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type_genre:"Article in journal"
~isPartOf:"Computational economics"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Bootstrap-Verfahren"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
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Estimation theory
143
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ECONIS (ZBW)
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1
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
2
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
3
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
4
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
5
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
Saved in:
6
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
7
Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga
;
Hasanov, Mübariz
;
Shin, Yongcheol
- In:
Computational economics
52
(
2018
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
Saved in:
8
The electricity consumption and economic growth nexus in China : a bootstrap seemingly unrelated regression estimator approach
Wang, Jianlin
;
Zhao, Jiajia
;
Li, Hongzhou
- In:
Computational economics
52
(
2018
)
4
,
pp. 1195-1211
Persistent link: https://www.econbiz.de/10012053341
Saved in:
9
Bootstrap inference of level relationships in the presence of serially correlated errors : a large scale simulation study and an application in energy demand
Yalta, A. Talha
- In:
Computational economics
48
(
2016
)
2
,
pp. 339-366
Persistent link: https://www.econbiz.de/10011646786
Saved in:
10
Symbolic ARMA model analysis
Webb, Keith H.
;
Leemis, Lawrence M.
- In:
Computational economics
43
(
2014
)
3
,
pp. 313-330
Persistent link: https://www.econbiz.de/10010258811
Saved in:
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