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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Cavaliere, Giuseppe"
~person:"Hill, Jonathan B."
~person:"Lee, Jungyoon"
~subject:"Spatial data"
~subject:"Statistischer Test"
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Bootstrap approach
Spatial data
Statistischer Test
Estimation theory
19
Schätztheorie
19
Bootstrap-Verfahren
8
Time series analysis
8
Zeitreihenanalyse
8
Statistical test
6
Estimation
5
Schätzung
5
Regression analysis
4
Regressionsanalyse
4
ARCH model
3
ARCH-Modell
3
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2
Autocorrelation
2
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2
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2
Conditional sum-of-squares
2
Cross-sectional dependence
2
Fractional integration
2
Granger causality test
2
Heteroscedasticity
2
Heteroskedastizität
2
Kausalanalyse
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtparametrisches Verfahren
2
Nonparametric regression
2
Nonparametric statistics
2
Quasi-maximum likelihood estimation
2
Robust statistics
2
Robustes Verfahren
2
Wild bootstrap
2
ARCH models
1
Blockwise wild bootstrap
1
Bootstrap
1
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1
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12
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Cavaliere, Giuseppe
Hill, Jonathan B.
Lee, Jungyoon
Bera, Anil K.
9
Cai, Zongwu
6
Demetrescu, Matei
6
Doğan, Osman
6
Dufour, Jean-Marie
6
Nielsen, Morten Ørregaard
6
Sun, Yixiao
6
Taṣpınar, Süleyman
6
Hounyo, Ulrich
5
Inoue, Atsushi
5
MacKinnon, James G.
5
Peng, Liang
5
Sentana, Enrique
5
Su, Liangjun
5
Taylor, Robert
5
Webb, Matthew
5
Yang, Zhenlin
5
Andrews, Donald W. K.
4
Andrews, Isaiah
4
Baltagi, Badi H.
4
Corradi, Valentina
4
Hsu, Yu-Chin
4
Khalaf, Lynda
4
Kilian, Lutz
4
Minford, Patrick
4
Robinson, Peter M.
4
Santos, Andres
4
Shaikh, Azeem M.
4
Shi, Xiaoxia
4
Song, Xiaojun
4
Zhu, Ke
4
Breitung, Jörg
3
Canay, Ivan A.
3
Fang, Ying
3
Francq, Christian
3
Georgiev, Iliyan
3
Gutknecht, Daniel
3
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Journal of econometrics
7
Econometric theory
2
Economic modelling
1
Essays in honor of Joon Y. Park : econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
12
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1
Minimax risk in estimating kink threshold and testing continuity
Hidalgo, Javier
;
Lee, Heejun
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 233-259)
.
2023
Persistent link: https://www.econbiz.de/10014313688
Saved in:
2
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:
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
Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
Saved in:
6
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
7
Adaptive inference on pure spatial models
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 375-393
Persistent link: https://www.econbiz.de/10012439728
Saved in:
8
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
9
Robust inference for threshold regression models
Hidalgo, Javier
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 291-309
Persistent link: https://www.econbiz.de/10012303525
Saved in:
10
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
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