Resampling methods for tests in regression models with autocorrelated errors
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References listed on IDEAS
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- repec:ebl:ecbull:v:3:y:2005:i:44:p:1-8 is not listed on IDEAS
- Li, Hongyi & Maddala, G. S., 1997.
"Bootstrapping cointegrating regressions,"
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- Tom Doan, "undated". "RATS program to demonstrate bootstrapping with cointegration," Statistical Software Components RTZ00021, Boston College Department of Economics.
- Jae Kim & Mahbuba Yeasmin, 2005. "The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors," Computational Economics, Springer;Society for Computational Economics, vol. 25(3), pages 255-267, June.
- Jae Kim, 2005. "Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors," Economics Bulletin, AccessEcon, vol. 3(44), pages 1-8.
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