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subject:"Bootstrap-Verfahren"
~accessRights:"restricted"
~person:"Hounyo, Ulrich"
~subject:"Capital income"
~subject:"Schätzung"
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Bootstrap-Verfahren
Capital income
Schätzung
Bootstrap approach
11
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6
Estimation theory
5
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5
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Hounyo, Ulrich
Minford, Patrick
13
Cavaliere, Giuseppe
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
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6
Wolf, Michael
6
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5
Hidalgo, Javier
5
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5
Kim, Jae H.
5
Meenagh, David
5
Peng, Liang
5
Romano, Joseph P.
5
Santos, Andres
5
Choi, Kanghwa
4
Georgiev, Iliyan
4
Gupta, Rangan
4
Khoon, Goh Soo
4
Le, Vo Phuong Mai
4
Olasehinde-Williams, Godwin
4
Omay, Tolga
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Simar, Léopold
4
Smeekes, Stephan
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Song, Xiaojun
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Su, Chi-Wei
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3
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3
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Journal of econometrics
5
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of money, credit and banking : JMCB
1
The econometrics journal
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ECONIS (ZBW)
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1
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
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
Are some forecasters really better than others? : a note
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 577-593
Persistent link: https://www.econbiz.de/10014306058
Saved in:
4
A wild bootstrap for dependent data
Hounyo, Ulrich
- In:
Econometric theory
39
(
2023
)
2
,
pp. 264-289
Persistent link: https://www.econbiz.de/10014306259
Saved in:
5
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
6
A local Gaussian bootstrap method for realized volatility and realized beta
Hounyo, Ulrich
- In:
Econometric theory
35
(
2019
)
2
,
pp. 360-416
Persistent link: https://www.econbiz.de/10012146140
Saved in:
7
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
8
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
Saved in:
9
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10011818366
Saved in:
10
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:
1
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