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~subject:"Kointegration"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Statistical inference"
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Kointegration
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Bootstrap approach
3,044
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Kleijnen, Jack P. C.
33
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25
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20
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18
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18
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14
Nielsen, Morten Ørregaard
14
Inoue, Atsushi
12
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11
Hsu, Yu-Chin
11
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10
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9
Kitagawa, Toru
9
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8
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8
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8
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8
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7
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7
Hubrich, Kirstin
7
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7
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7
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7
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7
Wan, Yuanyuan
7
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7
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6
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6
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6
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6
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6
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6
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5
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5
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Organizational research methods : ORM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
6
CentER Discussion Paper Series
5
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5
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Econometric theory
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Econometrics : open access journal
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ECONIS (ZBW)
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EconStor
1
USB Cologne (EcoSocSci)
1
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71
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
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72
Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille
;
Khalaf, Lynda
;
Kichian, Maral
;
Lin, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
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73
Investigating the impact of ICT-trade nexus on competitiveness in Eastern and Western European countries
Soylu, Özgür Bayram
;
Adeleye, Bosede Ngozi
;
Ergül, Murat
- In:
Journal of economic studies
50
(
2023
)
4
,
pp. 773-789
Persistent link: https://www.econbiz.de/10014252451
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74
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
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75
Minimax risk in estimating kink threshold and testing continuity
Hidalgo, Javier
;
Lee, Heejun
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 233-259)
.
2023
Persistent link: https://www.econbiz.de/10014313688
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76
The evaluation and comparison of three benchmark asset pricing models with daily data : supplementary evidence
Shi, Qi
;
Li, Bin
- In:
Asia-Pacific journal of accounting & economics : …
30
(
2023
)
2
,
pp. 514-530
Persistent link: https://www.econbiz.de/10014266894
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77
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
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78
The effect of airport efficiency on air traffic, using DEA and multilateral resistance terms gravity models
Jo, Ah-Hyun
;
Chang, Young-Tae
- In:
Journal of air transport management
108
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014310495
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79
The evolvement of momentum effects in China : evidence from functional data analysis
Li, Bo
;
Liu, Zhenya
;
Teka, Hanen
;
Wang, Shixuan
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279043
Saved in:
80
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
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