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~person:"Andrews, Donald W. K."
~person:"Dufour, Jean-Marie"
~person:"Kim, Jae H."
~type_genre:"Graue Literatur"
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Bootstrap approach
16
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16
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9
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8
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6
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Andrews, Donald W. K.
Dufour, Jean-Marie
Kim, Jae H.
MacKinnon, James G.
33
Chernozhukov, Victor
24
Minford, Patrick
24
Kleijnen, Jack P. C.
21
Linton, Oliver
20
Cavaliere, Giuseppe
18
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18
Wolf, Michael
18
Gonçalves, Sílvia
17
Härdle, Wolfgang
16
Kilian, Lutz
15
Whang, Yoon-jae
15
Corradi, Valentina
14
Hounyo, Ulrich
14
Nielsen, Morten Ørregaard
14
Scaillet, Olivier
14
Smeekes, Stephan
14
Swanson, Norman R.
14
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13
Rahbek, Anders
13
Romano, Joseph P.
13
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13
Fernández-Val, Iván
12
Inoue, Atsushi
12
Lütkepohl, Helmut
12
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12
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11
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11
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11
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10
Doko Tchatoka, Firmin
10
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10
Kato, Kengo
9
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9
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9
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1
Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2020
Persistent link: https://www.econbiz.de/10012220505
Saved in:
2
Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Linda
-
2020
Persistent link: https://www.econbiz.de/10012319222
Saved in:
3
Small sample properties of alternative tests for martingale difference hypothesis
Amélie, Charles
;
Darné, Olivier
;
Kim, Jae H.
-
2010
Persistent link: https://www.econbiz.de/10009579698
Saved in:
4
Improved interval estimation of long run response from a dynamic linear model : a highest density region approach
Kim, Jae H.
;
Fraser, Iain M.
;
Hyndman, Rob J.
-
2010
Persistent link: https://www.econbiz.de/10009579699
Saved in:
5
Invalidity of the
bootstrap
and the m out of n
bootstrap
for interval endpoints defined by moment inequalities
Andrews, Donald W. K.
(
contributor
);
Han, Sukjin
(
contributor
)
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003767638
Saved in:
6
The limit of finite-sample size and a problem with subsampling
Andrews, Donald W. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003462548
Saved in:
7
Hybrid and size-corrected subsample methods
Andrews, Donald W. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003462549
Saved in:
8
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
Dufour, Jean-Marie
(
contributor
);
Tarek, Jouini
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002753139
Saved in:
9
Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002652691
Saved in:
10
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947817
Saved in:
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