PPP test for Asian countries and regions: new evidence from a wild bootstrap AESTAR test
Sign Up to like & getrecommendations! Published in 2017 at "Applied Economics Letters"
DOI: 10.1080/13504851.2016.1248353
Abstract: ABSTRACT This article investigates the effects of time-varying variance on the asymmetric exponential smooth transition autoregressive (AESTAR) unit root test. We propose a wild bootstrap-based implementation of the test, which is asymptotically valid under time-varying… read more here.
Keywords: countries regions; asian countries; wild bootstrap; aestar test ... See more keywords
A wild bootstrap approach for the Aalen-Johansen estimator.
Sign Up to like & getrecommendations! Published in 2018 at "Biometrics"
DOI: 10.1111/biom.12861
Abstract: We suggest a wild bootstrap resampling technique for nonparametric inference on transition probabilities in a general time-inhomogeneous Markov multistate model. We first approximate the limiting distribution of the Nelson-Aalen estimator by repeatedly generating standard normal… read more here.
Keywords: estimator; time; bootstrap approach; wild bootstrap ... See more keywords