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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Cavaliere, Giuseppe"
~person:"Yang, Zhenlin"
~subject:"Panel study"
~subject:"Regional economics"
~subject:"Räumliche Interaktion"
~subject:"Schätzung"
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Bootstrap approach
Panel study
Regional economics
Räumliche Interaktion
Schätzung
Estimation theory
14
Schätztheorie
14
Bootstrap-Verfahren
8
Heteroscedasticity
6
Heteroskedastizität
6
Panel
5
Spatial interaction
5
Bootstrap
4
Estimation
4
Fixed effects
4
Time series analysis
4
Wild bootstrap
4
Zeitreihenanalyse
4
Autocorrelation
3
Autokorrelation
3
Martingale difference
3
Spatial effects
3
ARCH model
2
ARCH-Modell
2
Adjusted quasi score
2
Bias
2
Bias correction
2
Conditional sum-of-squares
2
Dynamic panels
2
Fractional integration
2
Heteroskedasticity
2
Martingal
2
Martingale
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Method of moments
2
Momentenmethode
2
Quasi-maximum likelihood estimation
2
Regionalökonomik
2
Short panels
2
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English
13
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Cavaliere, Giuseppe
Yang, Zhenlin
Lee, Lung-fei
25
Baltagi, Badi H.
22
Gao, Jiti
16
Su, Liangjun
15
Kumbhakar, Subal
11
Zhou, Qiankun
11
Bera, Anil K.
10
Hsiao, Cheng
10
Jin, Fei
10
Li, Jia
10
Westerlund, Joakim
10
Bai, Jushan
9
Peng, Bin
9
Robinson, Peter M.
9
Sun, Yiguo
9
Todorov, Viktor
9
Linton, Oliver
8
Marcellino, Massimiliano
8
Cai, Zongwu
7
Doğan, Osman
7
Li, Kunpeng
7
Tauchen, George Eugene
7
Tsionas, Efthymios G.
7
Yu, Jihai
7
Francq, Christian
6
Inoue, Atsushi
6
Kao, Chihwa
6
Kapetanios, George
6
Kim, Donggyu
6
Kumar, Dilip
6
Lesage, James P.
6
Liu, Long
6
Nielsen, Morten Ørregaard
6
Okui, Ryo
6
Parmeter, Christopher F.
6
Taylor, Robert
6
Taṣpınar, Süleyman
6
Wang, Taining
6
Winkelmann, Rainer
6
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Journal of econometrics
4
Regional science & urban economics
4
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 empirical finance
1
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ECONIS (ZBW)
13
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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
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:
3
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:
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
Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity
Li, Liyao
;
Yang, Zhenlin
- In:
Regional science & urban economics
81
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012427840
Saved in:
6
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:
7
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:
8
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:
9
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:
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
Saved in:
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