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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Cavaliere, Giuseppe"
~person:"Parmeter, Christopher F."
~subject:"ARCH model"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Bootstrap approach
ARCH model
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27
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12
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12
Nichtparametrisches Verfahren
11
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7
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Cavaliere, Giuseppe
Parmeter, Christopher F.
Gao, Jiti
10
Francq, Christian
9
Kumbhakar, Subal
9
Li, Jia
9
Su, Liangjun
9
Kumar, Dilip
8
Linton, Oliver
8
Todorov, Viktor
8
Tsionas, Efthymios G.
8
Tauchen, George Eugene
7
Kim, Donggyu
6
Lee, Lung-fei
6
Nielsen, Morten Ørregaard
6
Taylor, Robert
6
Westerlund, Joakim
6
Yang, Zhenlin
6
Ardia, David
5
Baltagi, Badi H.
5
Cai, Zongwu
5
Hounyo, Ulrich
5
Inoue, Atsushi
5
Ling, Shiqing
5
Liu, Zhi
5
Luger, Richard
5
MacKinnon, James G.
5
Park, Joon Y.
5
Rahbek, Anders
5
Shin, Yongcheol
5
Sucarrat, Genaro
5
Wang, Shouyang
5
Webb, Matthew
5
Zakoïan, Jean-Michel
5
Zhu, Ke
5
Demetrescu, Matei
4
Egger, Peter
4
Escanciano, Juan Carlos
4
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4
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1
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1
European journal of operational research : EJOR
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
1
Journal of productivity analysis
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ECONIS (ZBW)
11
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1
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
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
Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity
Zhou, Jianhua
;
Parmeter, Christopher F.
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1142-1152
Persistent link: https://www.econbiz.de/10012291631
Saved in:
6
Returns to scale in electricity generation : replicated and revisited
Bernstein, David H.
;
Parmeter, Christopher F.
- In:
Energy economics
82
(
2019
),
pp. 4-15
Persistent link: https://www.econbiz.de/10012173804
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
Nonparametric estimation of the determinants of inefficiency
Parmeter, Christopher F.
;
Wang, Hung-jen
;
Kumbhakar, Subal
- In:
Journal of productivity analysis
47
(
2017
)
3
,
pp. 205-221
Persistent link: https://www.econbiz.de/10011878362
Saved in:
9
Decomposing changes in the conditional variance of GDP over time
Amini, Shahram
;
Battisti, Michele
;
Parmeter, Christopher F.
- In:
Economic modelling
61
(
2017
),
pp. 376-387
Persistent link: https://www.econbiz.de/10011736899
Saved in:
10
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
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