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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Fosten, Jack"
~person:"Francq, Christian"
~person:"Yang, Zhenlin"
~subject:"Börsenkurs"
~subject:"Räumliche Interaktion"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Börsenkurs
Räumliche Interaktion
Estimation theory
24
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9
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Fosten, Jack
Francq, Christian
Yang, Zhenlin
Lee, Lung-fei
15
Jin, Fei
8
Li, Jia
7
Nielsen, Morten Ørregaard
6
Todorov, Viktor
6
Baltagi, Badi H.
5
Hounyo, Ulrich
5
Kim, Donggyu
5
MacKinnon, James G.
5
Tauchen, George Eugene
5
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5
Webb, Matthew
5
Yu, Jihai
5
Bera, Anil K.
4
Cavaliere, Giuseppe
4
Doğan, Osman
4
Kilian, Lutz
4
Lesage, James P.
4
Rodrigues, Paulo M. M.
4
Song, Xiaojun
4
Taṣpınar, Süleyman
4
Wang, Hansheng
4
Wang, Yazhen
4
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Honoré, Bo E.
3
Hu, Luojia
3
Inoue, Atsushi
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Kato, Kengo
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Lee, Kyungsub
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Li, Yingying
3
Liu, Shew Fan
3
Luger, Richard
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Lütkepohl, Helmut
3
Maheswaran, S.
3
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Journal of econometrics
5
Regional science & urban economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
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2
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
3
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
4
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
5
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
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6
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
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7
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:
8
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:
9
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:
10
Bias correction and refined inferences for fixed effects spatial panel data models
Yang, Zhenlin
;
Yu, Jihai
;
Liu, Shew Fan
- In:
Regional science & urban economics
61
(
2016
),
pp. 52-72
Persistent link: https://www.econbiz.de/10011638864
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