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Testing For Time-Varying Exogeneity: A Bootstrap Approach

https://doi.org/10.2139/ssrn.4595905
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-4612-4384-7openalex-extracted
The Bootstrap and Edgeworth Expansion
inferredcites →https://doi.org/10.1007/978-1-4757-1923-9openalex-extracted
Testing Statistical Hypotheses
inferredcites →https://doi.org/10.1007/s00181-023-02450-6openalex-extracted
Kernel-based time-varying IV estimation: handle with care
inferredcites →https://doi.org/10.1016/j.jeconom.2003.10.030openalex-extracted
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
inferredcites →https://doi.org/10.1016/j.jeconom.2008.08.003openalex-extracted
The wild bootstrap, tamed at last
inferredcites →https://doi.org/10.1016/j.jeconom.2012.05.006openalex-extracted
Inference regarding multiple structural changes in linear models with endogenous regressors
inferredcites →https://doi.org/10.1016/j.jeconom.2013.10.009openalex-extracted
Inference on stochastic time-varying coefficient models
inferredcites →https://doi.org/10.1016/j.jeconom.2014.10.012openalex-extracted
Modeling and testing smooth structural changes with endogenous regressors
inferredcites →https://doi.org/10.1016/j.jeconom.2020.08.013openalex-extracted
Time-varying instrumental variable estimation
inferredcites →https://doi.org/10.1016/s0165-1765(96)00917-2openalex-extracted
Bootstrapping Hausman's exogeneity test
inferredcites →https://doi.org/10.1016/s0167-9473(99)00014-6openalex-extracted
Block length selection in the bootstrap for time series
inferredcites →https://doi.org/10.1016/s0304-3932(99)00023-9openalex-extracted
Inflation dynamics: A structural econometric analysis
inferredcites →https://doi.org/10.1016/s1573-4412(01)05005-xopenalex-extracted
The Bootstrap
inferredcites →https://doi.org/10.1017/s0266466609090665openalex-extracted
TESTING FOR EXOGENEITY IN THRESHOLD MODELS
inferredcites →https://doi.org/10.1017/s0266466620000535openalex-extracted
ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS
inferredcites →https://doi.org/10.1080/07474930008800459openalex-extracted
Bootstrap tests: how many bootstraps?
inferredcites →https://doi.org/10.1093/biomet/82.3.561openalex-extracted
On Blocking Rules for the Bootstrap with Dependent Data
inferredcites →https://doi.org/10.1214/aos/1018031117openalex-extracted
Theoretical comparisons of block bootstrap methods
inferredcites →https://doi.org/10.1214/aos/1176344552openalex-extracted
Bootstrap Methods: Another Look at the Jackknife
inferredcites →https://doi.org/10.1214/aos/1176347265openalex-extracted
The Jackknife and the Bootstrap for General Stationary Observations
inferredcites →https://doi.org/10.1214/aos/1176349025openalex-extracted
Bootstrap and Wild Bootstrap for High Dimensional Linear Models
inferredcites →https://doi.org/10.1214/ss/1063994977openalex-extracted
The Impact of Bootstrap Methods on Time Series Analysis
inferredcites →https://doi.org/10.2139/ssrn.358520openalex-extracted
Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
inferredcites →https://doi.org/10.2307/1913827openalex-extracted
Specification Tests in Econometrics
inferredcites →https://doi.org/10.2307/2998540openalex-extracted
Estimating and Testing Linear Models with Multiple Structural Changes

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inferred← citeshttps://doi.org/10.1111/jtsa.12842openalex-snapshot
Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
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