Narrow search
Showing 1 - 10 of 78
Cover Image
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - 2016
Persistent link: https://www.econbiz.de/10011624059
Cover Image
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - 2020
Persistent link: https://www.econbiz.de/10012317803
Cover Image
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2019
Persistent link: https://www.econbiz.de/10012063541
Cover Image
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - 2015
Persistent link: https://www.econbiz.de/10010529445
Cover Image
Bootstrapping Kernel-based semiparametric estimators
Cattaneo, Matias D.; Jansson, Michael - 2014
Persistent link: https://www.econbiz.de/10010394581
Cover Image
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich - 2014
Persistent link: https://www.econbiz.de/10010413824
Cover Image
Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2010
Persistent link: https://www.econbiz.de/10003968433
Cover Image
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2020
Persistent link: https://www.econbiz.de/10012317779
Cover Image
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich; Lahiri, Kajal - 2021
Persistent link: https://www.econbiz.de/10012815973
Cover Image
Bootstrap-based inference for cube root consistent estimators
Cattaneo, Matias D.; Jansson, Michael; Nagasawa, Kenichi - 2017
Persistent link: https://www.econbiz.de/10011648638