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accessRights:"restricted"
subject:"Bootstrap approach"
~accessRights:"free"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Forecasting model
Statistical distribution
Estimation theory
699
Schätztheorie
699
Nichtparametrisches Verfahren
172
Nonparametric statistics
172
Regression analysis
162
Regressionsanalyse
162
Time series analysis
158
Zeitreihenanalyse
158
Estimation
151
Schätzung
148
Panel
93
Panel study
93
Statistical test
87
Statistischer Test
87
Volatility
74
Volatilität
74
Induktive Statistik
55
Statistical inference
55
Bootstrap-Verfahren
53
Maximum likelihood estimation
53
Maximum-Likelihood-Schätzung
53
Autocorrelation
51
Autokorrelation
51
Method of moments
51
Momentenmethode
50
Prognoseverfahren
50
Instrumental variables
43
Stochastic process
43
Stochastischer Prozess
43
Capital income
41
Causality analysis
41
Correlation
41
Kapitaleinkommen
41
Kausalanalyse
41
Korrelation
41
Panel data
40
Bayes-Statistik
36
Bayesian inference
36
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Article
127
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Article in journal
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127
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English
127
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Taylor, Robert
5
Lee, Ji Hyung
4
Nielsen, Morten Ørregaard
4
Rodrigues, Paulo M. M.
4
Demetrescu, Matei
3
Georgiev, Iliyan
3
Hounyo, Ulrich
3
Inoue, Atsushi
3
Kilian, Lutz
3
Kim, Donggyu
3
MacKinnon, James G.
3
Todorov, Viktor
3
Andersen, Torben
2
Bollerslev, Tim
2
Cavaliere, Giuseppe
2
Doko Tchatoka, Firmin
2
Fan, Jianqing
2
Fan, Rui
2
Francq, Christian
2
He, Xuming
2
Kato, Kengo
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
Li, Jia
2
Li, Wai Keung
2
Linton, Oliver
2
Sasaki, Yuya
2
Scaillet, Olivier
2
Tabri, Rami V.
2
Trenkler, Carsten
2
Tu, Yundong
2
Varneskov, Rasmus Tangsgaard
2
Wang, Yulong
2
Webb, Matthew
2
Zakoïan, Jean-Michel
2
Zhu, Ke
2
Ai, Chunrong
1
Andrews, Donald W. K.
1
Arteaga-Molina, Luis A.
1
Athey, Susan
1
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Journal of econometrics
International journal of forecasting
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Insurance / Mathematics & economics
37
Econometric reviews
36
Economics letters
34
Journal of forecasting
27
Statistics in transition : an international journal of the Polish Statistical Association
27
The econometrics journal
24
Computational economics
19
Econometric theory
19
Econometrics : open access journal
19
European journal of operational research : EJOR
18
Finance research letters
18
Journal of financial econometrics
17
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of risk and financial management : JRFM
15
Quantitative finance
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Scandinavian actuarial journal
12
Applied economics
11
Journal of time series econometrics
11
Journal of quantitative economics
10
Astin bulletin : the journal of the International Actuarial Association
9
Journal of empirical finance
9
Economic modelling
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
ASTIN bulletin : the journal of the International Actuarial Association
7
International Journal of Energy Economics and Policy : IJEEP
7
Journal of mathematical finance
7
Journal of risk
7
Operations research
7
The North American journal of economics and finance : a journal of financial economics studies
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Applied economics letters
6
Financial innovation : FIN
6
International journal of production economics
6
Journal of applied econometrics
6
Journal of banking & finance
6
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ECONIS (ZBW)
127
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1
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
Saved in:
2
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
6
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
7
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
8
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
9
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
10
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
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