Now showing items 1-6 of 6

    Issue DateTitleAuthor(s)
    30 March 2022Bootstrap inference for Hawkes and general point processes  Cavaliere, G; Lu, Y; Rahbek, A; et al.
    15 September 2020Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models  Cavaliere, G; Nielsen, HB; Pedersen, RS; et al.
    4 March 2021Bootstrapping non-stationary stochastic volatility  Boswijk, HO; Cavaliere, G; Georgiev, I; et al.
    18 June 2018Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling  Cavaliere, G; Nielsen, HB; Rahbek, A
    22 January 2021An Introduction to Bootstrap Theory in Time Series Econometrics  Cavaliere, G; Rahbek, A; Bohn Nielsen, H
    20 March 2020A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models  Cavaliere, G; Rahbek, A