//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Ardia, David"
~person:"Kilian, Lutz"
~person:"MacKinnon, James G."
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Forecasting model
Prognoseverfahren
Statistical distribution
Estimation theory
24
Schätztheorie
24
VAR model
12
VAR-Modell
12
Bootstrap-Verfahren
10
Bayes-Statistik
7
Bayesian inference
7
Schock
7
Shock
7
ARCH model
6
ARCH-Modell
6
Induktive Statistik
6
Statistical inference
6
Cluster analysis
5
Clusteranalyse
5
Clustered data
5
Cluster-robust variance estimator
4
Regional cluster
4
Regionales Cluster
4
Risikomaß
4
Risk measure
4
Robust inference
4
Wild cluster bootstrap
4
Bayesian estimation
3
Bootstrap
3
Estimation
3
Grouped data
3
Joint inference
3
Schätzung
3
Theorie
3
Theory
3
impulse response
3
structural VAR
3
Backtesting
2
CRVE
2
DSGE model
2
DSGE-Modell
2
GARCH
2
more ...
less ...
Online availability
All
Undetermined
Free
23
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
13
Author
All
Ardia, David
Kilian, Lutz
MacKinnon, James G.
Kumar, Dilip
8
Peng, Liang
7
Hoga, Yannick
6
Inoue, Atsushi
6
Marcellino, Massimiliano
6
Nielsen, Morten Ørregaard
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Taylor, Robert
6
Wu, Ximing
6
Zhang, Xinyu
6
Cai, Zongwu
5
Demetrescu, Matei
5
Hounyo, Ulrich
5
Koop, Gary
5
Lee, Ji Hyung
5
Parmeter, Christopher F.
5
Rodrigues, Paulo M. M.
5
Taylor, James W.
5
Tu, Yundong
5
Webb, Matthew
5
Cavaliere, Giuseppe
4
Fosten, Jack
4
Fung, Tsz Chai
4
Kapetanios, George
4
Kim, Donggyu
4
Koopman, Siem Jan
4
Linton, Oliver
4
Panagiotelis, Anastasios
4
Shi, Yanlin
4
Song, Xiaojun
4
Ullah, Aman
4
Wang, Shouyang
4
Wen, Kuangyu
4
Wied, Dominik
4
Xiao, Zhijie
4
Xie, Tian
4
more ...
less ...
Published in...
All
Journal of econometrics
6
Discussion paper / Centre for Economic Policy Research
1
Finance research letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Journal of risk
1
Journal of time series econometrics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
2
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
Saved in:
3
Wild bootstrap and asymptotic inference with multiway clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10012499095
Saved in:
4
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
Saved in:
5
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10012304028
Saved in:
6
The wild bootstrap for few (treated) clusters
MacKinnon, James G.
;
Webb, Matthew
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 114-135
Persistent link: https://www.econbiz.de/10012166605
Saved in:
7
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
8
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
Saved in:
9
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->