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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Francq, Christian"
~person:"Kumar, Dilip"
~person:"Sun, Yiguo"
~source:"econis"
~subject:"Panel study"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Panel study
Prognoseverfahren
Schätzung
Zeitreihenanalyse
Estimation theory
35
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35
ARCH model
17
ARCH-Modell
17
Estimation
16
Volatility
14
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14
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Bootstrap-Verfahren
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Francq, Christian
Kumar, Dilip
Sun, Yiguo
Baltagi, Badi H.
22
Gao, Jiti
21
Cai, Zongwu
14
Linton, Oliver
14
Marcellino, Massimiliano
13
Su, Liangjun
13
Lee, Lung-fei
12
Phillips, Peter C. B.
12
Hsiao, Cheng
11
Kapetanios, George
11
Kumbhakar, Subal
11
Westerlund, Joakim
11
Zhou, Qiankun
11
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10
Nielsen, Morten Ørregaard
10
Peng, Bin
10
Taylor, Robert
10
Bai, Jushan
9
Demetrescu, Matei
9
Li, Kunpeng
9
Todorov, Viktor
9
Tu, Yundong
9
Zhang, Xinyu
9
Koopman, Siem Jan
8
Li, Qi
8
Lütkepohl, Helmut
8
Peng, Liang
8
Sentana, Enrique
8
Teräsvirta, Timo
8
Wang, Shouyang
8
Zhu, Ke
8
Inoue, Atsushi
7
Li, Degui
7
Omay, Tolga
7
Robinson, Peter M.
7
Shang, Han Lin
7
Tauchen, George Eugene
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Journal of econometrics
7
Econometric reviews
3
Econometric theory
3
The journal of prediction markets
2
Theoretical economics letters
2
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1
Essays in honor of Subal Kumbhakar
1
IIMB management review
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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1
Semiparametric spatial autoregressive models with nonlinear endogeneity
Sun, Yiguo
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 434-451
Persistent link: https://www.econbiz.de/10014551539
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2
Smoothed gradient least squares estimator for linear threshold models
Sun, Yiguo
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 490-517
Persistent link: https://www.econbiz.de/10014551819
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3
Efficient estimation in varying coefficient panel data model with different smoothing variables and fixed effects
Yao, Feng
;
Lu, Qinling
;
Sun, Yiguo
;
Zhang, Junsen
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 133-184)
.
2024
Persistent link: https://www.econbiz.de/10014560309
Saved in:
4
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
Saved in:
5
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
6
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:
7
Endogeneity in semiparametric threshold regression
Kourtellos, Andros
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric theory
38
(
2022
)
3
,
pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
Saved in:
8
Income and democracy : a semiparametric approach
Zhao, Shunan
;
Sun, Yiguo
;
Kumbhakar, Subal
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1113-1140
Persistent link: https://www.econbiz.de/10013364946
Saved in:
9
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:
10
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
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