Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis Author(s) Michael Jansson Morten Ø. Nielsen Read more about Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables Author(s) James G. MacKinnon Russell Davidson Read more about Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables
Wild Bootstrap Tests For Iv Regression Author(s) James G. MacKinnon Russell Davidson Read more about Wild Bootstrap Tests For Iv Regression
Bootstrap Hypothesis Testing Author(s) James G. MacKinnon Read more about Bootstrap Hypothesis Testing
Covariance-based Orthogonality Tests For Regressors With Unknown Persistence Author(s) Alex Maynard Katsumi Shimotsu Read more about Covariance-based Orthogonality Tests For Regressors With Unknown Persistence
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks Author(s) Katsumi Shimotsu Read more about Simple (but Effective) Tests Of Long Memory Versus Structural Breaks
Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models Author(s) Hiroyuki Kasahara Katsumi Shimotsu Read more about Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models
Inference Via Kernel Smoothing Of Bootstrap P Values Author(s) James G. MacKinnon Jeff Racine Read more about Inference Via Kernel Smoothing Of Bootstrap P Values
Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap Author(s) James G. MacKinnon Russell Davidson Read more about Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap
Artificial Regressions Author(s) James G. MacKinnon Russell Davidson Read more about Artificial Regressions
