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~isPartOf:"Journal of econometrics"
~subject:"Bootstrap-Verfahren"
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Bootstrap-Verfahren
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1
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
;
Jäschke, Stefan
;
Wied, Dominik
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
Saved in:
2
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
3
Bootstrap inference for instrumental variable models with many weak instruments
Wang, Wenjie
;
Melou, Maximilien Kaffo
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 231-268
Persistent link: https://www.econbiz.de/10011617149
Saved in:
4
Multivariate and multiple permutation tests
Chung, EunYi
;
Romano, Joseph P.
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 76-91
Persistent link: https://www.econbiz.de/10011704767
Saved in:
5
Goodness-of-fit test for specification of semiparametric copula dependence models
Zhang, Shulin
;
Okhrin, Ostap
;
Zhou, Qian M.
;
Song, …
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 215-233
Persistent link: https://www.econbiz.de/10011704802
Saved in:
6
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
Saved in:
7
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
8
Inference and testing breaks in large dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 259-274
Persistent link: https://www.econbiz.de/10011818291
Saved in:
9
Testing rationality without restricting heterogeneity
Kawaguchi, Kohei
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 153-171
Persistent link: https://www.econbiz.de/10011818350
Saved in:
10
Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios
;
Topaloglou, Nikolas
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
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