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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Djogbenou, Antoine A."
~person:"Omay, Tolga"
~subject:"Direct effects"
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Bootstrap approach
Direct effects
Estimation theory
9
Schätztheorie
9
Einheitswurzeltest
6
Unit root test
6
Bootstrap-Verfahren
5
Time series analysis
5
Zeitreihenanalyse
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Bootstrap
4
Estimation
3
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Panel study
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Common correlated estimator
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Coronavirus
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Deterministic smooth transition
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Edgeworth expansion
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Estimation methods
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Factor analysis
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Djogbenou, Antoine A.
Omay, Tolga
Nielsen, Morten Ørregaard
6
Hounyo, Ulrich
5
MacKinnon, James G.
5
Webb, Matthew
5
Cavaliere, Giuseppe
4
Inoue, Atsushi
4
Kilian, Lutz
4
Song, Xiaojun
4
Taylor, Robert
4
Yang, Zhenlin
4
Corradi, Valentina
3
Honoré, Bo E.
3
Hu, Luojia
3
Kato, Kengo
3
Lütkepohl, Helmut
3
Santos, Andres
3
Chen, Qihui
2
Daraio, Cinzia
2
Demetrescu, Matei
2
Fang, Zheng
2
Fosten, Jack
2
Francq, Christian
2
Georgiev, Iliyan
2
Grose, Simone D.
2
Gutknecht, Daniel
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Hidalgo, Javier
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Hill, Jonathan B.
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Kim, Jae H.
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Lai, Tsung-Chih
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Computational economics
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ECONIS (ZBW)
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Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
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2
Model selection in factor-augmented regressions with estimated factors
Djogbenou, Antoine A.
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 470-503
Persistent link: https://www.econbiz.de/10012515615
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3
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10012304028
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4
Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga
;
Hasanov, Mübariz
;
Shin, Yongcheol
- In:
Computational economics
52
(
2018
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
Saved in:
5
An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Journal of international financial markets, …
35
(
2015
),
pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
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