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subject:"United Kingdom"
~person:"Härdle, Wolfgang"
~person:"Patterson, Kerry D."
~subject:"Bootstrap approach"
~subject:"Heteroscedasticity"
~subject:"Nationaleinkommen"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Bootstrap approach
Heteroscedasticity
Nationaleinkommen
Time series analysis
Estimation theory
27
Schätztheorie
27
Theorie
13
Theory
13
Regression analysis
6
Regressionsanalyse
6
Zeitreihenanalyse
6
Großbritannien
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Estimation
3
Option pricing theory
3
Optionspreistheorie
3
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3
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3
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3
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2
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2
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Measurement
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bootstrap
2
1960-1990
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Aufsatz in Zeitschrift
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28
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28
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25
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25
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12
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English
12
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Härdle, Wolfgang
Patterson, Kerry D.
Phillips, Peter C. B.
31
Taylor, Robert
20
Leybourne, Stephen James
19
Linton, Oliver
18
Lütkepohl, Helmut
18
Sun, Yixiao
16
Teräsvirta, Timo
16
Harvey, Andrew C.
15
Johansen, Søren
15
Hassler, Uwe
14
Perron, Pierre
14
Chambers, Marcus J.
13
Gao, Jiti
13
Nielsen, Morten Ørregaard
13
Xiao, Zhijie
13
Chen, Xiaohong
12
Robinson, Peter M.
12
Andrews, Donald W. K.
11
Baillie, Richard
11
Baltagi, Badi H.
11
Kapetanios, George
11
Swanson, Norman R.
11
Zhu, Ke
11
Cavaliere, Giuseppe
10
Harvey, David I.
10
Koop, Gary
10
Li, Jia
10
Li, Qi
10
Su, Liangjun
10
Tauchen, George Eugene
10
Demetrescu, Matei
9
Franses, Philip Hans
9
Hendry, David F.
9
Hong, Yongmiao
9
Inoue, Atsushi
9
Ling, Shiqing
9
Lucas, André
9
MacKinnon, James G.
9
McAleer, Michael
9
Peng, Liang
9
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Applied economics
1
Bulletin of economic research
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of computational economics and econometrics : IJCEE
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
1
The Manchester School of Economic and Social Studies
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The econometrics journal
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ECONIS (ZBW)
12
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1
Bootstrapping the log-periodogram estimator of the long-memory parameter : is it worth weighting?
Heravi, Saeed M.
;
Patterson, Kerry D.
- In:
International journal of computational economics and …
11
(
2021
)
3
,
pp. 201-221
Persistent link: https://www.econbiz.de/10012597684
Saved in:
2
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
3
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Saved in:
4
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 248-271
Persistent link: https://www.econbiz.de/10003875660
Saved in:
5
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Park, Byeong U.
;
Xue, Lan
;
Härdle, Wolfgang
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1212-1227
Persistent link: https://www.econbiz.de/10003375980
Saved in:
6
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
7
The data measurement process for UK GNP : stochastic trends, long memory, and unit roots
Patterson, Kerry D.
- In:
Journal of forecasting
21
(
2002
)
4
,
pp. 245-264
Persistent link: https://www.econbiz.de/10001700327
Saved in:
8
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
9
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
- In:
Applied economics
28
(
1996
)
10
,
pp. 1245-1255
Persistent link: https://www.econbiz.de/10001207650
Saved in:
10
Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D.
- In:
Bulletin of economic research
46
(
1994
)
4
,
pp. 275-288
Persistent link: https://www.econbiz.de/10001171094
Saved in:
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