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Econometrics Paper
Testing for Breaks in Regression Models with Dependent Data Violetta Dalla and Javier Hidalgo
March 2015
Paper No' EM/2015/584:
Full Paper (pdf)

JEL Classification: C14; C22


Tags: nonparametric regression; breaks; smoothness; strong dependence; extreme-values distribution; frequency domain bootstrap algorithms.

Econometrics Paper
A Cusum Test of Common Trends in Large Heterogeneous Panels Javier Hidalgo and Jungyoon Lee
August 2014
Paper No' EM/2014/576:
Read Abstract | Full Paper (pdf)

JEL Classification: C12; C13; C23


Tags: common trends; large data set; partial linear models; bootstrap algorithms

Econometrics Paper
A Parametric Bootstrap Test for Cycles Violetta Dalla and Javier Hidalgo
February 2005
Paper No' EM/2005/486:
Read Abstract | Full Paper (pdf)

JEL Classification: C15; C22


Tags: cyclical data; strong and weak dependence; spectral density functions; whittle estimator; bootstrap algorithms