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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~person:"Kim, Jae H."
~person:"Nielsen, Morten Ørregaard"
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Search: subject_exact:"Bootstrap approach"
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Bootstrap approach
6
Bootstrap-Verfahren
6
Estimation theory
4
Schätztheorie
4
Cluster analysis
3
Clusteranalyse
3
Clustered data
3
Regional cluster
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Wild bootstrap
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Cluster-robust variance estimator
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Estimation
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Capital income
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Cluster-robust variance estimator (CRVE)
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Kim, Jae H.
Nielsen, Morten Ørregaard
Cavaliere, Giuseppe
6
Hounyo, Ulrich
5
Taylor, Robert
5
MacKinnon, James G.
4
Rahbek, Anders
4
Georgiev, Iliyan
3
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2
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2
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2
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2
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2
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2
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2
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International review of financial analysis
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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1
Economics letters
1
Finance research letters
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ECONIS (ZBW)
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1
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
2
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
Saved in:
3
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10012304028
Saved in:
4
International stock return predictability : evidence from new statistical tests
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International review of financial analysis
54
(
2017
),
pp. 97-113
Persistent link: https://www.econbiz.de/10011878164
Saved in:
5
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
6
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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