SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS' INTRODUCTION

被引：0

作者：

Taylor, A. M. Robert ^{[1
]}

Vogelsang, Timothy J. ^{[2
]}

机构：

[1] Univ Nottingham, Nottingham Sch Econ, Nottingham NG7 2RD, England

[2] Michigan State Univ, E Lansing, MI 48824 USA

来源：

ECONOMETRIC THEORY | 2011年 / 27卷 / 05期

关键词：

QUADRATIC-FORMS; TESTS; TREND;

D O I：

10.1017/S0266466610000587

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：929 / 932

页数：4

共 9 条

[1]

ANDRIEU C, 2009, J ROYAL S B IN PRESS

[2]

Bartlett M.S., 1954, PUBL I STAT U PARIS, V3, P119

[3] Distribution free goodness-of-fit tests for linear processes [J].

Delgado, MA ;

Hidalgo, J ;

Velasco, C .

ANNALS OF STATISTICS, 2005, 33 (06) :2568-2609

[4] TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND [J].

Harris, David ;

Harvey, David I. ;

Leybourne, Stephen J. ;

Taylor, A. M. Robert .

ECONOMETRIC THEORY, 2009, 25 (06) :1545-1588

[5] A new asymptotic theory for heteroskedasticity-autocorrelation robust tests [J].

Kiefer, NM ;

Vogelsang, TJ .

ECONOMETRIC THEORY, 2005, 21 (06) :1130-1164

[6] THE JACKKNIFE AND THE BOOTSTRAP FOR GENERAL STATIONARY OBSERVATIONS [J].

KUNSCH, HR .

ANNALS OF STATISTICS, 1989, 17 (03) :1217-1241

[7] SADDLEPOINT APPROXIMATION FOR THE DISTRIBUTION OF A RATIO OF QUADRATIC-FORMS IN NORMAL VARIABLES [J].

LIEBERMAN, O .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1994, 89 (427) :924-928

[8] Saddlepoint approximations for noncentral quadratic forms [J].

Marsh, PWN .

ECONOMETRIC THEORY, 1998, 14 (05) :539-559

[9] Trend function hypothesis testing in the presence of serial correlation [J].

Vogelsang, TJ .

ECONOMETRICA, 1998, 66 (01) :123-148

← 1 →