//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Andrews, Donald W. K."
~person:"Rahbek, Anders"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Bootstrap approach"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
19
Bootstrap-Verfahren
19
Theorie
12
Theory
12
Estimation theory
9
Schätztheorie
9
Time series analysis
6
Zeitreihenanalyse
6
Cointegration
5
Kointegration
5
Autocorrelation
4
Autokorrelation
4
Bootstrap
4
Co-integration
3
VAR model
3
VAR-Modell
3
Volatility
3
Volatilität
3
Stochastic process
2
Stochastischer Prozess
2
(un)Conditional heteroskedasticity
1
ARCH model
1
ARCH models
1
ARCH-Modell
1
Adjustment coefficients
1
Asymptotic size
1
Autoregressive conditional duration models
1
Autoregressive model
1
Bootstrap inference
1
Bubble dynamics
1
Bubbles
1
Conditional intensity
1
Confidence set
1
Estimation
1
Grid bootstrap
1
Hawkes process
1
Heavy tails
1
Heteroskedasticity
1
Heteroskedasticity-robust inference
1
Identification
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Aufsatz in Zeitschrift
19
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
19
Author
All
Andrews, Donald W. K.
Rahbek, Anders
MacKinnon, James G.
23
Davidson, Russell
22
Kim, Jae H.
21
Taylor, Robert
21
Cavaliere, Giuseppe
20
Hatemi-J, Abdulnasser
20
Gonçalves, Sílvia
19
Kilian, Lutz
15
Simar, Léopold
15
Hounyo, Ulrich
13
White, Halbert
13
Chang, Tsangyao
12
Barros, Carlos Pestana
11
Minford, Patrick
11
Corradi, Valentina
10
Hidalgo, Javier
10
Smeekes, Stephan
10
Wilson, Paul W.
10
Fachin, Stefano
9
Horowitz, Joel
9
Politis, Dimitris N.
9
Roca, Eduardo
9
Webb, Matthew
9
Godfrey, L. G.
8
Inoue, Atsushi
8
Nielsen, Morten Ørregaard
8
Swanson, Norman R.
8
Wanke, Peter
8
Balcombe, Kelvin G.
7
Di Iorio, Francesca
7
Shaikh, Azeem M.
7
Zelenyuk, Valentin
7
Dufour, Jean-Marie
6
Hansen, Bruce E.
6
Kleijnen, Jack P. C.
6
Lütkepohl, Helmut
6
Paparoditis, Efstathios
6
Peng, Liang
6
more ...
less ...
Published in...
All
Journal of econometrics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometric theory
3
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
2
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
3
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
4
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
5
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
6
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
Saved in:
7
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Saved in:
8
Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
9
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
10
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->