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Citations for "Bootstrap methods for time series"

by Härdle, Wolfgang & Horowitz, Joel L. & Kreiss, Jens-Peter

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  1. Lee, Seojeong, 2016. "Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators," Journal of Econometrics, Elsevier, vol. 192(1), pages 86-104.
  2. Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  3. Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
  4. Benjamin Faber & Cecile Gaubert, 2016. "Tourism and Economic Development: Evidence from Mexico's Coastline," NBER Working Papers 22300, National Bureau of Economic Research, Inc.
  5. Thomas George & Chuan-Yang Hwang & Tavy Ronen, 2010. "Bootstrap refinements in tests of microstructure frictions," Review of Quantitative Finance and Accounting, Springer, vol. 35(1), pages 47-70, July.
  6. Fang, Hanming & Tang, Xun, 2014. "Inference of bidders’ risk attitudes in ascending auctions with endogenous entry," Journal of Econometrics, Elsevier, vol. 180(2), pages 198-216.
  7. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the Best Volatility Models: The Model Confidence Set Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 839-861, December.
  8. Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2016. "Testing for Granger causality in large mixed-frequency VARs," Journal of Econometrics, Elsevier, vol. 193(2), pages 418-432.
  9. Massacci, Daniele, 2013. "A variable addition test for exogeneity in structural threshold models," Economics Letters, Elsevier, vol. 120(1), pages 5-9.
  10. Kydland, Finn & Rupert, Peter & Sustek, Roman, 2012. "Housing Dynamics over the Business Cycle," University of California at Santa Barbara, Economics Working Paper Series qt7bn5k73m, Department of Economics, UC Santa Barbara.
  11. Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011. "Empirical likelihood block bootstrapping," Journal of Econometrics, Elsevier, vol. 161(2), pages 110-121, April.
  12. Fair Ray C, 2003. "Bootstrapping Macroeconometric Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(4), pages 1-26, December.
  13. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011. "How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2078-2104.
  14. Trenkler, Carsten, 2009. "Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms," Econometric Theory, Cambridge University Press, vol. 25(01), pages 243-269, February.
  15. Henriksen, Espen & Kydland, Finn E. & Šustek, Roman, 2013. "Globally correlated nominal fluctuations," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 613-631.
  16. Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014. "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 196-210.
  17. Lee, Seojeong, 2014. "Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators," Journal of Econometrics, Elsevier, vol. 178(P3), pages 398-413.
  18. Kline, Patrick & Santos, Andres, 2012. "Higher order properties of the wild bootstrap under misspecification," Journal of Econometrics, Elsevier, vol. 171(1), pages 54-70.
  19. Kydland, Finn & Rupert, Peter & Sustek, Roman, 2012. "Housing Dynamics over the Business Cycle," University of California at Santa Barbara, Economics Working Paper Series qt7bn5k73m, Department of Economics, UC Santa Barbara.
  20. Bruggeman, Annick & Donati, Paola & Warne, Anders, 2003. "Is the demand for euro area M3 stable?," Working Paper Series 255, European Central Bank.
  21. Sevan Gulesserian & Mohitosh Kejriwal, 2014. "On the power of bootstrap tests for stationarity: a Monte Carlo comparison," Empirical Economics, Springer, vol. 46(3), pages 973-998, May.
  22. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016. "A life-cycle model with ambiguous survival beliefs," Journal of Economic Theory, Elsevier, vol. 162(C), pages 137-180.
  23. Bagger, Jesper & Birchenall, Javier A. & Mansour, Hani & Urzua, Sergio, 2013. "Education, Birth Order, and Family Size," IZA Discussion Papers 7454, Institute for the Study of Labor (IZA).
  24. Grammig, Joachim & Küchlin, Eva-Maria, 2017. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFR Working Papers 17-01, University of Cologne, Centre for Financial Research (CFR).
  25. Hausman, Jerry A. & Woutersen, Tiemen, 2014. "Estimating a semi-parametric duration model without specifying heterogeneity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 114-131.
  26. Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, 02.
  27. Härdle, Wolfgang Karl & Ritov, Ya’acov & Wang, Weining, 2015. "Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 129-145.
  28. Firmin Doko Tchatoka & Wenjie Wang, 2015. "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics Working Papers 2015-01, University of Adelaide, School of Economics.
  29. Michael Lechner & Blaise Melly, 2007. "Earnings Effects of Training Programs," University of St. Gallen Department of Economics working paper series 2007 2007-28, Department of Economics, University of St. Gallen.
  30. Thibault Fally & Benjamin Faber, 2016. "Firm Heterogeneity in Consumption Baskets: Evidence from Home and Store Scanner Data," 2016 Meeting Papers 381, Society for Economic Dynamics.
  31. Şeker, Murat, 2012. "A structural model of firm and industry evolution: Evidence from Chile," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 891-913.
  32. Cziraki, P. & de Goeij, P. C. & Renneboog, L.D.R., 2010. "Insider Trading, Option Exercises and Private Benefits of Control (Revision of DP 2010-32)," Discussion Paper 2010-90, Tilburg University, Center for Economic Research.
