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accessRights:"restricted"
subject:"Bootstrap approach"
~accessRights:"free"
~person:"Fosten, Jack"
~person:"Francq, Christian"
~person:"Yang, Zhenlin"
~subject:"Börsenkurs"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Börsenkurs
Estimation theory
34
Schätztheorie
34
Estimation
14
Schätzung
14
ARCH model
10
ARCH-Modell
10
Statistical test
10
Statistischer Test
10
Bootstrap-Verfahren
9
Forecasting model
8
Prognoseverfahren
8
Räumliche Interaktion
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8
Heteroscedasticity
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Heteroskedastizität
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Time series analysis
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Zeitreihenanalyse
7
Panel
6
Panel study
6
Bootstrap
5
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5
Volatilität
5
Factor analysis
4
Faktorenanalyse
4
Fixed effects
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Method of moments
4
Momentenmethode
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Monte Carlo simulation
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Autocorrelation
3
Autokorrelation
3
Bias
3
Induktive Statistik
3
Martingal
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Fosten, Jack
Francq, Christian
Yang, Zhenlin
MacKinnon, James G.
18
Nielsen, Morten Ørregaard
18
Cavaliere, Giuseppe
17
Chen, Xiaohong
15
Webb, Matthew
14
Linton, Oliver
13
Lütkepohl, Helmut
13
Kapetanios, George
11
Pouzo, Demian
11
Pesaran, M. Hashem
10
Rahbek, Anders
10
Taylor, Robert
10
Kilian, Lutz
9
Kitagawa, Toru
9
Bailey, Natalia
8
Honoré, Bo E.
8
Hounyo, Ulrich
8
Hsu, Yu-Chin
8
Hu, Luojia
8
Inoue, Atsushi
8
Li, Jia
8
Tauchen, George Eugene
8
Todorov, Viktor
8
Andrews, Donald W. K.
7
Camponovo, Lorenzo
7
Cattaneo, Matias D.
7
Chernozhukov, Victor
7
Gao, Jiti
7
Hautsch, Nikolaus
7
Horowitz, Joel
7
Härdle, Wolfgang
7
Malec, Peter
7
Van Keilegom, Ingrid
7
Wolf, Michael
7
Corradi, Valentina
6
Jansson, Michael
6
Jentsch, Carsten
6
Kato, Kengo
6
Kim, Donggyu
6
Luger, Richard
6
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Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Regional science & urban economics
2
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Horizon confidence sets
Fosten, Jack
;
Gutknecht, Daniel
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
Saved in:
2
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
3
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
4
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
5
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
6
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
Saved in:
7
Asymptotics and bootstrap for random-effects panel data transformation models
Su, Liangjun
;
Yang, Zhenlin
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 602-625
Persistent link: https://www.econbiz.de/10012040397
Saved in:
8
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models
Yang, Zhenlin
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10011949745
Saved in:
9
Bias correction and refined inferences for fixed effects spatial panel data models
Yang, Zhenlin
;
Yu, Jihai
;
Liu, Shew Fan
- In:
Regional science & urban economics
61
(
2016
),
pp. 52-72
Persistent link: https://www.econbiz.de/10011638864
Saved in:
10
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
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