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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Economic modelling"
~isPartOf:"European management journal"
~isPartOf:"Journal of financial econometrics"
~person:"Jung, Whayoung"
~person:"Wei, Chuanhua"
~subject:"Direct effects"
~subject:"Nonparametric statistics"
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Bootstrap approach
Direct effects
Nonparametric statistics
Estimation theory
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Autocorrelation
1
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Bootstrap-Verfahren
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Estimation
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Generalized likelihood ratio test
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Induktive Statistik
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Local linear method
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Partially linear varying coefficient model
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Profile quasi-maximum likelihood approach
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Spatial autoregressive models
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VAR model
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VAR-Modell
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local projection
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quantile impulse response
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stationary bootstrap
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Jung, Whayoung
Wei, Chuanhua
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Economic modelling
European management journal
Journal of financial econometrics
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Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
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2
Statistical inference of partially linear varying coefficient spatial autoregressive models
Wei, Chuanhua
;
Guo, Shuang
;
Zhai, Shufen
- In:
Economic modelling
64
(
2017
),
pp. 553-559
Persistent link: https://www.econbiz.de/10011761310
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