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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Scientific modelling"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Scientific modelling
Zeitreihenanalyse
Estimation theory
63
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Estimation
15
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15
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Canova, Fabio
2
Benkwitz, Alexander
1
Fernández-Villaverde, Jesús
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Jordà, Òscar
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Kilian, Lutz
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Kim, Yun Jung
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Knüppel, Malte
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Discussion paper / Centre for Economic Policy Research
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10
Essays in honor of Joon Y. Park : econometric theory
10
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
5
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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Macroeconomic forecasting in the era of big data : theory and practice
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Robustness in econometrics
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Application of operations research to financial markets
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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Finance and economics discussion series
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Handbook of research on emerging theories, models, and applications of financial econometrics
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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The Oxford handbook of economic forecasting
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Advances of OR in commodities and financial modeling
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Economic miracles in the European economies
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Feedback economics : economic modeling with system dynamics
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Koç University - TÜSİAD Economic Research Forum working paper series
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Logistics, supply chain and financial predictive analytics : theory and practices
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Recent econometric techniques for macroeconomic and financial data
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Research paper series / Swiss Finance Institute
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Spatial econometric interaction modelling
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The econometrics of complex survey data : theory and applications
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World Bank E-Library Archive
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A composite likelihood approach for dynamic structural models
Canova, Fabio
;
Matthes, Christian
-
2018
Persistent link: https://www.econbiz.de/10012000545
Saved in:
2
Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011947663
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3
Bridging DSGE models and the raw data
Canova, Fabio
-
2013
Persistent link: https://www.econbiz.de/10009734278
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4
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
5
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008807851
Saved in:
6
Do local projections solve the bias problem in impulse response inference?
Kilian, Lutz
;
Kim, Yun Jung
-
2009
Persistent link: https://www.econbiz.de/10003835974
Saved in:
7
Testing a model of the UK by the method of indirect inference
Meenagh, David
;
Minford, Patrick
;
Theodoridis, Konstantinos
-
2008
Persistent link: https://www.econbiz.de/10003728832
Saved in:
8
On adjusting the HP-Filter for the frequency of observations
Ravn, Morten O.
-
2001
Persistent link: https://www.econbiz.de/10013423461
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9
Comparison of bootstrap confidence intervals for impulse responses of German Monetary Systems
Benkwitz, Alexander
-
1999
Persistent link: https://www.econbiz.de/10013422836
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