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subject:"Bootstrap-Verfahren"
~accessRights:"restricted"
~person:"Georgiev, Iliyan"
~person:"Smeekes, Stephan"
~subject:"Capital income"
~subject:"Schätzung"
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Bootstrap-Verfahren
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8
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Estimation theory
4
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Autoregressive wild bootstrap
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Georgiev, Iliyan
Smeekes, Stephan
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
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6
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6
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6
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6
Wolf, Michael
6
Gonçalves, Sílvia
5
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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
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Omay, Tolga
4
Simar, Léopold
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Song, Xiaojun
4
Su, Chi-Wei
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Wang, Wenjie
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4
Yang, Zhenlin
4
Aguir, M. S.
3
Babai, M. Zied
3
Boswijk, Herman Peter
3
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Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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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
Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012438108
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
Robust block bootstrap panel predictability tests
Smeekes, Stephan
;
Westerlund, Joakim
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
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
Risk measure inference
Hurlin, Christophe
;
Laurent, Sébastien
;
Quaedvlieg, Rogier
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 499-512
Persistent link: https://www.econbiz.de/10011893687
Saved in:
8
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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