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Testing for Parameter Restrictions in a Stationary VAR Model: A Bootstrap Alternative

https://doi.org/10.2139/ssrn.2395806
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16/16 checkable references clean · checked 2026-10-20

Every reference with a DOI or an arXiv id in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

2 with no DOI or arXiv id: not checked. A reference deposited without a DOI is checked only when it names an arXiv id, under that id’s DataCite DOI. The rest are never matched by title or guessed at; they stay outside the checked set, and this line says so.

The 16 checked references that resolve
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Predictive regression with order-p autoregressive predictors
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Stock Return Predictability: Is it There?
resolves10.1016/s0165-1765(01)00478-5
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
resolves10.1214/aos/1176344552
Bootstrap Methods: Another Look at the Jackknife
resolves10.1016/0304-405x(88)90020-7
Dividend yields and expected stock returns
resolves10.1111/j.1467-9574.2009.00424.x
Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity
resolves10.1016/S0922-1425(01)00071-8
Export performance and economic growth nexus in Japan: a bootstrap approach
resolves10.1198/07350010152472670
Bootstrap-After-Bootstrap Prediction Intervals for Autoregressive Models
resolves10.1016/j.jempfin.2014.01.002
Predictive regression: An improved augmented regression method
resolves10.1162/003465398557465
Small-sample Confidence Intervals for Impulse Response Functions
resolves10.1016/j.jfineco.2002.11.002
Predicting returns with financial ratios
resolves10.1007/978-3-540-27752-1
New Introduction to Multiple Time Series Analysis
resolves10.1111/0008-4085.00147
Bootstrap inference in econometrics
resolves10.1214/aos/1176349025
Bootstrap and Wild Bootstrap for High Dimensional Linear Models
resolves10.1016/s0304-405x(99)00041-0
Predictive regressions
resolves10.1080/01621459.1962.10480664
An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
The 2 references with no DOI or arXiv id, listed, not checked
no DOI — not checkedref6
no DOI — not checkedExchange rates and fundamentals: Evidence on long-horizon predictability
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