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Bootstrapping Spurious Regression. (2001). Phillips, Peter.
In: Cowles Foundation Discussion Papers.
RePEc:cwl:cwldpp:1330.

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Cited: 7

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Cites: 22

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Cocites: 50

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  1. Recent developments in bootstrap methods for dependent data. (2015). Cavaliere, Giuseppe ; Paparoditis, Efstathios ; Jentsch, Carsten ; Rahbek, Anders ; Politis, Dimitris N.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:36:y:2015:i:3:p:416-441.

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  2. Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes. (2014). Jentsch, Carsten ; Paparoditis, Efstathios ; Politis, Dimitris N..
    In: Working Papers.
    RePEc:mnh:wpaper:36668.

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  3. Bootstrapping I(1) Data. (2009). Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1689.

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  4. PURCHASING POWER PARITY FOR DEVELOPING AND DEVELOPED COUNTRIES. WHAT CAN WE LEARN FROM NON?STATIONARY PANEL DATA MODELS?. (2008). Rault, Christophe.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:22:y:2008:i:4:p:752-773.

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  5. Cointegration in panel data with breaks and cross-section dependence. (2006). Carrion-i-Silvestre, Josep ; Banerjee, Anindya.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006591.

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  6. Bootstrapping the HEGY seasonal unit root tests. (2004). Taylor, Robert ; Burridge, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:123:y:2004:i:1:p:67-87.

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  7. Bootstrapping the HEGY Seasonal Unit Root Tests. (2004). Taylor, Robert ; Burridge, Peter.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:125.

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References

References cited by this document

  1. Bühlmann, P. (1997). Sieve bootstrap for time series, Bernoulli, 3, 123-148.
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  2. Bühlmann, P. (1998). Sieve bootstrap for smoothing in nonstationqary time series, Annals of Statistics, 26, 48-83.
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  3. Basawa, I. V., A. K. Mallik, W. P. McCormick, J. H. Reeves and R. L. Taylor (1991). Bootstrapping unstable first-order autoregressive processes, Annals of Statistics, 129, 1098-1101.
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  4. Bickel, P. J. and P. Bühlmann (1999). A new mixing notion and functional central limit theorems for a sieve bootstrap in time series, Bernoulli, 5, 413-446.
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  5. Carlstein, E. (1986). The use of subseries values for estimating the variance of a general statistic from a stationary sequence. Annals of Statistics, 14, 1171-1179.
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  6. Chuang, C-S. and T. L. Lai (2000). Hybrid resampling methods for confidence intervals. Statistica Sinica, 10, 1-50..
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  7. Durlauf, S. N. and P. C. P. Phillips (1988). Trends versus random walks in time series analysis, Econometrica 56, 1333-1354.

  8. Hall, P. (1992). The Bootstrap and Edgeworth approximation. New York: Springer Verlag.
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  9. Hinkley, D. V. (1997) Discussion of paper by H. Li &~ G. S. Maddala. Journal of Econometrics, 80, 319-323.

  10. Horowitz, J. (1999) The Bootstrap. Handbook of Econometrics, Vol. VI. Amsterdam: North Holland (forthcoming).

  11. Künsch, H. R. (1989). The jackknife and the bootstrap for general stationary observations. Annals of Statistics, 17, 1217-1241.
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  12. Kreiss, J. -P. (1992). Bootstrap procedures for AR(cc) - processes, in K. H. Jockel, G. Rothe and W. Sender (eds.), Bootstrapping and Related Techniques, Lecture NOtes in Economics and Mathematical Systems, 376, Heidelberg: Springer.
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  13. Li, H. and G. S. Maddala (1996). Bootstrapping time series models. Econometric Reviews, 15, 115-158.
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  14. Li, H. and G. S. Maddala (1997). Bootstrapping cointegrating regressions. Journal of Econometrics, 80, 297-318.

  15. Park, J. Y. (2001). An invariance principle for sieve bootstrap in time series. Econometric Theory (forthcoming).

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  22. Politis, D. N., J. P. Romano and M. Wolf (1999). Subsampling. New York: Springer Verlag.
    Paper not yet in RePEc: Add citation now

Cocites

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  3. Unit roots, nonlinearities and structural breaks. (2012). Teräsvirta, Timo ; Kruse, Robinson ; Haldrup, Niels ; Terasvirta, Timo ; Varneskov, Rasmus T..
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  4. A note on spurious significance in regressions involving I(0) and I(1) variables. (2011). Stewart, Chris.
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  10. Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical Finance. (2008). Join, C'Edric ; Fliess, Michel .
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