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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Cavaliere, Giuseppe"
~person:"Francq, Christian"
~person:"Yang, Zhenlin"
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Bootstrap approach
Estimation theory
26
Schätztheorie
26
ARCH model
11
ARCH-Modell
11
Bootstrap-Verfahren
10
Estimation
9
Schätzung
9
Time series analysis
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Zeitreihenanalyse
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Heteroscedasticity
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Heteroskedastizität
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Volatilität
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Panel
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Panel study
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Räumliche Interaktion
5
Spatial interaction
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Bootstrap
4
Fixed effects
4
Statistical test
4
Statistischer Test
4
Wild bootstrap
4
Autocorrelation
3
Autokorrelation
3
Martingale difference
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Spatial effects
3
Stochastic process
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Stochastischer Prozess
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ARCH models
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Adjusted quasi score
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Bias
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Bias correction
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Capital income
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Cavaliere, Giuseppe
Francq, Christian
Yang, Zhenlin
Nielsen, Morten Ørregaard
6
Hounyo, Ulrich
5
MacKinnon, James G.
5
Webb, Matthew
5
Inoue, Atsushi
4
Kilian, Lutz
4
Song, Xiaojun
4
Taylor, Robert
4
Corradi, Valentina
3
Honoré, Bo E.
3
Hu, Luojia
3
Kato, Kengo
3
Lütkepohl, Helmut
3
Omay, Tolga
3
Santos, Andres
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
Jentsch, Carsten
2
Kim, Jae H.
2
Lai, Tsung-Chih
2
Lee, Ji Hyung
2
Lee, Jungyoon
2
Li, Hongjun
2
Lieli, Robert P.
2
Liu, Shew Fan
2
Ma, Jun
2
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Journal of econometrics
3
Regional science & urban economics
2
Econometric reviews
1
Econometric theory
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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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
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:
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
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
8
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
9
Bias correction and refined inferences for fixed effects spatial panel data models
Yang, Zhenlin
;
Yu, Jihai
;
Liu, Shew Fan
- In:
Regional science & urban economics
61
(
2016
),
pp. 52-72
Persistent link: https://www.econbiz.de/10011638864
Saved in:
10
Improved inferences for spatial regression models
Liu, Shew Fan
;
Yang, Zhenlin
- In:
Regional science & urban economics
55
(
2015
),
pp. 55-67
Persistent link: https://www.econbiz.de/10011479842
Saved in:
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