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A parametric bootstrap test for cycles

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Author Info
Dalla, Violetta
Hidalgo, Javier

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 129 (2005)
Issue (Month): 1-2 ()
Pages: 219-261
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Handle: RePEc:eee:econom:v:129:y:2005:i:1-2:p:219-261

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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. Miguel A. Delgado & Javier Hidalgo & Carlos Velasco, 2005. "Distribution Free Goodness-of-Fit Tests for Linear Processes," STICERD - Econometrics Paper Series /2005/482, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  2. Lobato, Ignacio N & Robinson, Peter M, 1998. "A Nonparametric Test for I(0)," Review of Economic Studies, Blackwell Publishing, vol. 65(3), pages 475-95, July. [Downloadable!] (restricted)
  3. Peter M Robinson & Carlos Velasco, 2000. "Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.)," STICERD - Econometrics Paper Series /2000/391, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  4. Hidalgo, Javier, 2003. "An alternative bootstrap to moving blocks for time series regression models," Journal of Econometrics, Elsevier, vol. 117(2), pages 369-399, December. [Downloadable!] (restricted)
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  5. Josu Artech & Peter M Robinson, 1998. "Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.)," STICERD - Econometrics Paper Series /1998/359, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  6. Dean Prichard & James Theiler, 1994. "Generating Surrogate Data for Time Series with Several Simultaneously Measured Variables," Working Papers 94-04-023, Santa Fe Institute.
  7. Andrews, Donald W K, 2001. "Testing When a Parameter Is on the Boundary of the Maintained Hypothesis," Econometrica, Econometric Society, vol. 69(3), pages 683-734, May.
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  1. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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