The ability to correct the bias in the stable AD(1,1) model with a feedback effect von van Giersbergen, Noud P.A.

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A note on bootstrapping unit root tests in the presence of a non-zero drift von van Giersbergen, Noud P.A.

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Bartlett correction in the stablesecond-order autoregressive model with intercept and trend von Giersbergen, Noud PA

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Bartlett correction in the stable second-order autoregressive model with intercept and trend von van Giersbergen, Noud P.A.

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BOOTSTRAPPING THE TRACE STATISTIC IN VAR MODELS: MONTE CARLO RESULTS AND APPLICATIONS von Giersbergen, Noud P. A. van

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BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND von van Giersbergen, Noud P.A.

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Bartlett Correction in the Stable AR(1) Model with Intercept and Trend von van Giersbergen, Noud P. A.

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On the effect of deterministic terms on the bias in stable AR models von van Giersbergen, Noud P.A.

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How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach von van Giersbergen, Noud P.A., Kiviet, Jan F.

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Bootstrapping a Stable AD Model: Weak versus Strong Exogeneity von Giersbergen, Noud P. A. van, Kiviet, Jan F

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The econometrics of economic policy von Banerjee, Anindya, Hendry, David F, Mizon, Grayham E, Richard, Jean-François, Zhang, Wei, Engle, Robert F, Hylleberg, Svend, Giersbergen, Noud P.A. van, Kiviet, Jan F, Clements, Michael P, Stock, James H, Muellbauer, John N.J., Jansen, Eilev S, Teräsvirta, Timo, Eika, Kari H, Ericsson, Neil R, Nymoen, Ragnar, Juselius, Katarina

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