Subsampling vector autoregressive tests of linear constraints-Reference-Cited by-同舟云学术

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Subsampling vector autoregressive tests of linear constraints

Published:2005-01 Issue:1 Volume:124 Page:55-89
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Choi In

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference24 articles.

1. Bootstrap methods in statistics;Beran;Jaresberichte des Deutschen Mathematischen Vereins,1987

2. Topics in Advanced Econometrics;Bierens,1994

3. Choi, I., 2002. Inconsistency of bootstrap for nonstationary, vector autoregressive processes. Manuscript, HKUST.

4. Probability Theory: Independence, Interchangeability and Martingales;Chow,1988

5. Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator;Delgado;Economics Letters,2001

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES;Econometric Theory;2013-10-10

2. Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification;International Journal of Approximate Reasoning;2013-08

3. Subsampling Inference withKPopulations and a Non-standard Behrens-Fisher Problem;International Statistical Review;2012-04

4. Subsampling -values;Statistics & Probability Letters;2010-09

5. SUBSAMPLING THE JOHANSEN TEST WITH STABLE INNOVATIONS;Australian & New Zealand Journal of Statistics;2010-03

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