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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Risiko"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Risiko
Zeitreihenanalyse
Estimation theory
152
Schätztheorie
152
Time series analysis
50
Estimation
27
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27
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27
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Arvanitis, Stelios
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Discussion paper / Centre for Economic Policy Research
Journal of time series econometrics
Scandinavian actuarial journal
Journal of econometrics
203
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Econometric reviews
68
Economics letters
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
43
Econometric theory
39
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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
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14
Journal of financial econometrics
14
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
12
Journal of forecasting
12
Journal of empirical finance
11
Journal of risk
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Essays in honor of Joon Y. Park : econometric theory
10
European journal of operational research : EJOR
10
Journal of quantitative economics
10
Journal of banking & finance
9
The North American journal of economics and finance : a journal of financial economics studies
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Working paper / National Bureau of Economic Research, Inc.
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and finance
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International journal of production economics
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Journal of applied econometrics
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
2
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
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3
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
4
A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard
;
Peiris, Shelton
;
Weber, Neville C.
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
Saved in:
5
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
6
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
7
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
8
Checking model adequacy for count time series by using Pearson residuals
Weiß, Christian H.
;
Scherer, Lukas
;
Aleksandrov, Boris
; …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012258316
Saved in:
9
A comparison of hurst exponent estimators in long-range dependent curve time series
Shang, Han Lin
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012258318
Saved in:
10
Dynamic principal component regression for forecasting functional time series in a group structure
Shang, Han Lin
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 307-322
Persistent link: https://www.econbiz.de/10012262738
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