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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Cavaliere, Giuseppe"
~person:"Francq, Christian"
~person:"Honoré, Bo E."
~person:"Yang, Zhenlin"
~subject:"Martingal"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Martingal
Estimation theory
30
Schätztheorie
30
Bootstrap-Verfahren
13
ARCH model
11
ARCH-Modell
11
Estimation
9
Schätzung
9
Time series analysis
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Zeitreihenanalyse
9
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Bootstrap
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Fixed effects
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4
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Wild bootstrap
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Autocorrelation
3
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Martingale difference
3
Maximum likelihood estimation
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bootstrap
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Adjusted quasi score
2
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2
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Cavaliere, Giuseppe
Francq, Christian
Honoré, Bo E.
Yang, Zhenlin
Nielsen, Morten Ørregaard
6
Hounyo, Ulrich
5
MacKinnon, James G.
5
Webb, Matthew
5
Kilian, Lutz
4
Song, Xiaojun
4
Taylor, Robert
4
Corradi, Valentina
3
Hu, Luojia
3
Inoue, Atsushi
3
Kato, Kengo
3
Li, Jia
3
Lütkepohl, Helmut
3
Omay, Tolga
3
Santos, Andres
3
Su, Liangjun
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Chen, Qihui
2
Daraio, Cinzia
2
Demetrescu, Matei
2
Djogbenou, Antoine A.
2
Fang, Zheng
2
Fosten, Jack
2
Georgiev, Iliyan
2
Grose, Simone D.
2
Gutknecht, Daniel
2
Hidalgo, Javier
2
Hill, Jonathan B.
2
Hong, Yongmiao
2
Hsu, Yu-Chin
2
Härdle, Wolfgang
2
Jentsch, Carsten
2
Kim, Jae H.
2
Lai, Tsung-Chih
2
Lee, Ji Hyung
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Journal of econometrics
5
Regional science & urban economics
2
Econometric reviews
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
15
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1
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
2
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
3
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
4
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
5
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
6
Asymptotics and bootstrap for random-effects panel data transformation models
Su, Liangjun
;
Yang, Zhenlin
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 602-625
Persistent link: https://www.econbiz.de/10012040397
Saved in:
7
Easy bootstrap-like estimation of asymptotic variances
Honoré, Bo E.
;
Hu, Luojia
- In:
Economics letters
171
(
2018
),
pp. 46-50
Persistent link: https://www.econbiz.de/10012021820
Saved in:
8
Unified M-estimation of fixed-effects spatial dynamic models with short panels
Yang, Zhenlin
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 423-447
Persistent link: https://www.econbiz.de/10012110313
Saved in:
9
Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators
Honoré, Bo E.
;
Hu, Luojia
- In:
The econometrics journal
21
(
2018
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012166592
Saved in:
10
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models
Yang, Zhenlin
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10011949745
Saved in:
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