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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of time series econometrics"
~subject:"Autocorrelation"
~subject:"Nonparametric statistics"
~subject:"Statistical distribution"
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Bootstrap approach
Autocorrelation
Nonparametric statistics
Statistical distribution
Estimation theory
56
Schätztheorie
56
Time series analysis
37
Zeitreihenanalyse
37
ARCH model
9
ARCH-Modell
9
Einheitswurzeltest
9
Statistical test
9
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9
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9
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6
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6
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Schätzung
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VAR model
4
VAR-Modell
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cointegration
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Autokorrelation
3
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3
Bootstrap-Verfahren
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
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3
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3
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Amir, Abdoulkarim Ilmi
1
Bardet, Jean-Marc
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Belaire-Franch, Jorge
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Dola, Béchir
1
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1
Ladde, Gangaram S.
1
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1
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1
Maïnassara, Yacouba Boubacar
1
Nguimkeu, Pierre
1
Okui, Ryo
1
Otunuga, Olusegun M.
1
Paparoditis, Efstathios
1
Parker, Cameron
1
Phillips, Garry D. A.
1
Podgórski, Krzysztof
1
Politis, Dimitris N.
1
Wang, Liqiong
1
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Journal of time series econometrics
Journal of econometrics
281
Econometric reviews
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Economics letters
81
Econometric theory
60
The econometrics journal
41
Insurance / Mathematics & economics
33
European journal of operational research : EJOR
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
International journal of forecasting
20
Computational economics
17
Economic modelling
17
Applied economics
14
Finance research letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of financial econometrics
13
Operations research
12
Applied economics letters
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of applied econometrics
10
Journal of econometric methods
10
Journal of empirical finance
10
Regional science & urban economics
10
Quantitative finance
9
Scandinavian actuarial journal
8
Discussion papers / CEPR
7
Energy economics
7
Journal of banking & finance
7
Journal of forecasting
7
Journal of mathematical finance
7
Journal of productivity analysis
7
Journal of risk
7
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Essays in honor of Joon Y. Park : econometric theory
6
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
6
Journal of quantitative economics
6
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
6
ASTIN bulletin : the journal of the International Actuarial Association
5
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1
Goodness-of-fit tests for SPARMA models with dependent error terms
Maïnassara, Yacouba Boubacar
;
Amir, Abdoulkarim Ilmi
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 107-140
Persistent link: https://www.econbiz.de/10013260167
Saved in:
2
Local lagged adapted generalized method of moments : an innovative estimation and forecasting approach and its applications
Otunuga, Olusegun M.
;
Ladde, Gangaram S.
;
Ladde, Nathan G.
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10012022811
Saved in:
3
Tail behavior and dependence structure in the APARCH model
Javed, Farrukh
;
Podgórski, Krzysztof
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011701888
Saved in:
4
An improved selection test between autoregressive and moving average disturbances in regression models
Nguimkeu, Pierre
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10011440453
Saved in:
5
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Bardet, Jean-Marc
;
Dola, Béchir
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011582764
Saved in:
6
Tapered block bootstrap for unit root testing
Parker, Cameron
;
Paparoditis, Efstathios
;
Politis, …
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 37-67
Persistent link: https://www.econbiz.de/10010510047
Saved in:
7
Bootstrap point optimal unit root tests
Wang, Liqiong
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010225261
Saved in:
8
Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
Okui, Ryo
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 129-181
Persistent link: https://www.econbiz.de/10010401125
Saved in:
9
Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Liu-Evans, Gareth D.
;
Phillips, Garry D. A.
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009713311
Saved in:
10
Nonparametric unit root test and structural breaks
Belaire-Franch, Jorge
;
Contreras, Dulce
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009623569
Saved in:
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