The blockwise bootstrap for general empirical processes of stationary sequences
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- Berkowitz, J. & Birgean, I. & Kilian, L., 1999.
"On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series,"
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99-01, Michigan - Center for Research on Economic & Social Theory.
- Jeremy Berkowitz & Ionel Birgean & Lutz Kilian, 1999. "On the finite-sample accuracy of nonparametric resampling algorithms for economic time series," Finance and Economics Discussion Series 1999-04, Board of Governors of the Federal Reserve System (U.S.).
- Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012.
"Testing for non-nested conditional moment restrictions using unconditional empirical likelihood,"
Journal of Econometrics, Elsevier, vol. 167(2), pages 370-382.
- Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation for Research in Economics, Yale University.
- Corradi, Valentina & Swanson, Norman R., 2006.
"Bootstrap conditional distribution tests in the presence of dynamic misspecification,"
Journal of Econometrics, Elsevier, vol. 133(2), pages 779-806, August.
- Valentina Corradi & Norman R. Swanson, 2003. "Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification," Departmental Working Papers 200311, Rutgers University, Department of Economics.
- Corradi, Valentina & Swanson, Norman R., 2005.
"Bootstrap specification tests for diffusion processes,"
Journal of Econometrics, Elsevier, vol. 124(1), pages 117-148, January.
- Valentina Corradi & Norman R. Swanson, 2003. "Bootstrap Specification Tests for Diffusion Processes," Departmental Working Papers 200321, Rutgers University, Department of Economics.
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Keywords
Bootstrap Bracketing central limit theorem Empirical process Mixing sequence Vapnik-Cervonenkis Weak convergence;Statistics
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