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subject:"Prognoseverfahren"
subject:"Regression analysis"
~person:"Gredenhoff, Mikael P."
~person:"King, Maxwell L."
~person:"Stock, James H."
~subject:"Zeitreihenanalyse"
~type_genre:"Book section"
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Prognoseverfahren
Regression analysis
Zeitreihenanalyse
Estimation theory
14
Schätztheorie
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11
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11
Time series analysis
8
Simulation
2
1955-1994
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Gredenhoff, Mikael P.
King, Maxwell L.
Stock, James H.
Songsak Sriboonchitta
4
Ullah, Aman
4
Andersson, Michael K.
3
Chan, Joshua
3
Dufour, Jean-Marie
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Gao, Jiti
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Hellström, Jörgen
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Lee, Cheng F.
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Lee, Sangyeol
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Li, Qi
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Sun, Yiguo
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Woraphon Yamaka
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Brännäs, Kurt
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Cartwright, Phillip A.
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Chan, Ngai Hang
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Chaturvedi, Anoop
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Claveria, Oscar
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Engle, Robert F.
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Feng, Yuanhua
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Franke, Jürgen
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Graf, Jürgen
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Harvey, Andrew C.
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He, Changli
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Kane-Janus, Couro
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Lee, Tae-hwy
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Mammen, Enno
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Bootstrap inference in time series econometrics
5
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Essays in honor of Peter C. B. Phillips
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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ECONIS (ZBW)
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1
Specification testing in parametric trending models with unknown errors
Gao, Jiti
;
King, Maxwell L.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 151-202)
.
2014
Persistent link: https://www.econbiz.de/10010442867
Saved in:
2
Testing for weak instruments in linear IV regression
Stock, James H.
;
Yogo, Motohiro
- In:
Identification and inference for econometric models : …
,
(pp. 80-120)
.
2005
Persistent link: https://www.econbiz.de/10003351925
Saved in:
3
Bootstrap testing and approximate finite sample distributions for tests of linear restrictions on cointegrating vectors
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 121-148)
.
1998
Persistent link: https://www.econbiz.de/10001304235
Saved in:
4
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 101-120)
.
1998
Persistent link: https://www.econbiz.de/10001304236
Saved in:
5
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 59-100)
.
1998
Persistent link: https://www.econbiz.de/10001304237
Saved in:
6
Robust testing for fractional integration using the bootstrap
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 39-58)
.
1998
Persistent link: https://www.econbiz.de/10001304238
Saved in:
7
Bootstrap testing for fractional integration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 25-38)
.
1998
Persistent link: https://www.econbiz.de/10001304239
Saved in:
8
Cointegration, long-run comovements, and long-horizon forecasting
Stock, James H.
-
1997
Persistent link: https://www.econbiz.de/10001328736
Saved in:
9
Marginal likelihood based tests of a subvector of the parameter vector of linear regression disturbances
Ara, Ismat
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 69-106)
.
1995
Persistent link: https://www.econbiz.de/10001294225
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