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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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Bootstrap approach
Estimation
Zeitreihenanalyse
Estimation theory
278
Schätztheorie
278
Nichtparametrisches Verfahren
68
Nonparametric statistics
68
Time series analysis
66
Schätzung
55
Regression analysis
54
Regressionsanalyse
54
Statistical test
45
Statistischer Test
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28
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Statistical distribution
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ARCH-Modell
18
Bootstrap-Verfahren
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Maximum likelihood estimation
18
Maximum-Likelihood-Schätzung
18
Stochastic process
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Monte-Carlo-Simulation
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panel data
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Teräsvirta, Timo
4
Lucas, André
3
Peng, Liang
3
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dong, Chaohua
2
Gao, Jiti
2
Grassi, Stefano
2
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2
Koopman, Siem Jan
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
Pai Xu
2
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2
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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
48
Econometric theory
45
Economic modelling
38
Journal of time series econometrics
38
The econometrics journal
35
Computational economics
34
Applied economics letters
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Discussion papers / CEPR
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Finance research letters
26
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22
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21
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20
European journal of operational research : EJOR
19
Insurance / Mathematics & economics
19
Journal of quantitative economics
18
Journal of empirical finance
17
Journal of forecasting
17
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of economic dynamics & control
14
Journal of risk
14
Journal of banking & finance
13
Journal of applied econometrics
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
Regional science & urban economics
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Journal of econometric methods
9
Theoretical economics letters
9
Working paper / National Bureau of Economic Research, Inc.
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International journal of economics and finance
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81
Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
Bierens, Herman J.
;
Wang, Li
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 103-135
Persistent link: https://www.econbiz.de/10011795009
Saved in:
82
Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng
;
Li, Degui
;
Liang, Zhongwen
;
Hsiao, Cheng
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
Saved in:
83
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
84
Multistep ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Saved in:
85
Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming
Chevillon, Guillaume
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 514-545
Persistent link: https://www.econbiz.de/10011795260
Saved in:
86
The impact of integrated measurement errors on modeling long-run macroeconomic time series
Duffy, James A.
;
Hendry, David F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 568-587
Persistent link: https://www.econbiz.de/10011795283
Saved in:
87
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
Saved in:
88
Adaptive LASSO estimation for ARDL models with GARCH innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 622-637
Persistent link: https://www.econbiz.de/10011795298
Saved in:
89
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
90
An efficient integrated nonparametric entropy estimator of serial dependence
Hong, Yongmiao
;
Wang, Xia
;
Zhang, Wenjie
;
Wang, Shouyang
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 728-780
Persistent link: https://www.econbiz.de/10011795488
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