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Search: subject:"dependent wild bootstrap"
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Bootstrap
5
HAC covariance matrix estimator
5
dependent wild bootstrap
5
time series
5
wild bootstrap
5
Bootstrap approach
3
Bootstrap-Verfahren
3
Dependent Wild Bootstrap
2
Estimation theory
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Panel
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Panel study
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Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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Econometrics
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Edgeworth Expansion
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Fund Performance Evaluation
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Monticini, Andrea
5
Davidson, Russel
4
Gao, Jiti
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Peng, Bin
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Davidson, Russell
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Feng, Guohua
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Liu, Fei
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Yan, Yayi
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Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore
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DISCE - Working Papers del Dipartimento di Economia e Finanza
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Higher-order expansions and inference for panel data models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452601
Saved in:
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
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
Davidson, Russel
;
Monticini, Andrea
-
Dipartimenti e Istituti di Scienze Economiche, …
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10011157184
Saved in:
4
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
Davidson, Russel
;
Monticini, Andrea
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10011739586
Saved in:
5
Heteroskedasticity-and-autocorrelation-consistent bootstrapping
Davidson, Russell
;
Monticini, Andrea
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10011774249
Saved in:
6
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
Davidson, Russel
;
Monticini, Andrea
-
Dipartimenti e Istituti di Scienze Economiche, …
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10010819063
Saved in:
7
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
Davidson, Russel
;
Monticini, Andrea
-
Dipartimenti e Istituti di Scienze Economiche, …
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10011099562
Saved in:
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