Recent developments in bootstrapping time series

An Introduction to the Bootstrap

1994 • 39,661 citations

An Introduction to the Bootstrap

1993 • 19,341 citations

American economic review

1992 • 16,670 citations

Bootstrap Methods: Another Look at the Jackknife

1979 • 16,552 citations

Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy

1986 • 6,027 citations

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

2002 • 5,336 citations

Spectral Analysis and Time Series

1983 • 5,140 citations

Forecasting, Structural Time Series Models and the Kalman Filter

1991 • 5,040 citations

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

1991 • 4,036 citations

Automatic Lag Selection in Covariance Matrix Estimation

1994 • 3,132 citations

The Jackknife and the Bootstrap for General Stationary Observations

1989 • 2,213 citations

The Stationary Bootstrap

1994 • 2,211 citations

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

1992 • 1,969 citations

Time Series: Data Analysis and Theory.

1982 • 1,455 citations

The Review of Economics and Statistics

1997 • 1,453 citations

Persistence in Variance, Structural Change, and the GARCH Model

1990 • 1,094 citations

Bootstrapping Regression Models

1981 • 1,003 citations

Small-sample Confidence Intervals for Impulse Response Functions

1998 • 911 citations

Time Series: Data Analysis and Theory.

1981 • 753 citations

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

1988 • 629 citations

On blocking rules for the bootstrap with dependent data

1995 • 581 citations

Moving blocks jackknife and bootstrap capture weak dependence

1992 • 497 citations

Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators

1996 • 492 citations

The Stationary Bootstrap

1994 • 460 citations

Sieve Bootstrap for Time Series

1997 • 455 citations

Approximately Median-Unbiased Estimation of Autoregressive Models

1994 • 421 citations

Persistence in Variance, Structural Change, and the GARCH Model

1990 • 405 citations

Advances in Economics and Econometrics: Theory and Applications

2011 • 287 citations

Exploring the Limits of Bootstrap.

1993 • 286 citations

Bootstrapping time series models

1996 • 286 citations

Bootstrapping Unstable First-Order Autoregressive Processes

1991 • 262 citations

Edgeworth Correction by Bootstrap in Autoregressions

1988 • 241 citations

Effects of Model Selection on Inference

1991 • 237 citations

Bootstrap Prediction Intervals for Autoregression

1990 • 234 citations

On Bootstrapping Kernel Spectral Estimates

1992 • 211 citations

Bootstrap Methods in Econometrics: Theory and Numerical Performance

1996 • 190 citations

Estimating Properties of Autoregressive Forecasts

1987 • 188 citations

The Uncertain Unit Root in Real GNP

2020 • 183 citations

A General Resampling Scheme for Triangular Arrays of $\alpha$-Mixing Random Variables with Application to the Problem of Spectral Density Estimation

1992 • 180 citations

Vector Autoregressions and Reality

1987 • 179 citations

Bootstrapping cointegrating regressions

1997 • 163 citations

Bootstrap: More than a Stab in the Dark?

1994 • 160 citations

Dynamic Equilibrium Economies: A Framework for Comparing Models and Data

1998 • 158 citations

Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter

1991 • 158 citations

Approximately Median-Unbiased Estimation of Autoregressive Models

1994 • 152 citations

DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE

1987 • 142 citations

Bootstrap Technology and Applications

1992 • 134 citations

Bootstrap prediction intervals for autoregressions

1990 • 112 citations

BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS

1992 • 111 citations

BIASES OF ESTIMATORS IN MULTIVARIATE NON‐GAUSSIAN AUTOREGRESSIONS

1990 • 109 citations

Sieve bootstrap for smoothing in nonstationary time series

1998 • 99 citations

BIAS IN THE ESTIMATION OF MULTIVARIATE AUTOREGRESSIONS

1988 • 97 citations

On the moving block bootstrap under long range dependence

1993 • 94 citations

Bootstrap procedures for AR (∞) — processes

1992 • 93 citations

Blockwise Bootstrapped Empirical Process for Stationary Sequences

1994 • 89 citations

Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes

1996 • 77 citations

Confidence intervals for impulse responses under departures from normality

1998 • 77 citations

Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm

1998 • 71 citations

Second order optimality of stationary bootstrap

1991 • 70 citations

The bootstrap applied to power spectral density function estimation

1986 • 67 citations

ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA

1993 • 65 citations

The Spectral Analysis of Time Series.

1988 • 64 citations

Validity of Blockwise Bootstrap for Empirical Processes with Stationary Observations

1994 • 61 citations

On asymptotic properties of bootstrap for AR(1) processes

1996 • 58 citations

Forecasting, structural time series models and the kalman filter

2002 • 57 citations

Bootstrap Prediction Intervals for Autoregression

1990 • 51 citations

Bootstrapping Explosive Autoregressive Processes

1989 • 49 citations

Bootstrap in moving average models

1990 • 47 citations

BOOTSTRAPPING THE TRACE STATISTIC IN VAR MODELS: MONTE CARLO RESULTS AND APPLICATIONS

1996 • 47 citations

Estimating Properties of Autoregressive Forecasts

1987 • 47 citations

Some Notes on the Bootstrap in Regression Problems

1984 • 47 citations

The Level and Power of the BootstraptTest in the AR(1) Model With Trend

1996 • 46 citations

ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES

1993 • 44 citations

Bootstrapping forecast intervals: An application to AR(p) models

1994 • 43 citations

On the Estimation of Residual Variance and Order in Autoregressive Time Series

1985 • 43 citations

Bootstrap confidence bands for spectra and cross-spectra

1992 • 42 citations

Bootstrapping Multivariate Spectra

1998 • 40 citations

ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP

1992 • 39 citations

Bootstrapping general first order autoregression

1996 • 30 citations

Bootstrapping ARMA Models: Some Simulations

1986 • 30 citations

Bootstrapping p Values and Power in the First-Order Autoregression: A Monte Carlo Investigation

1990 • 29 citations

BootstrappingpValues and Power in the First-Order Autoregression: A Monte Carlo Investigation

1990 • 29 citations

On the Asymptotic Behaviour of the Moving Block Bootstrap for Normalized Sums of Heavy-Tail Random Variables

1995 • 26 citations

Problems Related to Bootstrapping Impulse Responses of Autoregressive Processes

1997 • 24 citations

The Level and Power of the Bootstrap t Test in the AR(1) Model with Trend

1996 • 23 citations

Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter

1991 • 22 citations

Some Notes on the Bootstrap in Regression Problems

1984 • 22 citations

Resampling techniques for stationary time-series: Some recent developments

1990 • 21 citations

A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS

1988 • 21 citations

Limit theory and bootstrap for explosive and partially explosive autoregression

1995 • 19 citations

On backcasting in linear time series models

1992 • 12 citations

Bootstrap confidence intervals for regression coefficients when the residuals are dependent

1986 • 7 citations

Matched-block bootstrap for dependent data

1995 • 5 citations

Small sample bias problems in time series

1987 • 2 citations

Deleted Work

1955 • 0 citations