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
~institution:"Université de Montréal / Département de sciences économiques"
~type_genre:"Arbeitspapier"
~type_genre:"Government document"
~type_genre:"Thesis"
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
Block Bootstrap Consistency Un...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
4
Zeitreihenanalyse
4
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Volatility
2
Volatilität
2
1961-1992
1
1965-1996
1
1986-1996
1
Autocorrelation
1
Autokorrelation
1
CAPM
1
Causality analysis
1
Deutschland
1
Estimation
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
Geldpolitik
1
Germany
1
Heteroscedasticity
1
Heteroskedastizität
1
Japan
1
Kausalanalyse
1
Monetary policy
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Analyse
1
Multivariate analysis
1
National income
1
Nationaleinkommen
1
Prognoseverfahren
1
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
Government document
Thesis
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
4
French
1
Author
All
Dufour, Jean-Marie
3
Andersen, Torben
1
Beaulieu, Marie-Claude
1
Bollerslev, Tim
1
Gonçalves, Sílvia
1
Khalaf, Lynda
1
Kilian, Lutz
1
Meddahi, Nour
1
Neifar, Malika
1
Pelletier, Denis
1
Renault, Eric
1
more ...
less ...
Institution
All
Université de Montréal / Département de sciences économiques
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
88
Ekonomiska forskningsinstitutet <Stockholm>
59
National Bureau of Economic Research
30
European University Institute / Department of Economics
28
Econometrisch Instituut <Rotterdam>
17
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Centre for Analytical Finance <Århus>
11
Federal Reserve Bank of St. Louis
11
Rutgers University / Department of Economics
11
European University Institute / Department of Law
10
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
10
Center for Economic Research <Tilburg>
9
Umeå universitet
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Queen Mary College / Department of Economics
8
Europäische Kommission / Statistisches Amt
7
University of Exeter / Department of Economics
7
University of Strathclyde / Department of Economics
7
Institut für Weltwirtschaft
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Australien / Bureau of Statistics
5
Institut für Wirtschaftswissenschaften <Wien>
5
National Institute of Economic and Social Research
5
School of Finance and Business Economics <Perth, Western Australia>
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
University of Canterbury / Dept. of Economics and Finance
5
University of Southampton / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Bank of Canada
4
Centre for Growth and Business Cycle Research <Manchester>
4
Centre for Microdata Methods and Practice <London>
4
Loughborough University / Department of Economics
4
Nationalekonomiska Institutionen <Lund>
4
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
4
more ...
less ...
Published in...
All
Cahier / Départment de Sciences Économiques, Université de Montréal
5
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947817
Saved in:
3
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:
4
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:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
