01-119/4 - How to implement the Bootstrap in Static or Stable Dynamic Regression Models

• Authors
  Noud P.A. van Giersbergen, University of Amsterdam; Jan F. Kiviet, University of Amsterdam
• Publication date
  December 6, 2001

• Keywords
  Asymptotic rejection probabilities; Autoregressive models; Bootstrap; Hypothesis testing; Resampling schemes
• JEL
  C12; C15; C22