  33. Yang Yang & Tae-Hwy Lee, 2004. "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings 512, Econometric Society.
  34. Tchale, Hardwick & Sauer, Johannes, 2007. "The efficiency of maize farming in Malawi. A bootstrapped translog frontier," Cahiers d'Economie et de Sociologie Rurales (CESR), INRA (French National Institute for Agricultural Research), vol. 82.
  35. Porto, Guido, 2011. "Methods for Program Evaluation," Papers 197, World Trade Institute.
  36. Azomahou, Théophile T. & Diene, Bity & Diene, Mbaye, 2013. "Nonlinearities in productivity growth: A semi-parametric panel analysis," Structural Change and Economic Dynamics, Elsevier, vol. 24(C), pages 45-75.
  37. Xu, Ke-Li, 2012. "Robustifying multivariate trend tests to nonstationary volatility," Journal of Econometrics, Elsevier, vol. 169(2), pages 147-154.
  38. Spierdijk, Laura, 2016. "Confidence intervals for ARMA–GARCH Value-at-Risk: The case of heavy tails and skewness," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 545-559.
  39. Abe, Naohito & Ueno, Yuko, 2015. "Measuring Inflation Expectations: Consumers' Heterogeneity and Nonlinearity," RCESR Discussion Paper Series DP15-5, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University.
  40. Rourke, Thomas, 2014. "The delta- and vega-related information content of near-the-money option market trading activity," Journal of Financial Markets, Elsevier, vol. 20(C), pages 175-193.
  41. Roussanov, Nikolai, 2014. "Composition of wealth, conditioning information, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 111(2), pages 352-380.
  42. Abul Naga, Ramses H. & Shen, Yajie & Yoo, Hong Il, 2016. "Joint hypothesis tests for multidimensional inequality indices," Economics Letters, Elsevier, vol. 141(C), pages 138-142.
  43. Hardwick Tchale & Johannes Sauer, 2007. "The efficiency of maize farming in Malawi. A bootstrapped translog frontier," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 82, pages 33-56.
  44. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2015. "Small sample performance of indirect inference on DSGE models," Cardiff Economics Working Papers E2015/2, Cardiff University, Cardiff Business School, Economics Section.
  45. JAMES G. MacKINNON, 2006. "Bootstrap Methods in Econometrics," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages 2-18, 09.
  46. Shimizu Kenichi, 2013. "The bootstrap does not alwayswork for heteroscedasticmodels," Statistics & Risk Modeling, De Gruyter, vol. 30(3), pages 189-204, August.
  47. Jin, Fei & Lee, Lung-fei, 2015. "On the bootstrap for Moran’s I test for spatial dependence," Journal of Econometrics, Elsevier, vol. 184(2), pages 295-314.
  48. Karavias, Yiannis & Tzavalis, Elias, 2014. "Testing for unit roots in short panels allowing for a structural break," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 391-407.
  49. A. Talha Yalta, 2016. "Bootstrap Inference of Level Relationships in the Presence of Serially Correlated Errors: A Large Scale Simulation Study and an Application in Energy Demand," Computational Economics, Springer;Society for Computational Economics, vol. 48(2), pages 339-366, August.
  50. Chang, Hung-Hao & Mishra, Ashok K. & Livingston, Michael, 2011. "Agricultural policy and its impact on fuel usage: Empirical evidence from farm household analysis," Applied Energy, Elsevier, vol. 88(1), pages 348-353, January.
  51. Peter Cziraki & Prof. Dr. Luc Renneboog & Peter de Goeij, 2010. "Insider Trading, Option Exercises and Private Benefits of Control," IEHAS Discussion Papers 1006, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  52. Sustek, Roman, 2010. "Monetary aggregates and the business cycle," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 451-465, May.
  53. Hardwick Tchale & Johannes Sauer, 2007. "The efficiency of maize farming in Malawi. A bootstrapped translog frontier," Post-Print hal-01201145, HAL.
  54. Hui, Francis K.C. & Geenens, Gery, 2012. "Nonparametric bootstrap tests of conditional independence in two-way contingency tables," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 130-144.
  55. Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J., 2012. "Modeling dependence dynamics through copulas with regime switching," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 346-356.
  56. Orth, Walter, 2012. "The predictive accuracy of credit ratings: Measurement and statistical inference," International Journal of Forecasting, Elsevier, vol. 28(1), pages 288-296.
  57. Talamakrouni, Majda & Van Keilegom, Ingrid & El Ghouch, Anouar, 2016. "Parametrically guided nonparametric density and hazard estimation with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 308-323.
  58. Puente-Ajovín, Miguel & Sanso-Navarro, Marcos, 2015. "Granger causality between debt and growth: Evidence from OECD countries," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 66-77.
  59. Perez, Victor, 2015. "Moving in and out of poverty in Mexico: What can we learn from pseudo-panel methods?," ISER Working Paper Series 2015-16, Institute for Social and Economic Research.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.