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subject:"Bootstrap-Verfahren"
~isPartOf:"Econometric theory"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Working paper"
~subject:"Kapitaleinkommen"
~subject:"Nonparametric statistics"
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Search: subject_exact:"Bootstrap-Statistik"
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Bootstrap-Verfahren
Kapitaleinkommen
Nonparametric statistics
Bootstrap approach
93
Theorie
38
Theory
38
Estimation theory
22
Schätztheorie
22
Time series analysis
18
Zeitreihenanalyse
18
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Kapetanios, George
9
Gonçalves, Sílvia
5
Hounyo, Ulrich
3
Moundigbaye, Mantobaye
3
Reed, W. Robert
3
Taylor, Robert
3
Andrews, Donald W. K.
2
Cattaneo, Matias D.
2
Cavaliere, Giuseppe
2
Davidson, Russell
2
Hatemi-J, Abdulnasser
2
Härdle, Wolfgang
2
Jansson, Michael
2
Messemer, Clarisse
2
Parks, Richard W.
2
Smeekes, Stephan
2
Sperlich, Stefan
2
Vogelsang, Timothy J.
2
White, Halbert
2
Abosedra, Salah S.
1
Ahmed, Mumtaz
1
Anderson, Richard G.
1
Angelini, Giovanni
1
Balcilar, Mehmet
1
Balcombe, Kelvin G.
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Beard, Thomas Randolph
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Berger, Tino
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Bibi, Salma
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Blake, Andrew P.
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Bouchrika, Ali
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Breunig, Christoph
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Buchinsky, Moshe
1
Bun, Maurice J. G.
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Cai, Lixin
1
Camba-Méndez, Gonzalo
1
Chudý, M.
1
Coenen, Günter
1
Cornea-Madeira, Adriana
1
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Econometric theory
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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179
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71
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62
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13
Econometrics : open access journal
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Journal of the American Statistical Association : JASA
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
93
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1
Bootstrapping out-of-sample predictability tests with real-time data
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Yao, Yongxu
-
2023
Persistent link: https://www.econbiz.de/10014456879
Saved in:
2
How reliable are bootstrap-based heteroskedasticity robust tests?
Pötscher, Benedikt M.
;
Preinerstorfer, David
- In:
Econometric theory
39
(
2023
)
4
,
pp. 789-847
Persistent link: https://www.econbiz.de/10014342265
Saved in:
3
Average density estimators : efficiency and bootstrap consistency
Cattaneo, Matias D.
;
Jansson, Michael
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1140-1174
Persistent link: https://www.econbiz.de/10013539309
Saved in:
4
Is time an illusion? : a bootstrap likelihood ratio approach to testing shock transmission delays in DSGE models
Angelini, Giovanni
;
Fanelli, Luca
;
Sorge, Marco M.
-
2022
Persistent link: https://www.econbiz.de/10013555793
Saved in:
5
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:
6
Is innovation in ICT valuable for the efficiency of Italian museums?
Guccio, Calogero
;
Martorana, Marco
;
Mazza, Isidoro
; …
-
2020
Persistent link: https://www.econbiz.de/10012317527
Saved in:
7
Bootstrap inference for multiple change-points in time series
Ng, Wai Leong
;
Pan, Shenyi
;
Yau, Chun Yip
- In:
Econometric theory
38
(
2022
)
4
,
pp. 752-792
Persistent link: https://www.econbiz.de/10013366926
Saved in:
8
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
9
Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
Saved in:
10
Testing a parametric transformation model versus a nonparametric alternative
Szydłowski, Arkadiusz
-
2017
Persistent link: https://www.econbiz.de/10011745142
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