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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Econometric theory"
~subject:"Robust statistics"
~subject:"Schätzung"
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Bootstrap approach
Robust statistics
Schätzung
Estimation theory
149
Schätztheorie
149
Nichtparametrisches Verfahren
47
Nonparametric statistics
47
Time series analysis
36
Zeitreihenanalyse
36
Regression analysis
32
Regressionsanalyse
32
Statistical test
15
Statistischer Test
15
Induktive Statistik
10
Statistical inference
10
Estimation
9
Autocorrelation
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Autokorrelation
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Method of moments
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Momentenmethode
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Stochastic process
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Stochastischer Prozess
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Volatilität
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Cointegration
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IV-Schätzung
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Nichtlineare Regression
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Nonlinear regression
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Panel study
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Prognoseverfahren
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Robustes Verfahren
6
Statistical distribution
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Statistische Verteilung
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19
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Li, Jia
2
Bester, C. Alan
1
Cavaliere, Giuseppe
1
Conley, Timothy G.
1
Escanciano, Juan Carlos
1
Firpo, Sérgio Pinheiro
1
Grose, Simone D.
1
Han, Xiaoyi
1
Han, Xu
1
Hansen, Christian Bailey
1
Hill, Jonathan B.
1
Hoderlein, Stefan
1
Inoue, Atsushi
1
Jeong, Minsoo
1
Jing, Bingyi
1
Kanaya, Shin
1
Kim, Jihyun
1
Kim, Min Seong
1
Kong, Xinbing
1
Kristensen, Dennis
1
Lee, Lung-fei
1
Lewbel, Arthur
1
Linton, Oliver
1
Liu, Yunxiao
1
Liu, Zhi
1
Martin, M.
1
Park, Joon Y.
1
Poskitt, Donald Stephen
1
Rahbek, Anders
1
Robinson, Peter M.
1
Rothe, Christoph
1
Sasaki, Yuya
1
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1
Sun, Yixiao
1
Słoczyński, Tymon
1
Tauchen, George Eugene
1
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Ura, Takuya
1
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Econometric theory
Journal of econometrics
211
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Economics letters
86
Econometric reviews
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Economic modelling
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Discussion papers / CEPR
27
European journal of operational research : EJOR
26
The econometrics journal
25
Applied economics letters
22
International journal of forecasting
22
Computational economics
20
Finance research letters
20
Applied economics
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Journal of financial econometrics
18
Discussion paper / Centre for Economic Policy Research
17
Insurance / Mathematics & economics
13
Journal of applied econometrics
13
Energy economics
12
Journal of banking & finance
12
Journal of empirical finance
12
Journal of quantitative economics
12
Journal of risk
12
The North American journal of economics and finance : a journal of financial economics studies
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of econometric methods
10
Journal of economic dynamics & control
10
Operations research
10
Quantitative finance
10
Journal of forecasting
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Regional science & urban economics
9
Scandinavian actuarial journal
9
Journal of time series econometrics
8
Journal of mathematical finance
7
Robustness in econometrics
7
Theoretical economics letters
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1
Estimation and inference for moments of ratios with robustness against large trimming bias
Sasaki, Yuya
;
Ura, Takuya
- In:
Econometric theory
38
(
2022
)
1
,
pp. 66-112
Persistent link: https://www.econbiz.de/10013166118
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2
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
3
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
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4
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
5
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
6
Large sample properties of bayesian estimation of spatial econometric models
Han, Xiaoyi
;
Lee, Lung-fei
;
Xu, Xingbai
- In:
Econometric theory
37
(
2021
)
4
,
pp. 708-746
Persistent link: https://www.econbiz.de/10012618199
Saved in:
7
Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
Saved in:
8
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Saved in:
9
Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
Rothe, Christoph
;
Firpo, Sérgio Pinheiro
- In:
Econometric theory
35
(
2019
)
5
,
pp. 1048-1087
Persistent link: https://www.econbiz.de/10012146223
Saved in:
10
A general double robustness result for estimating average treatment effects
Słoczyński, Tymon
;
Wooldridge, Jeffrey M.
- In:
Econometric theory
34
(
2018
)
1
,
pp. 112-133
Persistent link: https://www.econbiz.de/10011950928
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