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subject:"Bootstrap-Verfahren"
~accessRights:"restricted"
~person:"Georgiev, Iliyan"
~person:"Gonçalves, Sílvia"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Schätzung"
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Search: subject_exact:"Bootstrap-Statistik"
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Bootstrap-Verfahren
Capital income
Forecasting model
Schätzung
Bootstrap approach
9
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6
Theory
6
Bootstrap
4
Prognoseverfahren
4
Estimation theory
3
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3
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3
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3
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3
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3
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3
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2
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2
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2
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Fixed regressor wild bootstrap
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2
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2
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2
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Georgiev, Iliyan
Gonçalves, Sílvia
Minford, Patrick
13
Cavaliere, Giuseppe
11
Hounyo, Ulrich
11
Taylor, Robert
9
Webb, Matthew
9
Chang, Tsangyao
8
MacKinnon, James G.
8
Nielsen, Morten Ørregaard
7
Kilian, Lutz
6
Rahbek, Anders
6
Shaikh, Azeem M.
6
Wickens, Michael R.
6
Wolf, Michael
6
Hidalgo, Javier
5
Inoue, Atsushi
5
Kim, Jae H.
5
Meenagh, David
5
Peng, Liang
5
Romano, Joseph P.
5
Santos, Andres
5
Choi, Kanghwa
4
Gupta, Rangan
4
Khoon, Goh Soo
4
Le, Vo Phuong Mai
4
Olasehinde-Williams, Godwin
4
Omay, Tolga
4
Simar, Léopold
4
Smeekes, Stephan
4
Song, Xiaojun
4
Su, Chi-Wei
4
Wang, Wenjie
4
Xu, Yongdeng
4
Yang, Zhenlin
4
Aguir, M. S.
3
Babai, M. Zied
3
Boswijk, Herman Peter
3
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3
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Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
1
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ECONIS (ZBW)
9
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Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
3
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:
4
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 476-495
Persistent link: https://www.econbiz.de/10012483168
Saved in:
5
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
6
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
7
Bootstrap prediction intervals for factor models
Gonçalves, Sílvia
;
Perron, Benoit
;
Djogbenou, Antoine
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 53-69
Persistent link: https://www.econbiz.de/10011704104
Saved in:
8
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric theory
33
(
2017
)
4
,
pp. 791-838
Persistent link: https://www.econbiz.de/10011810210
Saved in:
9
Bootstrapping the GMM overidentification test under first-order underidentification
Dovonon, Prosper
;
Gonçalves, Sílvia
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011917415
Saved in:
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