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~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Bootstrap approach"
~subject:"Estimation theory"
~subject:"IV-Schätzung"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
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National Bureau of Economic Research
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61
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56
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Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
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2
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
3
Short run and long run causality in time series : inference
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
Saved in:
4
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
Saved in:
5
Projection-based statistical inference in linear structural models with possibly weak instruments
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947827
Saved in:
6
Méthodes d'inférence exactes pour un modèle de régression avec erreur AR(2) gaussiennes
Dufour, Jean-Marie
(
contributor
);
Neifar, Malika
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947831
Saved in:
7
Identification, weak instruments and statistical inference in econometrics
Dufour, Jean-Marie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947950
Saved in:
8
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948210
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