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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"INFORMS journal on computing : JOC"
~isPartOf:"Journal of econometrics"
~person:"Hounyo, Ulrich"
~subject:"Instrumental variables"
~subject:"Regression analysis"
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Bootstrap approach
Instrumental variables
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Bootstrap-Verfahren
3
Estimation theory
3
Schätztheorie
3
Bootstrap
2
High-frequency data
2
Wild bootstrap
2
Activity index
1
Aktienindex
1
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1
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Integrated covariance
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Martingal
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Model average estimators
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Stable processes
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Statistical test
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Hounyo, Ulrich
Chen, Songnian
6
Lee, Ji Hyung
5
Phillips, Peter C. B.
5
Sasaki, Yuya
5
Sun, Yiguo
5
Taylor, Robert
5
Breunig, Christoph
4
Demetrescu, Matei
4
Fan, Yanqin
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Nielsen, Morten Ørregaard
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Su, Liangjun
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Bertanha, Marinho
3
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3
Galvão Júnior, Antônio Fialho
3
Georgiev, Iliyan
3
Inoue, Atsushi
3
Kato, Kengo
3
Kilian, Lutz
3
Kim, Jihyun
3
Lee, Jungyoon
3
Li, Qi
3
Li, Runze
3
Linton, Oliver
3
MacKinnon, James G.
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Malikov, Emir
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Poskitt, Donald Stephen
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Rodrigues, Paulo M. M.
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Simoni, Anna
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Yu, Ping
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Ai, Chunrong
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INFORMS journal on computing : JOC
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
1
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ECONIS (ZBW)
3
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Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
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2
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
Saved in:
3
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10011818366
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