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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~isPartOf:"Economic modelling"
~person:"Francq, Christian"
~person:"MacKinnon, James G."
~subject:"United States"
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Estimation theory
United States
Schätztheorie
9
Theorie
6
Theory
6
Bootstrap approach
3
Bootstrap-Verfahren
3
Cluster analysis
3
Clusteranalyse
3
Induktive Statistik
3
Regional cluster
3
Regionales Cluster
3
Statistical inference
3
cluster-robust variance estimator
3
wild cluster bootstrap
3
Time series analysis
2
Zeitreihenanalyse
2
clustered data
2
robust inference
2
CRVE
1
CRVE,grouped data
1
Clustered data
1
Cofractional process
1
Cointegration
1
Edgeworth expansion
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Einheitswurzeltest
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Estimation
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Kointegration
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Markov chain
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Markov-Kette
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Schätzung
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USA
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Unit root test
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cluster jackknife
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cointegration rank
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fractional cointegration
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fractional unit root
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grouped data
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inference
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model averaging
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Francq, Christian
MacKinnon, James G.
Nielsen, Morten Ørregaard
15
Gouriéroux, Christian
13
Robert, Christian P.
12
Teräsvirta, Timo
11
Johansen, Søren
10
Guégan, Dominique
8
Kristensen, Dennis
8
Kruse, Robinson
7
Podolskij, Mark
7
Zakoïan, Jean-Michel
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Monfort, Alain
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Hounyo, Ulrich
5
Philippe, Anne
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Berred, Alexandre M.
4
Comte, Fabienne
4
Guerre, Emmanuel
4
Hillebrand, Eric
4
Jasiak, Joann
4
Kumar, Dilip
4
Lunde, Asger
4
Proietti, Tommaso
4
Rahbek, Anders
4
Robin, Jean-Marc
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Billio, Monica
3
Broze, Laurence
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Darolles, Serge
3
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
CREATES research paper
Economic modelling
Queen's Economics Department working paper
15
Journal of econometrics
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Discussion paper
10
Econometric theory
6
Discussion paper / Institute for Economic Research, Queen's University
5
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The econometrics journal
3
CORE discussion paper : DP
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Journal of the American Statistical Association : JASA
2
Oxford bulletin of economics and statistics
2
Working paper series
2
Annals of economics and statistics
1
Discussion paper - Institute for Economic Research, Queen's University
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Queen's University, Institute for Economic Research
1
Econometrics : open access journal
1
Econométrie non linéaire asymptotique
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of financial time series
1
Información comercial española / Cuadernos económicos
1
International economic review
1
Journal of economic literature
1
L'hétérogénéité en économétrie : numéro spécial
1
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ECONIS (ZBW)
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Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
2
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
3
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
Saved in:
4
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
5
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
6
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
7
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
8
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
9
Estimating linear representations of nonlinear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000926258
Saved in:
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