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person:"Dufour, Jean-Marie"
~person:"Phillips, Peter C. B."
~subject:"Heteroscedasticity"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Bootstrap method"
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Heteroscedasticity
Zeitreihenanalyse
Bootstrap approach
30
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18
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18
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9
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9
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Dufour, Jean-Marie
Phillips, Peter C. B.
Cavaliere, Giuseppe
32
Rahbek, Anders
23
Taylor, Robert
23
Gonçalves, Sílvia
17
Hounyo, Ulrich
16
Kilian, Lutz
14
Smeekes, Stephan
11
Davidson, Russell
9
Lütkepohl, Helmut
9
Wolf, Michael
8
Hidalgo, Javier
7
Boldea, Otilia
6
Härdle, Wolfgang
6
Kim, Jae H.
6
Meddahi, Nour
6
Nielsen, Morten Ørregaard
6
Paparoditis, Efstathios
6
Peel, David
6
Politis, Dimitris N.
6
Psaradakis, Zacharias G.
6
Swanson, Norman R.
6
Boswijk, Herman Peter
5
Corradi, Valentina
5
Flachaire, Emmanuel
5
Grose, Simone D.
5
Kapetanios, George
5
Kreiß, Jens-Peter
5
Poskitt, Donald Stephen
5
Taylor, A. M. Robert
5
Trapani, Lorenzo
5
Urbain, Jean-Pierre
5
Wunderli, Dan
5
Armstrong, Timothy
4
Berkowitz, Jeremy
4
Canepa, Alessandra
4
Friedrich, Marina
4
Gao, Jiti
4
Harding, Don
4
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4
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Cahier / Départment de Sciences Économiques, Université de Montréal
1
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ECONIS (ZBW)
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1
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
2
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
3
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
Dufour, Jean-Marie
(
contributor
);
Tarek, Jouini
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002753139
Saved in:
4
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
5
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
Saved in:
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