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~isPartOf:"The econometrics journal"
~subject:"Autokorrelation"
~subject:"Schätzung"
~subject:"Statistical test"
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Search: subject_exact:"Bootstrap approach"
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Bootstrap approach
28
Bootstrap-Verfahren
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Estimation theory
15
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15
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8
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7
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7
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58
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1
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:
2
A simple, graphical approach to comparing multiple treatments : editor's choice
Thompson, Brennan S.
;
Webb, Matthew
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 188-205
Persistent link: https://www.econbiz.de/10012166727
Saved in:
3
Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011487564
Saved in:
4
On bootstrap validity for specification tests with weak instruments
Doko Tchatoka, Firmin
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 137-146
Persistent link: https://www.econbiz.de/10011345987
Saved in:
5
More reliable inference for the dissimilarity index of segregation
Allen, Rebecca
;
Burgess, Simon M.
;
Davidson, Russell
; …
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 40-66
Persistent link: https://www.econbiz.de/10011346001
Saved in:
6
Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.
;
Rossi, Francesca
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
Saved in:
7
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
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
Inflation, exchange rates and PPP in a multivariate panel cointegration model
Jacobson, Tor
;
Lyhagen, Johan
;
Larsson, Rolf
;
Nessén, …
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 58-79
Persistent link: https://www.econbiz.de/10003648613
Saved in:
10
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.
;
Orme, Chris D.
;
Silva, João Santos
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
Saved in:
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