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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Lütkepohl, Helmut"
~person:"Sentana, Enrique"
~person:"Taylor, Robert"
~person:"Webb, Matthew"
~subject:"Method of moments"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Method of moments
Estimation theory
40
Schätztheorie
40
Time series analysis
15
Zeitreihenanalyse
15
Bootstrap-Verfahren
12
VAR model
11
VAR-Modell
11
Estimation
10
Heteroscedasticity
10
Heteroskedastizität
10
Schätzung
10
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8
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Regressionsanalyse
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Capital income
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5
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Volatilität
5
Cluster analysis
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Clusteranalyse
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Clustered data
4
Momentenmethode
4
Robust inference
4
Structural vector autoregression
4
Wild bootstrap
4
ARCH model
3
ARCH-Modell
3
CAPM
3
Cluster-robust variance estimator
3
Cointegration
3
Conditional heteroskedasticity
3
Endogeneity
3
Gaussian process
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16
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Lütkepohl, Helmut
Sentana, Enrique
Taylor, Robert
Webb, Matthew
Lee, Lung-fei
8
Jin, Fei
6
Nielsen, Morten Ørregaard
6
Hounyo, Ulrich
5
Hsiao, Cheng
5
MacKinnon, James G.
5
Su, Liangjun
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
Renault, Eric
4
Song, Xiaojun
4
Sun, Yiguo
4
Zhou, Qiankun
4
Andrews, Isaiah
3
Bera, Anil K.
3
Corradi, Valentina
3
Doğan, Osman
3
Han, Chirok
3
Hill, Jonathan B.
3
Honoré, Bo E.
3
Hu, Luojia
3
Hwang, Jungbin
3
Inoue, Atsushi
3
Kato, Kengo
3
Li, Kunpeng
3
Omay, Tolga
3
Santos, Andres
3
Sasaki, Yuya
3
Shi, Zhentao
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Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
The econometrics journal
2
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
International journal of forecasting
1
Journal of financial economics
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ECONIS (ZBW)
16
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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
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:
3
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:
4
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:
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
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:
7
Qualitative versus quantitative external information for proxy vector autoregressive analysis
Boer, Lukas
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668854
Saved in:
8
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:
9
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
10
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
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