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subject:"Bootstrap-Verfahren"
~accessRights:"restricted"
~person:"Georgiev, Iliyan"
~person:"Khoon, Goh Soo"
~subject:"Capital income"
~subject:"Schätzung"
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Search: subject_exact:"Bootstrap-Statistik"
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Bootstrap-Verfahren
Capital income
Schätzung
Bootstrap approach
8
Cointegration
4
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4
Bootstrap ARDL
3
Estimation theory
3
Forecasting model
3
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(Un)conditional heteroskedasticity
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Georgiev, Iliyan
Khoon, Goh Soo
Minford, Patrick
13
Cavaliere, Giuseppe
11
Hounyo, Ulrich
11
Taylor, Robert
9
Webb, Matthew
9
MacKinnon, James G.
8
Chang, Tsangyao
7
Nielsen, Morten Ørregaard
7
Kilian, Lutz
6
Rahbek, Anders
6
Shaikh, Azeem M.
6
Wickens, Michael R.
6
Wolf, Michael
6
Gonçalves, Sílvia
5
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
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
3
Applied economics
1
Applied economics letters
1
Journal of Asian economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Margin: the journal of applied economic research
1
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ECONIS (ZBW)
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1
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 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:
3
Are Major US trading partners' exports and imports cointegrated? : evidence from bootstrap ARDL
Khoon, Goh Soo
;
Tang, Tuck Cheong
;
Sam, Chung Yan
- In:
Margin: the journal of applied economic research
14
(
2020
)
1
,
pp. 7-27
Persistent link: https://www.econbiz.de/10012168903
Saved in:
4
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:
5
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:
6
Bootstrapping the autoregressive distributed lag test for cointegration
McNown, Robert F.
;
Sam, Chung Yan
;
Khoon, Goh Soo
- In:
Applied economics
50
(
2018
)
13
,
pp. 1509-1521
Persistent link: https://www.econbiz.de/10011848808
Saved in:
7
Re-examining foreign direct investment, exports, and economic growth in asian economies using a bootstrap ARDL test for cointegration
Khoon, Goh Soo
;
Sam, Chung Yan
;
McNown, Robert F.
- In:
Journal of Asian economics
51
(
2017
),
pp. 12-22
Persistent link: https://www.econbiz.de/10011928143
Saved in:
8
Bootstrap ARDL on energy-growth relationship for 22 OECD countries
Khoon, Goh Soo
;
Joe Yee Yong
;
Cheng Chan Lau
;
Tang, …
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1464-1467
Persistent link: https://www.econbiz.de/10011853072
Saved in:
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