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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial econometrics"
~subject:"Estimation"
~subject:"Panel study"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Estimation
Panel study
Zeitreihenanalyse
Estimation theory
287
Schätztheorie
287
Nichtparametrisches Verfahren
73
Nonparametric statistics
73
Time series analysis
67
Schätzung
57
Regression analysis
56
Regressionsanalyse
56
Statistical test
45
Statistischer Test
45
Panel
44
Autocorrelation
29
Autokorrelation
29
Method of moments
29
Momentenmethode
29
Statistical distribution
23
Statistische Verteilung
23
Volatility
23
Volatilität
23
Stochastic process
20
Stochastischer Prozess
20
ARCH model
19
ARCH-Modell
19
Bootstrap-Verfahren
19
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Modellierung
17
Scientific modelling
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Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Cointegration
14
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14
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panel data
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Baltagi, Badi H.
6
Teräsvirta, Timo
4
Cai, Zongwu
3
Hsiao, Cheng
3
Kao, Chihwa
3
Liu, Long
3
Lucas, André
3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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Econometric reviews
Journal of financial econometrics
Journal of econometrics
357
Economics letters
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
International journal of forecasting
50
Econometric theory
48
The econometrics journal
47
Economic modelling
45
Journal of time series econometrics
39
Applied economics letters
38
Computational economics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Discussion papers / CEPR
30
Finance research letters
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Applied economics
24
Discussion paper / Centre for Economic Policy Research
21
Journal of quantitative economics
20
European journal of operational research : EJOR
19
Insurance / Mathematics & economics
19
Journal of empirical finance
18
Journal of forecasting
18
Energy economics
16
Journal of applied econometrics
16
Journal of economic dynamics & control
16
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of risk
14
Regional science & urban economics
14
Journal of banking & finance
13
Journal of econometric methods
12
Quantitative finance
12
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Theoretical economics letters
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Working paper / National Bureau of Economic Research, Inc.
10
International journal of economics and finance
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Journal of mathematical finance
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71
Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
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72
Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 332-349
Persistent link: https://www.econbiz.de/10012181296
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73
Nonstationary nonlinear quantile regression
Uematsu, Yoshimasa
- In:
Econometric reviews
38
(
2019
)
4
,
pp. 386-416
Persistent link: https://www.econbiz.de/10012181306
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74
Common threshold in quantile regressions with an application to pricing for reputation
Su, Liangjun
;
Pai Xu
- In:
Econometric reviews
38
(
2019
)
4
,
pp. 417-450
Persistent link: https://www.econbiz.de/10012181309
Saved in:
75
Alternative diff-in-diffs estimators with several pretreatment periods
Mora Villarrubia, Ricardo
;
Reggio, Iliana
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 465-486
Persistent link: https://www.econbiz.de/10012181322
Saved in:
76
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
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77
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan
;
Sögner, Leopold
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 597-635
Persistent link: https://www.econbiz.de/10012181339
Saved in:
78
Functional coefficient time series models with trending regressors
Cheng, Tingting
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 636-659
Persistent link: https://www.econbiz.de/10012181342
Saved in:
79
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 881-898
Persistent link: https://www.econbiz.de/10012181371
Saved in:
80
Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
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