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A parametric bootstrap test for cycles

  • 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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  1. repec:cep:stiecm:/2005/482 is not listed on IDEAS
  2. Ignacio N. Lobato & Peter M. Robinson, 1998. "A Nonparametric Test for I(0)," Review of Economic Studies, Oxford University Press, vol. 65(3), pages 475-495.
  3. repec:cep:stiecm:/2003/452 is not listed on IDEAS
  4. Donald W.K. Andrews, 1999. "Testing When a Parameter Is on the Boundary of the Maintained Hypothesis," Cowles Foundation Discussion Papers 1229, Cowles Foundation for Research in Economics, Yale University.
  5. Hidalgo, J. & Kreiss, J.-P., 2006. "Bootstrap specification tests for linear covariance stationary processes," Journal of Econometrics, Elsevier, vol. 133(2), pages 807-839, August.
  6. Hall, Peter, 1990. "On the relative performance of bootstrap and Edgeworth approximations of a distribution function," Journal of Multivariate Analysis, Elsevier, vol. 35(1), pages 108-129, October.
  7. repec:cep:stiecm:/1997/318 is not listed on IDEAS
  8. L Giraitis & J Hidalgo & Peter M. Robinson, 2001. "Gaussian estimation of parametric spectral density with unknown pole," LSE Research Online Documents on Economics 297, London School of Economics and Political Science, LSE Library.
  9. Pham, Tuan D. & Tran, Lanh T., 1985. "Some mixing properties of time series models," Stochastic Processes and their Applications, Elsevier, vol. 19(2), pages 297-303, April.
  10. 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.
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