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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Li, Dong"
~subject:"ARCH-Modell"
~subject:"GARCH model"
~subject:"Momentenmethode"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
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Li, Dong
Gao, Jiti
11
Phillips, Peter C. B.
11
Francq, Christian
10
Lütkepohl, Helmut
10
Nielsen, Morten Ørregaard
10
Zhu, Ke
10
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9
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9
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8
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8
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7
Hsiao, Cheng
7
Jin, Fei
7
Koopman, Siem Jan
7
Marcellino, Massimiliano
7
Omay, Tolga
7
Teräsvirta, Timo
7
Wang, Shouyang
7
Ardia, David
6
Cavaliere, Giuseppe
6
Hill, Jonathan B.
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Kim, Donggyu
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Li, Yingying
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6
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Journal of econometrics
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ECONIS (ZBW)
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1
Testing error distribution by kernelized Stein discrepancy in multivariate time series models
Luo, Donghang
;
Zhu, Ke
;
Gong, Huan
;
Li, Dong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10013540650
Saved in:
2
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
3
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
4
Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
Saved in:
5
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong
;
Zhang, Xingfa
;
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
Saved in:
6
On a threshold double autoregressive model
Li, Dong
;
Ling, Shiqing
;
Zhang, Rongmao
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
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