BOOTSTRAP METHODS II
Tuesday 27th August 2002,
14:30 - 16:00
Room: 5.9
Session Chair(s):
James Davidson, Cardiff Business School, UNITED KINGDOM
Category: Econometrics
BOOTSTRAPPING THE HEGY SEASONAL UNIT ROOT TESTS
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Presenter(s): |
Peter Burridge, City University, UNITED KINGDOM |
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Co-Author(s): |
Robert Taylor, University of Birmingham, UNITED KINGDOM |
A NONPARAMETRIC TEST FOR WEAK DEPENDENCE AND ITS BOOTSTRAP ANALOGUE
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Presenter(s): |
Javier Hidalgo, London School of Economics, UNITED KINGDOM |
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Co-Author(s): |
none |
ALTERNATIVE BOOTSTRAP PROCEDURES FOR TESTING COINTEGRATION IN FRACTIONALLY INTEGRATED PROCESSES
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Presenter(s): |
James Davidson, Cardiff Business School, UNITED KINGDOM |
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Co-Author(s): |
none |
Total Papers in This session: 3
Session Ref: 525
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