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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Li, Jia"
~person:"Nielsen, Morten Ørregaard"
~subject:"Conditional sum-of-squares"
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Conditional sum-of-squares
Schätzung
Statistical test
Zeitreihenanalyse
Estimation theory
20
Schätztheorie
20
Time series analysis
15
Estimation
10
Volatility
9
Volatilität
9
Bootstrap-Verfahren
7
Börsenkurs
7
Share price
7
High-frequency data
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Stochastic process
5
Stochastischer Prozess
5
Capital income
4
Cluster analysis
4
Clusteranalyse
4
Clustered data
4
Induktive Statistik
4
Kapitaleinkommen
4
Regional cluster
4
Regionales Cluster
4
Statistical inference
4
Wild cluster bootstrap
4
Adaptive estimation
3
Cluster-robust variance estimator
3
Martingal
3
Martingale
3
Regression analysis
3
Regressionsanalyse
3
Robust inference
3
Specification test
3
Stochastic volatility
3
Wild bootstrap
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Beta
2
Beta risk
2
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Li, Jia
Nielsen, Morten Ørregaard
Gao, Jiti
18
Linton, Oliver
15
Phillips, Peter C. B.
13
Cai, Zongwu
12
Marcellino, Massimiliano
12
Bera, Anil K.
11
Su, Liangjun
11
Kapetanios, George
10
Baltagi, Badi H.
9
Francq, Christian
9
Kumbhakar, Subal
9
Sentana, Enrique
9
Taylor, Robert
9
Westerlund, Joakim
9
Zhu, Ke
9
Lee, Lung-fei
8
Lütkepohl, Helmut
8
Peng, Liang
8
Sun, Yixiao
8
Teräsvirta, Timo
8
Todorov, Viktor
8
Tu, Yundong
8
Demetrescu, Matei
7
Dufour, Jean-Marie
7
Koopman, Siem Jan
7
Kumar, Dilip
7
Li, Degui
7
Li, Qi
7
Omay, Tolga
7
Tauchen, George Eugene
7
Wang, Shouyang
7
Cavaliere, Giuseppe
6
Doğan, Osman
6
Escanciano, Juan Carlos
6
Hill, Jonathan B.
6
Hong, Yongmiao
6
Hsu, Yu-Chin
6
Inoue, Atsushi
6
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Journal of econometrics
10
Econometric theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of empirical finance
1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
6
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
7
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
8
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
9
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:
10
Uniform nonparametric inference for time series
Li, Jia
;
Liao, Zhipeng
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
Saved in:
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