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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"VAR-Modell"
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Bootstrap approach
ARCH model
Estimation
VAR-Modell
Estimation theory
63
Schätztheorie
63
Theorie
27
Theory
27
Schätzung
15
USA
9
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9
VAR model
7
Dynamic equilibrium
5
Dynamisches Gleichgewicht
5
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5
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Financial economics
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Kilian, Lutz
3
Minford, Patrick
3
Inoue, Atsushi
2
Marcellino, Massimiliano
2
Meenagh, David
2
Wickens, Michael R.
2
Xu, Yongdeng
2
Adrian, Tobias
1
Barnichon, Régis
1
Benkwitz, Alexander
1
Beyer, Robert
1
Brownlees, Christian
1
Canova, Fabio
1
Cavicchioli, Maddalena
1
Collard-Wexler, Allan
1
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1
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1
Davezies, Laurent
1
De Loecker, Jan
1
Filer, Randall Keith
1
Forero, Fernando J. Pèrez
1
Forni, Mario
1
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1
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1
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1
Guérin, Pierre
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1
Hanousek, Jan
1
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Lichard, Tomás̆
1
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1
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Discussion paper / Centre for Economic Policy Research
Journal of econometrics
239
Economics letters
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Econometric reviews
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Discussion papers / CEPR
36
Economic modelling
34
International journal of forecasting
30
The econometrics journal
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Applied economics letters
24
Computational economics
24
Applied economics
23
Finance research letters
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
Journal of financial econometrics
20
Econometric theory
19
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17
European journal of operational research : EJOR
16
Insurance / Mathematics & economics
16
Journal of banking & finance
15
Journal of empirical finance
15
Journal of time series econometrics
15
The North American journal of economics and finance : a journal of financial economics studies
15
Energy economics
14
Journal of risk
14
Journal of quantitative economics
13
Journal of forecasting
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of applied econometrics
10
Journal of mathematical finance
10
Quantitative finance
10
Theoretical economics letters
10
Journal of econometric methods
8
Regional science & urban economics
8
International journal of economics and finance
7
Journal of international financial markets, institutions & money
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
International journal of computational economics and econometrics : IJCEE
6
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ECONIS (ZBW)
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Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
2
Comparing different data descritptors in indirect inference tests onDSGE models
Minford, Patrick
;
Wickens, Michael R.
;
Xu, Yongdeng
-
2017
Persistent link: https://www.econbiz.de/10011619171
Saved in:
3
Regression discontinuity design with continuous measurement error in the running variable
Davezies, Laurent
;
Le Barbanchon, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011619287
Saved in:
4
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
5
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
-
2017
Persistent link: https://www.econbiz.de/10011654990
Saved in:
6
What is the truth about DSGE models? : testing by indirect inference
Meenagh, David
;
Minford, Patrick
;
Wickens, Michael R.
; …
-
2017
Persistent link: https://www.econbiz.de/10011619175
Saved in:
7
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
8
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011524468
Saved in:
9
Production function estimation with measurement error in inputs
Collard-Wexler, Allan
;
De Loecker, Jan
-
2016
Persistent link: https://www.econbiz.de/10011524509
Saved in:
10
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
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