Empirically relevant critical values for hypothesis tests: A bootstrap approach
- 1 April 2000
- journal article
- conference paper
- Published by Elsevier in Journal of Econometrics
- Vol. 95 (2) , 375-389
- https://doi.org/10.1016/s0304-4076(99)00042-1
Abstract
No abstract availableKeywords
This publication has 47 references indexed in Scilit:
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rateJournal of Econometrics, 1997
- Testing cointegration in infinite order vector autoregressive processesJournal of Econometrics, 1997
- Further evidence on breaking trend functions in macroeconomic variablesJournal of Econometrics, 1997
- Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron TestEconometric Theory, 1997
- Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parametersJournal of Econometrics, 1997
- Tests for cointegration a Monte Carlo comparisonJournal of Econometrics, 1996
- Inference in Models with Nearly Integrated RegressorsEconometric Theory, 1995
- Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample propertiesJournal of Econometrics, 1985
- Testing the autoregressive parameter with the t statisticJournal of Econometrics, 1985
- Convenient specification tests for logit and probit modelsJournal of Econometrics, 1984