BOOTSTRAPPING A STABLE AD MODEL: WEAK VS STRONG EXOGENEITY*-Reference-Cited by-同舟云学术

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BOOTSTRAPPING A STABLE AD MODEL: WEAK VS STRONG EXOGENEITY*

Published:2009-05-01 Issue:4 Volume:58 Page:631-656
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:

Author:

Giersbergen Noud P. A. van,Kiviet Jan F.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.1996.mp58004004.x/fullpdf

Reference31 articles.

1. ‘Bootstrapping Explosive Autoregressive Processes’;Basawa;The Annals of Statistics,1989

2. ‘Bootstrapping Unstable First Order Autoregressive Processive’;Basawa;The Annals of Statistics,1991a

3. ‘Bootstrap Test of Significance and Sequential Bootstrap Estimation for Unstable First Order Autoregressive Processes’;Basawa;Communications in Statistics - Theory and Methods,1991b

4. ‘Edgeworth Correction by Bootstrap in Autoregressions’;Bose;The Annals of Statistics,1988

5. ‘Bootstrap Methods: Another Look at the Jackknife’;Efron;The Annals of Statistics,1979

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