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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Hu, Luojia"
~person:"Hwang, Jungbin"
~person:"Sentana, Enrique"
~subject:"Gaussian process"
~subject:"Method of moments"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Gaussian process
Method of moments
Estimation theory
22
Schätztheorie
22
Momentenmethode
6
Statistical test
6
Statistischer Test
6
Estimation
5
Schätzung
5
Maximum likelihood estimation
4
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4
Volatility
4
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Hu, Luojia
Hwang, Jungbin
Sentana, Enrique
Lee, Lung-fei
8
Jin, Fei
7
Nielsen, Morten Ørregaard
6
Hounyo, Ulrich
5
Hsiao, Cheng
5
MacKinnon, James G.
5
Su, Liangjun
5
Sun, Yiguo
5
Webb, Matthew
5
Yang, Zhenlin
5
Yu, Jihai
5
Andrews, Donald W. K.
4
Antoine, Bertille
4
Cavaliere, Giuseppe
4
Dovonon, Prosper
4
Dufour, Jean-Marie
4
Hall, Alastair R.
4
Kilian, Lutz
4
Lütkepohl, Helmut
4
Renault, Eric
4
Song, Xiaojun
4
Taylor, Robert
4
Zhou, Qiankun
4
Andrews, Isaiah
3
Bera, Anil K.
3
Corradi, Valentina
3
Doğan, Osman
3
Fiorentini, Gabriele
3
Han, Chirok
3
Hill, Jonathan B.
3
Honoré, Bo E.
3
Inoue, Atsushi
3
Kato, Kengo
3
Li, Kunpeng
3
Omay, Tolga
3
Santos, Andres
3
Sasaki, Yuya
3
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Journal of econometrics
4
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of financial economics
1
The econometrics journal
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ECONIS (ZBW)
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1
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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2
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
4
A doubly corrected robust variance estimator for linear GMM
Hwang, Jungbin
;
Kang, Byunghoon
;
Lee, Seojeong
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 276-298
Persistent link: https://www.econbiz.de/10013441882
Saved in:
5
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
6
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 321-358
Persistent link: https://www.econbiz.de/10012304560
Saved in:
7
Easy bootstrap-like estimation of asymptotic variances
Honoré, Bo E.
;
Hu, Luojia
- In:
Economics letters
171
(
2018
),
pp. 46-50
Persistent link: https://www.econbiz.de/10012021820
Saved in:
8
Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators
Honoré, Bo E.
;
Hu, Luojia
- In:
The econometrics journal
21
(
2018
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012166592
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9
Should we go one step further? : an accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 381-405
Persistent link: https://www.econbiz.de/10012116364
Saved in:
10
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
Saved in:
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