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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Ardia, David"
~person:"Fosten, Jack"
~person:"Hong, Yongmiao"
~person:"Hsu, Yu-Chin"
~subject:"Bayes-Statistik"
~subject:"Counterfactual analysis"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Bayes-Statistik
Counterfactual analysis
Estimation theory
24
Schätztheorie
24
Estimation
12
Schätzung
12
Bootstrap-Verfahren
7
Regression analysis
7
Regressionsanalyse
7
ARCH model
6
ARCH-Modell
6
Forecasting model
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Prognoseverfahren
6
Time series analysis
6
Zeitreihenanalyse
6
Bayesian inference
5
Causality analysis
5
Kausalanalyse
5
Statistical test
5
Statistischer Test
5
Risikomaß
4
Risk measure
4
Factor analysis
3
Faktorenanalyse
3
GARCH
3
Volatilität
3
Backtesting
2
Induktive Statistik
2
LASSO
2
Method of moments
2
Momentenmethode
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multiplier bootstrap
2
Statistical distribution
2
Statistical inference
2
Statistische Verteilung
2
Volatility
2
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11
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12
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Ardia, David
Fosten, Jack
Hong, Yongmiao
Hsu, Yu-Chin
Tsionas, Efthymios G.
11
Kilian, Lutz
6
Nielsen, Morten Ørregaard
6
Schorfheide, Frank
6
Zhang, Xinyu
6
Chaturvedi, Anoop
5
Han, Xiaoyi
5
Hounyo, Ulrich
5
Koop, Gary
5
MacKinnon, James G.
5
Webb, Matthew
5
Zhang, Xibin
5
Allenby, Greg M.
4
Cavaliere, Giuseppe
4
Gallant, A. Ronald
4
Inoue, Atsushi
4
Poon, Aubrey
4
Song, Xiaojun
4
Taylor, Robert
4
Yang, Zhenlin
4
Baltagi, Badi H.
3
Bollinger, Christopher R.
3
Bresson, Georges
3
Carriero, Andrea
3
Chan, Joshua
3
Clark, Todd E.
3
Corradi, Valentina
3
Fang, Zheng
3
Fernández-Villaverde, Jesús
3
Guerrón-Quintana, Pablo A.
3
Hasselt, Martijn van
3
Herbst, Edward P.
3
Honoré, Bo E.
3
Hu, Luojia
3
Kato, Kengo
3
Lacroix, Guy
3
Lesage, James P.
3
Loiza-Maya, Ruben
3
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Journal of econometrics
3
Econometric reviews
2
Finance research letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
1
Journal of risk
1
Lecture Notes in Economics and Mathematical System
1
Springer eBook Collection / Business and Economics
1
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ECONIS (ZBW)
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1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
2
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
3
Counterfactual treatment effects : estimation and inference
Hsu, Yu-Chin
;
Lai, Tsung-Chih
;
Lieli, Robert P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 240-255
Persistent link: https://www.econbiz.de/10012804104
Saved in:
4
Estimation and inference for distribution and quantile functions in endogenous treatment effect models
Hsu, Yu-Chin
;
Lai, Tsung-Chih
;
Lieli, Robert P.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 22-50
Persistent link: https://www.econbiz.de/10013167577
Saved in:
5
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
Saved in:
6
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
7
A model-free consistent test for structural change in regression possibly with endogeneity
Fu, Zhonghao
;
Hong, Yongmiao
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 206-242
Persistent link: https://www.econbiz.de/10012303616
Saved in:
8
A new bootstrap test for multiple assets joint risk testing
Ardia, David
;
Gatarek, Lukasz
;
Hoogerheide, Lennart
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011710231
Saved in:
9
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
Saved in:
10
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
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