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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:"Cavaliere, Giuseppe"
~person:"Inoue, Atsushi"
~subject:"Schätzung"
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Search: subject_exact:"Bootstrap-Statistik"
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Bootstrap-Verfahren
Schätzung
Bootstrap approach
11
Bootstrap
7
Estimation theory
6
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
Theorie
4
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Volatilität
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Wild bootstrap
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Conditional sum-of-squares
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Heteroscedasticity
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Heteroskedastizität
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Impulse response
2
Induktive Statistik
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Quasi-maximum likelihood estimation
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Statistical inference
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(un)Conditional heteroskedasticity
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ARMA-Modell
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Adaptive estimation
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English
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Cavaliere, Giuseppe
Inoue, Atsushi
Nielsen, Morten Ørregaard
7
Taylor, Robert
7
Hounyo, Ulrich
6
MacKinnon, James G.
5
Rahbek, Anders
5
Georgiev, Iliyan
4
Gonçalves, Sílvia
4
Webb, Matthew
4
Hidalgo, Javier
3
Kilian, Lutz
3
Smeekes, Stephan
3
Song, Xiaojun
3
Bohn Nielsen, Heino
2
Boswijk, Herman Peter
2
Davidson, Russell
2
Dovonon, Prosper
2
Fosten, Jack
2
Gutknecht, Daniel
2
Harvey, David I.
2
Jentsch, Carsten
2
Kato, Kengo
2
Khalaf, Lynda
2
Leybourne, Stephen James
2
Parker, Thomas
2
Perron, Benoit
2
Sasaki, Yuya
2
Schafgans, Marcia M. A.
2
Shaikh, Azeem M.
2
Taamouti, Abderrahim
2
Tabri, Rami V.
2
Trenkler, Carsten
2
Varneskov, Rasmus Tangsgaard
2
Wang, Wenjie
2
Zhu, Ke
2
Akram, Muhammad
1
Andrews, Donald W. K.
1
Antoine, Bertille
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
2
Econometric reviews
1
Econometric theory
1
Journal of applied econometrics
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ECONIS (ZBW)
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1
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
2
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
3
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
4
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
5
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
6
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
Saved in:
7
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
Saved in:
8
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
9
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Saved in:
10
Joint confidence sets for structural impulse responses
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 421-432
Persistent link: https://www.econbiz.de/10011704726
Saved in:
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