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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Bootstrap approach"
~subject:"United States"
~subject:"VAR model"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatilität
Bootstrap approach
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Estimation theory
26
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14
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1-step Huber-skip
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Rahbek, Anders
5
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4
Bohn Nielsen, Heino
3
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2
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2
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1
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1
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Discussion papers / Department of Economics, University of Copenhagen
Discussion paper / Tinbergen Institute
47
CEMMAP working papers / Centre for Microdata Methods and Practice
42
CREATES research paper
42
Working paper / National Bureau of Economic Research, Inc.
41
Working paper / Department of Econometrics and Business Statistics, Monash University
24
SFB 649 discussion paper
21
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21
Discussion paper / Centre for Economic Policy Research
20
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CESifo working papers
19
Cowles Foundation discussion paper
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Queen's Economics Department working paper
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Discussion papers of interdisciplinary research project 373
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Technical working paper / National Bureau of Economic Research
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NBER working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
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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
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003859942
Saved in:
9
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
(
contributor
);
Nielsen, Bent
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003631872
Saved in:
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