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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Dufour, Jean-Marie"
~person:"Fung, Tsz Chai"
~person:"Kilian, Lutz"
~person:"Omay, Tolga"
~subject:"Panel study"
~subject:"Statistical distribution"
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Bootstrap approach
Panel study
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Estimation theory
35
Schätztheorie
35
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12
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9
Bootstrap
6
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Dufour, Jean-Marie
Fung, Tsz Chai
Kilian, Lutz
Omay, Tolga
Baltagi, Badi H.
20
Gao, Jiti
10
Lee, Lung-fei
10
Zhou, Qiankun
10
Hsiao, Cheng
9
Peng, Bin
9
Su, Liangjun
9
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8
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8
Yang, Zhenlin
7
Hoga, Yannick
6
Kao, Chihwa
6
Kumbhakar, Subal
6
Li, Kunpeng
6
Nielsen, Morten Ørregaard
6
Zhang, Yonghui
6
Ando, Tomohiro
5
Bera, Anil K.
5
Cai, Zongwu
5
Han, Chirok
5
Hounyo, Ulrich
5
Linton, Oliver
5
Liu, Long
5
MacKinnon, James G.
5
Okui, Ryo
5
Parmeter, Christopher F.
5
Robinson, Peter M.
5
Webb, Matthew
5
Wooldridge, Jeffrey M.
5
Wu, Ximing
5
Yu, Jihai
5
Ai, Chunrong
4
Arellano, Manuel
4
Bresson, Georges
4
Cavaliere, Giuseppe
4
Fang, Ying
4
Gørgens, Tue
4
Hayakawa, Kazuhiko
4
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4
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4
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ECONIS (ZBW)
13
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1
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
2
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
Saved in:
3
Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Fung, Tsz Chai
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 180-198
Persistent link: https://www.econbiz.de/10013471210
Saved in:
4
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
5
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
Saved in:
6
A class of mixture of experts models for general insurance : application to correlated claim frequencies
Fung, Tsz Chai
;
Badescu, Andrei L.
;
Lin, X. Sheldon
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 647-688
Persistent link: https://www.econbiz.de/10012116379
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7
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:
8
Confidence sets for inequality measures : Fieller-type methods
Dufour, Jean-Marie
;
Flachaire, Emmanuel
;
Khalaf, Lynda
; …
- In:
Productivity and Inequality
,
(pp. 143-155)
.
2018
Persistent link: https://www.econbiz.de/10013357122
Saved in:
9
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
Saved in:
10
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
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