Nonlinear Approach to US GNP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 109-25, April-Jun. [Downloadable!] (restricted)
   Other versions:
   • Simon M. Potter, 1993. "A Nonlinear Approach to U.S. GNP," UCLA Economics Working Papers 693, UCLA Department of Economics. [Downloadable!]

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This page was last updated on 2009-11-16.