Properties of the sieve bootstrap for non-invertible and fractionally integrated processes

Don S Poskitt

Properties of the sieve bootstrap for non-invertible and fractionally integrated processes

Econometrics & Business Statistics

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

Original language	English
Title of host publication	Proceedings of the 9th World Congress of the Econometric Society
Editors	Whitney K Newey, Torsten Persson, Richard Blundell
Place of Publication	New York NY USA
Publisher	The Econometric Society
Pages	1 - 27
Number of pages	27
Publication status	Published - 2005
Event	9th World Congress of the Econometric Society - London UK, London, United Kingdom Duration: 1 Jan 2005 → … Conference number: 9

Conference

Conference	9th World Congress of the Econometric Society
Country	United Kingdom
City	London
Period	1/01/05 → …

Cite this

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title = "Properties of the sieve bootstrap for non-invertible and fractionally integrated processes",

author = "Poskitt, {Don S}",

year = "2005",

language = "English",

pages = "1 -- 27",

editor = "Newey, {Whitney K} and Torsten Persson and Richard Blundell",

booktitle = "Proceedings of the 9th World Congress of the Econometric Society",

publisher = "The Econometric Society",

note = "9th World Congress of the Econometric Society ; Conference date: 01-01-2005",

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Properties of the sieve bootstrap for non-invertible and fractionally integrated processes. / Poskitt, Don S.

Proceedings of the 9th World Congress of the Econometric Society. ed. / Whitney K Newey; Torsten Persson; Richard Blundell. New York NY USA : The Econometric Society, 2005. p. 1 - 27.

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

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