| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A bootstrap theory for weakly integrated processes
|
Park, Joon Y.
|
|
2006
|
133 |
2 |
p. 639-672
34 p.
|
artikel
|
| 2 |
A consistent bootstrap test for conditional density functions with time-series data
|
Li, Fuchun
|
|
2006
|
133 |
2 |
p. 863-886
24 p.
|
artikel
|
| 3 |
A fast subsampling method for nonlinear dynamic models
|
Hong, H.
|
|
2006
|
133 |
2 |
p. 557-578
22 p.
|
artikel
|
| 4 |
Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
|
Davidson, James
|
|
2006
|
133 |
2 |
p. 741-777
37 p.
|
artikel
|
| 5 |
Author index to volume 133
|
|
|
2006
|
133 |
2 |
p. 887-888
2 p.
|
artikel
|
| 6 |
Bootstrap conditional distribution tests in the presence of dynamic misspecification
|
Corradi, Valentina
|
|
2006
|
133 |
2 |
p. 779-806
28 p.
|
artikel
|
| 7 |
Bootstrapping cointegrating regressions
|
Chang, Yoosoon
|
|
2006
|
133 |
2 |
p. 703-739
37 p.
|
artikel
|
| 8 |
Bootstrapping GMM estimators for time series
|
Inoue, Atsushi
|
|
2006
|
133 |
2 |
p. 531-555
25 p.
|
artikel
|
| 9 |
Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness
|
Horowitz, Joel L.
|
|
2006
|
133 |
2 |
p. 841-862
22 p.
|
artikel
|
| 10 |
Bootstrap specification tests for linear covariance stationary processes
|
Hidalgo, J.
|
|
2006
|
133 |
2 |
p. 807-839
33 p.
|
artikel
|
| 11 |
Editorial Board
|
|
|
2006
|
133 |
2 |
p. CO2-
1 p.
|
artikel
|
| 12 |
Exact permutation tests for non-nested non-linear regression models
|
Luger, Richard
|
|
2006
|
133 |
2 |
p. 513-529
17 p.
|
artikel
|
| 13 |
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
|
Andrews, Donald W.K.
|
|
2006
|
133 |
2 |
p. 673-702
30 p.
|
artikel
|
| 14 |
MMC techniques for limited dependent variables models: Implementation by the branch-and-bound algorithm
|
Jouneau-Sion, Frédéric
|
|
2006
|
133 |
2 |
p. 479-512
34 p.
|
artikel
|
| 15 |
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics
|
Dufour, Jean-Marie
|
|
2006
|
133 |
2 |
p. 443-477
35 p.
|
artikel
|
| 16 |
Nonparametric state price density estimation using constrained least squares and the bootstrap
|
Yatchew, Adonis
|
|
2006
|
133 |
2 |
p. 579-599
21 p.
|
artikel
|
| 17 |
Resampling methods in econometrics
|
Dufour, Jean-Marie
|
|
2006
|
133 |
2 |
p. 411-419
9 p.
|
artikel
|
| 18 |
The power of bootstrap and asymptotic tests
|
Davidson, Russell
|
|
2006
|
133 |
2 |
p. 421-441
21 p.
|
artikel
|
| 19 |
Unit root testing via the stationary bootstrap
|
Parker, Cameron
|
|
2006
|
133 |
2 |
p. 601-638
38 p.
|
artikel
|
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