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subject:"Bootstrap-Verfahren"
~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Andrews, Donald W. K."
~subject:"Schätzung"
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Bootstrap-Verfahren
Schätzung
Asymptotic size
1
Autocorrelation
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Autokorrelation
1
Autoregressive model
1
Bootstrap approach
1
Confidence set
1
Estimation theory
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Grid bootstrap
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Identification
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Inference
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Schätztheorie
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Statistical test
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Statistischer Test
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Andrews, Donald W. K.
Cavaliere, Giuseppe
8
Nielsen, Morten Ørregaard
7
Taylor, Robert
7
Hounyo, Ulrich
6
MacKinnon, James G.
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Rahbek, Anders
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Georgiev, Iliyan
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Gonçalves, Sílvia
4
Webb, Matthew
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Hidalgo, Javier
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Inoue, Atsushi
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Kilian, Lutz
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Smeekes, Stephan
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Song, Xiaojun
3
Bohn Nielsen, Heino
2
Boswijk, Herman Peter
2
Davidson, Russell
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Dovonon, Prosper
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Fosten, Jack
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Gutknecht, Daniel
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Harvey, David I.
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Jentsch, Carsten
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Kato, Kengo
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Khalaf, Lynda
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Leybourne, Stephen James
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Parker, Thomas
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Perron, Benoit
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Sasaki, Yuya
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Schafgans, Marcia M. A.
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Shaikh, Azeem M.
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Taamouti, Abderrahim
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Tabri, Rami V.
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Trenkler, Carsten
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Varneskov, Rasmus Tangsgaard
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Wang, Wenjie
2
Zhu, Ke
2
Akram, Muhammad
1
Antoine, Bertille
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
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Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
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