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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Lütkepohl, Helmut"
~person:"Nielsen, Morten Ørregaard"
~person:"Rodrigues, Paulo M. M."
~person:"Webb, Matthew"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Statistical distribution
Estimation theory
29
Schätztheorie
29
Time series analysis
15
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15
Bootstrap-Verfahren
12
Heteroscedasticity
10
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9
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6
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5
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Cluster-robust variance estimator
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Lütkepohl, Helmut
Nielsen, Morten Ørregaard
Rodrigues, Paulo M. M.
Webb, Matthew
Hoga, Yannick
6
Wu, Ximing
6
Hounyo, Ulrich
5
MacKinnon, James G.
5
Parmeter, Christopher F.
5
Cavaliere, Giuseppe
4
Kilian, Lutz
4
Peng, Liang
4
Song, Xiaojun
4
Taylor, Robert
4
Wen, Kuangyu
4
Yang, Zhenlin
4
Corradi, Valentina
3
Dufour, Jean-Marie
3
Fung, Tsz Chai
3
Goegebeur, Yuri
3
Guillou, Armelle
3
Henderson, Daniel J.
3
Hill, Jonathan B.
3
Honoré, Bo E.
3
Hu, Luojia
3
Inoue, Atsushi
3
Kato, Kengo
3
Linton, Oliver
3
Ma, Jun
3
Madan, Dilip B.
3
McDonald, James B.
3
Omay, Tolga
3
Paolella, Marc S.
3
Qin, Jing
3
Santos, Andres
3
Shaikh, Azeem M.
3
Vacca, Gianmarco
3
Wied, Dominik
3
Xiao, Zhijie
3
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6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The econometrics journal
2
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1
International journal of forecasting
1
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ECONIS (ZBW)
14
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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
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
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
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:
5
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:
6
Wild bootstrap and asymptotic inference with multiway clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10012499095
Saved in:
7
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
8
A simple, graphical approach to comparing multiple treatments : editor's choice
Thompson, Brennan S.
;
Webb, Matthew
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 188-205
Persistent link: https://www.econbiz.de/10012166727
Saved in:
9
A new regression-based tail index estimator
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
The review of economics and statistics
101
(
2019
)
4
,
pp. 667-680
Persistent link: https://www.econbiz.de/10012116628
Saved in:
10
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10012304028
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