On the public citation graph

Bootstrapping and hypothesis testing in non-stationary panel data

https://doi.org/10.1080/13504850500043965

0 signed · 11 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.

Claim with ORCID

Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.

See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-4076(94)90092-2openalex-snapshot

Bootstrap-based critical values for the information matrix test

inferredcites →https://doi.org/10.1016/j.jeconom.2008.08.003openalex-snapshot

The wild bootstrap, tamed at last

inferredcites →https://doi.org/10.1016/s0304-4076(98)00011-6openalex-snapshot

A simple consistent bootstrap test for a parametric regression function

inferredcites →https://doi.org/10.1016/s0304-4076(99)00042-1openalex-snapshot

Empirically relevant critical values for hypothesis tests: A bootstrap approach

inferredcites →https://doi.org/10.1016/s0304-4076(99)00078-0openalex-snapshot

Consistent bootstrap tests of parametric regression functions

inferredcites →https://doi.org/10.1017/ccol0521580129openalex-snapshot

Advances in Economics and Econometrics: Theory and Applications

inferredcites →https://doi.org/10.1214/aos/1176349025openalex-snapshot

Bootstrap and Wild Bootstrap for High Dimensional Linear Models

inferredcites →https://doi.org/10.1214/aos/1176351062openalex-snapshot

Bootstrap Procedures under some Non-I.I.D. Models

inferredcites →https://doi.org/10.2139/ssrn.1808001openalex-snapshot

Testing for Structural Change of a Time Trend Regression in Panel Data

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.1716662openalex-extracted

inferred← citeshttps://doi.org/10.5018/economics-ejournal.ja.2007-14openalex-snapshot

Testing for Breaks in Cointegrated Panels − with an Application to the Feldstein-Horioka Puzzle

Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.