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source:"econis"
~isPartOf:"Econometric reviews"
~subject:"Bootstrap approach"
~subject:"Stochastischer Prozess"
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Bootstrap approach
Stochastischer Prozess
Time series analysis
218
Zeitreihenanalyse
218
Theorie
131
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131
Estimation theory
87
Schätztheorie
87
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Taylor, Robert
3
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1
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1
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1
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1
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Econometric reviews
Journal of econometrics
98
Discussion paper / Tinbergen Institute
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Econometric theory
32
Economics letters
28
Working paper / Department of Econometrics and Business Statistics, Monash University
26
International journal of forecasting
22
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Quantitative finance
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Applied economics letters
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Cowles Foundation discussion paper
12
Econometrics : open access journal
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Journal of banking & finance
12
Journal of forecasting
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SFB 649 discussion paper
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Discussion papers of interdisciplinary research project 373
11
European journal of operational research : EJOR
11
Journal of applied econometrics
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Journal of empirical finance
11
Journal of time series econometrics
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Cowles Foundation Discussion Paper
10
Journal of economic dynamics & control
10
Journal of risk and financial management : JRFM
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Energy economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Applied economics
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Discussion papers / Department of Economics, University of Copenhagen
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Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
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3
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
4
Stationarity and ergodicity of vector STAR models
Kheifets, Igor L.
;
Saikkonen, Pentti J.
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 407-414
Persistent link: https://www.econbiz.de/10012181431
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5
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
6
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
7
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
8
Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
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9
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
10
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
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