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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial econometrics"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Estimation
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
Panel study
44
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29
Autokorrelation
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23
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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
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Scientific modelling
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Monte-Carlo-Simulation
16
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14
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panel data
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114
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Teräsvirta, Timo
4
Lucas, André
3
Peng, Liang
3
Sun, Yiguo
3
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dong, Chaohua
2
Gao, Jiti
2
Grassi, Stefano
2
Hsiao, Cheng
2
Koopman, Siem Jan
2
Kumbhakar, Subal
2
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2
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2
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2
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2
McElroy, Tucker
2
Medeiros, Marcelo C.
2
Pai Xu
2
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2
Su, Liangjun
2
Amado, Cristina
1
Baillie, Richard
1
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1
Bao, Yong
1
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1
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1
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1
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1
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1
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1
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Econometric reviews
Journal of financial econometrics
Journal of econometrics
307
Economics letters
112
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
International journal of forecasting
50
Econometric theory
45
Economic modelling
40
Journal of time series econometrics
38
The econometrics journal
35
Computational economics
34
Applied economics letters
33
Discussion papers / CEPR
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Finance research letters
27
Applied economics
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Discussion paper / Centre for Economic Policy Research
20
European journal of operational research : EJOR
19
Insurance / Mathematics & economics
19
Journal of empirical finance
18
Journal of quantitative economics
18
Journal of forecasting
17
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of applied econometrics
14
Journal of economic dynamics & control
14
Journal of risk
14
Journal of banking & finance
13
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
Regional science & urban economics
10
Journal of econometric methods
9
Theoretical economics letters
9
Working paper / National Bureau of Economic Research, Inc.
9
International journal of economics and finance
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Journal of mathematical finance
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Robustness in econometrics
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ECONIS (ZBW)
114
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51
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
52
Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 745-762
Persistent link: https://www.econbiz.de/10012295578
Saved in:
53
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
54
A diagnostic test for specification of copulas under censorship
Lin, Juan
;
Wu, Ximing
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 930-946
Persistent link: https://www.econbiz.de/10012295589
Saved in:
55
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
56
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
57
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
58
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
59
The estimation uncertainty of permanent-transitory decompositions in co-integrated systems
Schreiber, Sven
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10012181279
Saved in:
60
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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