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subject:"Prognoseverfahren"
subject:"Regression analysis"
~person:"Gredenhoff, Mikael P."
~person:"Stock, James H."
~subject:"Zeitreihenanalyse"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Prognoseverfahren
Regression analysis
Zeitreihenanalyse
Estimation theory
11
Schätztheorie
11
Theorie
8
Theory
8
Time series analysis
7
Simulation
2
USA
2
United States
2
1950-1985
1
1955-1994
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Arbeitslosigkeit
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Autocorrelation
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Autokorrelation
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Estimation
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IV-Schätzung
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Regressionsanalyse
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Gredenhoff, Mikael P.
Stock, James H.
Songsak Sriboonchitta
4
Ullah, Aman
4
Andersson, Michael K.
3
Chan, Joshua
3
Dufour, Jean-Marie
3
Gao, Jiti
3
Hellström, Jörgen
3
Lee, Cheng F.
3
Lee, Sangyeol
3
Li, Qi
3
Mills, Terence C.
3
Sun, Yiguo
3
Swanson, Norman R.
3
Watson, Mark W.
3
Woraphon Yamaka
3
Brännäs, Kurt
2
Cartwright, Phillip A.
2
Chan, Ngai Hang
2
Chaturvedi, Anoop
2
Claveria, Oscar
2
Dolado, Juan J.
2
Duong, Diep
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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
2
Granger, C. W. J.
2
Harvey, Andrew C.
2
He, Changli
2
Heiler, Siegfried
2
Hendry, David F.
2
Johansen, Søren
2
Kane-Janus, Couro
2
King, Maxwell L.
2
Kock, Anders Bredahl
2
Lee, Tae-hwy
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Bootstrap inference in time series econometrics
5
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
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ECONIS (ZBW)
8
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Cointegration, long-run comovements, and long-horizon forecasting
Stock, James H.
-
1997
Persistent link: https://www.econbiz.de/10001328736
Saved in:
8
Variable trends in economic time series
Stock, James H.
- In:
The journal of economic perspectives : EP ; a journal …
2
(
1988
)
3
,
pp. 147-174
Persistent link: https://www.econbiz.de/10001065157
Saved in:
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