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subject:"Probability theory"
type_genre:"Collection of articles of several authors"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Bootstrap approach"
~subject:"Makroökonometrie"
~subject:"Statistik"
~subject:"Wahrscheinlichkeitsrechnung"
~type_genre:"Abstract"
~type_genre:"Forschungsbericht"
~type_genre:"Non-commercial literature"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Estimation theory"
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Probability theory
Bootstrap approach
Makroökonometrie
Statistik
Wahrscheinlichkeitsrechnung
Estimation theory
26
Schätztheorie
26
Time series analysis
14
Zeitreihenanalyse
14
Cointegration
7
Kointegration
7
Bootstrap-Verfahren
6
ARCH model
4
ARCH-Modell
4
Statistical test
4
Statistischer Test
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Theorie
3
Theory
3
VAR model
3
VAR-Modell
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Autocorrelation
2
Autokorrelation
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Bootstrap
2
Modellierung
2
Private consumption
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Privater Konsum
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Rational expectations
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Rationale Erwartung
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Regression analysis
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Regressionsanalyse
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Robust statistics
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Robustes Verfahren
2
Scientific modelling
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1-step Huber-skip
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1965-2008
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Abstract
1
Adjustment coefficients
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Analysis of variance
1
Asymptotic Theory
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Asymptotic theory
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Collection of articles of several authors
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6
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Cavaliere, Giuseppe
4
Rahbek, Anders
4
Bohn Nielsen, Heino
2
Sørensen, Jesper R.-V.
2
Pedersen, Rasmus Søndergaard
1
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Discussion papers / Department of Economics, University of Copenhagen
CEMMAP working papers / Centre for Microdata Methods and Practice
36
Discussion paper / Tinbergen Institute
27
Cowles Foundation discussion paper
14
Discussion paper / Center for Economic Research, Tilburg University
13
Queen's Economics Department working paper
12
CREATES research paper
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Discussion papers of interdisciplinary research project 373
9
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series
8
Working paper
7
Working paper series / University of Zurich, Department of Economics
7
Discussion paper
6
KBI
6
CESifo working papers
5
Discussion paper / Centre for Economic Policy Research
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion paper series / IZA
5
Report / Econometric Institute, Erasmus University Rotterdam
5
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
5
SFB 649 discussion paper
5
Working papers / Rutgers University, Department of Economics
5
Working papers / TSE : WP
5
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
IEAS working paper
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
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4
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4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
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Dresdner Beiträge zu quantitativen Verfahren
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Econometrics papers
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TRACE discussion papers / Tinbergen Institute
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Working paper / University of Toronto, Department of Economics
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Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators
Sørensen, Jesper R.-V.
;
Četverikov, Denis N.
-
2021
Persistent link: https://www.econbiz.de/10012627495
Saved in:
3
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
4
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
5
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2019
Persistent link: https://www.econbiz.de/10011992503
Saved in:
6
Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011948862
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