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~isPartOf:"Finance research letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~person:"Grose, Simone D."
~person:"Liu, Fei"
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Search: subject_exact:"Bootstrap approach"
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Bootstrap approach
7
Bootstrap-Verfahren
7
Time series analysis
6
Zeitreihenanalyse
6
Bias
5
Systematischer Fehler
5
Estimation theory
4
Schätztheorie
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Long memory
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Statistical distribution
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bootstrap-based biascorrection
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impulse response function
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sample autocorrelation function
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Grose, Simone D.
Liu, Fei
Poskitt, Donald Stephen
7
Gao, Jiti
6
Martin, Gael M.
5
Peng, Bin
5
Kim, Jae H.
3
King, Maxwell L.
3
Silvapulle, Mervyn J.
3
Zhang, Xibin
3
Akram, Muhammad
2
Brooks, Robert
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Feng, Guohua
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Hyndman, Rob J.
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Litvinova, Svetlana
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Yan, Yayi
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Finance research letters
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
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2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
3
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
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4
Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
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5
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2013
-
Rev. ed.
Persistent link: https://www.econbiz.de/10010213103
Saved in:
6
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2012
Persistent link: https://www.econbiz.de/10009565411
Saved in:
7
Bias reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2012
Persistent link: https://www.econbiz.de/10009565418
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