Bootstrapping p Values and Power in the First-Order Autoregression: A Monte Carlo Investigation
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- Diebold, Francis X. & Chen, Celia, 1996.
"Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures,"
Journal of Econometrics,
Elsevier, vol. 70(1), pages 221-241, January.
- Francis X. Diebold & Celia Chen, 1993. "Testing structural stability with endogenous break point: a size comparison of analytic and bootstrap procedures," Working Papers 93-11, Federal Reserve Bank of Philadelphia.
- Capps Jr., Oral & Church, Jeffrey & Alan Love, H., 2003. "Specification issues and confidence intervals in unilateral price effects analysis," Journal of Econometrics, Elsevier, vol. 113(1), pages 3-31, March.
- Dufour, Jean-Marie & Khalaf, Lynda, 2001.
"Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions,"
Cahiers de recherche
0111, Université Laval - Département d'économique.
- Dufour, Jean-Marie & Khalaf, Lynda, 2001. "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche 0105, GREEN.
- Rayner, Robert K., 1991. "Resampling methods for tests in regression models with autocorrelated errors," Economics Letters, Elsevier, vol. 36(3), pages 281-284, July.
- Burridge, Peter & Robert Taylor, A. M., 2004.
"Bootstrapping the HEGY seasonal unit root tests,"
Journal of Econometrics,
Elsevier, vol. 123(1), pages 67-87, November.
- Robert Taylor & Peter Burridge, 2004. "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings 125, Econometric Society.
- Jeong, Jinook & Chung, Seoung, 2001. "Bootstrap tests for autocorrelation," Computational Statistics & Data Analysis, Elsevier, vol. 38(1), pages 49-69, November.
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