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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Cavaliere, Giuseppe"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Wirkungsanalyse
Zeitreihenanalyse
Estimation theory
6
Schätztheorie
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Bootstrap-Verfahren
4
Time series analysis
4
ARCH model
2
ARCH-Modell
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Autocorrelation
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Conditional sum-of-squares
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Estimation
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Fractional integration
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Heteroscedasticity
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Heteroskedastizität
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Quasi-maximum likelihood estimation
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Wild bootstrap
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Adaptive estimation
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Bootstrap
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Conditional/unconditional heteroskedasticity
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Einheitswurzeltest
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Inference on the boundary
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Korrelation
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Nuisance parameters
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Poisson autoregression
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Cavaliere, Giuseppe
Gao, Jiti
10
Nielsen, Morten Ørregaard
10
Phillips, Peter C. B.
10
Li, Jia
9
Linton, Oliver
9
Lütkepohl, Helmut
9
Taylor, Robert
9
Kapetanios, George
8
Zhu, Ke
8
Demetrescu, Matei
7
Koopman, Siem Jan
7
Omay, Tolga
7
Teräsvirta, Timo
7
Francq, Christian
6
Kim, Donggyu
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Marcellino, Massimiliano
6
Peng, Liang
6
Shang, Han Lin
6
Todorov, Viktor
6
Wang, Shouyang
6
Agiakloglou, Christos N.
5
Blasques, Francisco
5
Davis, Richard A.
5
Dong, Chaohua
5
Hill, Jonathan B.
5
Hong, Yongmiao
5
Hounyo, Ulrich
5
Inoue, Atsushi
5
Leybourne, Stephen James
5
MacKinnon, James G.
5
Poskitt, Donald Stephen
5
Sbrana, Giacomo
5
Su, Liangjun
5
Sucarrat, Genaro
5
Sun, Yixiao
5
Tauchen, George Eugene
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Econometric theory
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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:
4
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
5
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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