BOOTSTRAP METHODS I
Sunday 25th August 2002,
14:30 - 16:00
Room: 4.2
Session Chair(s):
Pieter Omtzigt, European University Institute and University of Insubria, ITALY
Category: Econometrics
THE INFORMATION MATRIX TEST WITH BOOTSTRAPPED COVARIANCE MATRIX
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Presenter(s): |
Dirk Hoorelbeke, Katholieke Universiteit Leuven, BELGIUM |
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Co-Author(s): |
Geert Dhaene, Katholieke Universiteit Leuven, BELGIUM |
COMPARING DENSITY FORECASTS VIA WEIGHTED LIKELIHOOD RATIO TESTS. ASYMPTOTIC AND BOOTSTRAP METHODS
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Presenter(s): |
Raffaella Giacomini, University of California, San Diego, UNITED STATES |
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Co-Author(s): |
none |
BOOTSTRAPPING AND BARTLETT CORRECTIONS IN THE COINTEGRATED VAR MODEL
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Presenter(s): |
Pieter Omtzigt, European University Institute and University of Insubria, ITALY |
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Co-Author(s): |
Stefano Fachin, University of Rome, ''La Sapienza'', ITALY |
Total Papers in This session: 3
Session Ref: 470
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