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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Francq, Christian"
~person:"Inoue, Atsushi"
~person:"Mykland, Per A."
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~subject:"Capital income"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Capital income
Estimation
Estimation theory
49
Schätztheorie
49
Schätzung
16
Time series analysis
16
Volatility
16
Volatilität
16
Zeitreihenanalyse
16
ARCH model
11
ARCH-Modell
11
Kapitaleinkommen
11
VAR model
11
VAR-Modell
11
Bootstrap-Verfahren
9
Forecasting model
8
Prognoseverfahren
8
Regression analysis
8
Regressionsanalyse
8
Börsenkurs
7
Share price
7
Statistical test
6
Statistischer Test
6
Stochastic process
6
Stochastischer Prozess
6
Induktive Statistik
5
Market microstructure
5
Marktmikrostruktur
5
Statistical inference
5
Asynchronous times
4
Endogeneity
4
Heteroscedasticity
4
Heteroskedastizität
4
Leverage effect
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Microstructure
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
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28
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28
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28
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Francq, Christian
Inoue, Atsushi
Mykland, Per A.
Park, Joon Y.
Taylor, Robert
Gao, Jiti
10
Kumbhakar, Subal
10
Li, Jia
9
Linton, Oliver
9
Su, Liangjun
9
Marcellino, Massimiliano
8
Todorov, Viktor
8
Kumar, Dilip
7
Tauchen, George Eugene
7
Tsionas, Efthymios G.
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kapetanios, George
6
Kim, Donggyu
6
Lee, Lung-fei
6
Nielsen, Morten Ørregaard
6
Parmeter, Christopher F.
6
Rodrigues, Paulo M. M.
6
Sun, Yiguo
6
Wang, Taining
6
Westerlund, Joakim
6
Yang, Zhenlin
6
Cai, Zongwu
5
Cavaliere, Giuseppe
5
Hounyo, Ulrich
5
Luger, Richard
5
MacKinnon, James G.
5
Sentana, Enrique
5
Wang, Shouyang
5
Webb, Matthew
5
Winkelmann, Rainer
5
Yao, Feng
5
Zakoïan, Jean-Michel
5
Zhou, Qiankun
5
Andersen, Torben
4
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Journal of econometrics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Energy economics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
28
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
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
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:
5
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:
6
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
8
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
9
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
10
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
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