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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"MacKinnon, James G."
~person:"Wied, Dominik"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Forecasting model
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Estimation theory
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10
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6
Cluster analysis
5
Clusteranalyse
5
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Cluster-robust variance estimator
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MacKinnon, James G.
Wied, Dominik
Kumar, Dilip
8
Peng, Liang
7
Hoga, Yannick
6
Marcellino, Massimiliano
6
Nielsen, Morten Ørregaard
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Taylor, Robert
6
Wu, Ximing
6
Zhang, Xinyu
6
Cai, Zongwu
5
Demetrescu, Matei
5
Hounyo, Ulrich
5
Inoue, Atsushi
5
Koop, Gary
5
Lee, Ji Hyung
5
Parmeter, Christopher F.
5
Rodrigues, Paulo M. M.
5
Taylor, James W.
5
Tu, Yundong
5
Webb, Matthew
5
Ardia, David
4
Cavaliere, Giuseppe
4
Fosten, Jack
4
Fung, Tsz Chai
4
Kapetanios, George
4
Kilian, Lutz
4
Kim, Donggyu
4
Koopman, Siem Jan
4
Linton, Oliver
4
Shi, Yanlin
4
Song, Xiaojun
4
Ullah, Aman
4
Wang, Shouyang
4
Wen, Kuangyu
4
Xiao, Zhijie
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Journal of econometrics
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
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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
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:
4
A specification test for dynamic conditional distribution models with function-valued parameters
Troster, Victor
;
Wied, Dominik
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10012483803
Saved in:
5
Estimating derivatives of function-valued parameters in a class of moment condition models
Rothe, Christoph
;
Wied, Dominik
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012482735
Saved in:
6
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
7
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
Saved in:
8
The wild bootstrap for few (treated) clusters
MacKinnon, James G.
;
Webb, Matthew
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 114-135
Persistent link: https://www.econbiz.de/10012166605
Saved in:
9
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
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