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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Francq, Christian"
~person:"Nielsen, Morten Ørregaard"
~person:"Peng, Liang"
~person:"Taylor, Robert"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Schätzung
Zeitreihenanalyse
Estimation theory
42
Schätztheorie
42
Time series analysis
20
Bootstrap-Verfahren
12
ARCH model
11
ARCH-Modell
11
Estimation
8
Forecasting model
8
Induktive Statistik
8
Prognoseverfahren
8
Regression analysis
8
Regressionsanalyse
8
Statistical inference
8
Statistical test
7
Statistischer Test
7
Risikomaß
6
Risk measure
6
Volatility
6
Volatilität
6
Capital income
5
Einheitswurzeltest
5
Heteroscedasticity
5
Heteroskedastizität
5
Kapitaleinkommen
5
Predictive regression
5
Unit root test
5
Cluster analysis
4
Clusteranalyse
4
Clustered data
4
Regional cluster
4
Regionales Cluster
4
Wild cluster bootstrap
4
Börsenkurs
3
Cluster-robust variance estimator
3
Empirical likelihood
3
Endogeneity
3
Maximum likelihood estimation
3
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31
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English
31
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Francq, Christian
Nielsen, Morten Ørregaard
Peng, Liang
Taylor, Robert
Gao, Jiti
17
Linton, Oliver
14
Marcellino, Massimiliano
12
Phillips, Peter C. B.
12
Kapetanios, George
10
Li, Jia
10
Kumbhakar, Subal
9
Su, Liangjun
9
Cai, Zongwu
8
Lütkepohl, Helmut
8
Teräsvirta, Timo
8
Todorov, Viktor
8
Westerlund, Joakim
8
Zhu, Ke
8
Baltagi, Badi H.
7
Demetrescu, Matei
7
Koopman, Siem Jan
7
Kumar, Dilip
7
Li, Degui
7
Li, Qi
7
Omay, Tolga
7
Tauchen, George Eugene
7
Tu, Yundong
7
Wang, Shouyang
7
Cavaliere, Giuseppe
6
Hill, Jonathan B.
6
Hong, Yongmiao
6
Kim, Donggyu
6
Lee, Lung-fei
6
Li, Yingying
6
Lucas, André
6
Park, Joon Y.
6
Parmeter, Christopher F.
6
Sentana, Enrique
6
Shang, Han Lin
6
Sun, Yiguo
6
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Journal of econometrics
14
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Astin bulletin : the journal of the International Actuarial Association
1
Insurance / Mathematics & economics
1
Journal of empirical finance
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)
31
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1
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
7
A unified unit root test regardless of intercept
Yang, Bingduo
;
Liu, Xiaohui
;
Long, Wei
;
Peng, Liang
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
Saved in:
8
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
9
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:
10
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
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