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~isPartOf:"Biltoki : documentos de trabajo"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The econometrics journal"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
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Prognoseverfahren
Time series analysis
Bootstrap approach
48
Bootstrap-Verfahren
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21
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13
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10
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Arteche, Josu
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Biltoki : documentos de trabajo
Journal of banking & finance
The econometrics journal
Journal of econometrics
43
International journal of forecasting
22
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17
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17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Frequency domain local bootstrap in long memory time series
Arteche, Josu
-
2020
Persistent link: https://www.econbiz.de/10013445244
Saved in:
2
Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
Saved in:
3
Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till
;
Proaño Acosta, Christian
;
Wolters, Jürgen
- In:
Journal of banking & finance
106
(
2019
),
pp. 568-591
Persistent link: https://www.econbiz.de/10012224351
Saved in:
4
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
5
Out-of-sample equity premium predictability and sample split-invariant inference
Kolev, Gueorgui I.
;
Karapandža, Raša
- In:
Journal of banking & finance
84
(
2017
),
pp. 188-201
Persistent link: https://www.econbiz.de/10011816844
Saved in:
6
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
Saved in:
7
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
Arteche, Josu
;
Orbe, Jesus
-
2008
Persistent link: https://www.econbiz.de/10003848261
Saved in:
8
Bootstrapping autoregression under non-stationary volatility
Xu, Ke-li
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003648596
Saved in:
9
Residual-based block bootstrap unit root testing in the presence of trend breaks
Ioannidis, Evangelos E.
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 323-351
Persistent link: https://www.econbiz.de/10003209129
Saved in:
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