Bootstrapping and hypothesis testing in non-stationary panel data
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DOI: 10.1080/13504850500043965
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References listed on IDEAS
- 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.
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- 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.
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Cited by:
- Di Iorio, Francesca & Fachin, Stefano, 2007.
"Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-23.
- Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers 2007-39, Kiel Institute for the World Economy (IfW Kiel).
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