Les methodes du bootstrap dans les modeles de regression
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Other versions of this item:
- Emmanuel Flachaire, 2000. "Les méthodes du bootstrap dans les modèles de régression," Économie et Prévision, Programme National Persée, vol. 142(1), pages 183-194.
- Emmanuel Flachaire, 2001. "Les méthodes du bootstrap dans les modèles de régression," Post-Print halshs-00175894, HAL.
References listed on IDEAS
- Freedman, David A & Peters, Stephen C, 1984. "Bootstrapping an Econometric Model: Some Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(2), pages 150-158, April.
- Davidson, Russell & Flachaire, Emmanuel, 2008.
"The wild bootstrap, tamed at last,"
Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
- Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M. 99a32, Universite Aix-Marseille III.
- Russell Davidson & Emmanuel Flachaire, 2008. "The wild bootstrap, tamed at last," Post-Print hal-00649250, HAL.
- Emmanuel Flachaire & Russell Davidson, 2001. "The Wild Bootstrap, Tamed At Last," Working Paper 1000, Economics Department, Queen's University.
- Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics 6560, London School of Economics and Political Science, LSE Library.
- Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
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- Davidson , R. & Mackinnon, J.G., 1985. "Implicit alternatives and the local power of test statistics," LIDAM Discussion Papers CORE 1985025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Davidson, Russell & MacKinnon, James G., 1999.
"The Size Distortion Of Bootstrap Tests,"
Econometric Theory, Cambridge University Press, vol. 15(3), pages 361-376, June.
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- Flachaire, Emmanuel, 1999.
"A better way to bootstrap pairs,"
Economics Letters, Elsevier, vol. 64(3), pages 257-262, September.
- Emmanuel Flachaire, 1999. "A better way to bootstrap pairs," Post-Print halshs-00175892, HAL.
- FLACHAIRE, Emmanuel, 1999. "A better way to bootstrap pairs," LIDAM Discussion Papers CORE 1999024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Russell Davidson & James MacKinnon, 2000.
"Bootstrap tests: how many bootstraps?,"
Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 55-68.
- James G. MacKinnon & Russell Davidson, 2001. "Bootstrap Tests: How Many Bootstraps?," Working Paper 1036, Economics Department, Queen's University.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- Jean-Marie Dufour & Jan F. Kiviet, 1998.
"Exact Inference Methods for First-Order Autoregressive Distributed Lag Models,"
Econometrica, Econometric Society, vol. 66(1), pages 79-104, January.
- Dufour, J.M. & Kiviet, J.F., 1995. "Exact Inference Methods for First-Order Autoregressive Distributed Lag Models," Cahiers de recherche 9547, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, J.M. & Kiviet, J.F., 1995. "Exact Inference Methods for First-Order Autoregressive Distributed Lag Models," Cahiers de recherche 9547, Universite de Montreal, Departement de sciences economiques.
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Cited by:
- Corinne Prost & Cédric Audenis, 2003. "Finances publiques et cycle économique : une autre approche," Économie et Prévision, Programme National Persée, vol. 157(1), pages 1-12.
- Jérôme Teïletche & Florent Pochon & Evguenia Iankova, 2009. "L’impact des décisions des agences de notation sur le prix des actions : une comparaison du cas français avec les cas européen et américain," Économie et Prévision, Programme National Persée, vol. 188(2), pages 1-21.
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More about this item
Keywords
ANALYSE DE REGRESSION ; MODELES ECONOMIQUES ; ECONOMETRIE;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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