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~isPartOf:"Computational economics"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Structural break"
~subject:"Zustandsraummodell"
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1
Bootstrap inference of level relationships in the presence of serially correlated errors : a large scale simulation study and an application in energy demand
Yalta, A. Talha
- In:
Computational economics
48
(
2016
)
2
,
pp. 339-366
Persistent link: https://www.econbiz.de/10011646786
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2
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
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3
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
4
A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators
Kneip, Alois
;
Simar, Léopold
;
Wilson, Paul W.
- In:
Computational economics
38
(
2011
)
4
,
pp. 483-515
Persistent link: https://www.econbiz.de/10009356871
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5
Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and Bootstrap methods and applications in analyzing stock data
Huang, Chao
;
Lin, Jin-guan
;
Ren, Yan-yan
- In:
Computational economics
39
(
2012
)
2
,
pp. 173-193
Persistent link: https://www.econbiz.de/10009513172
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6
The size and power of bootstrap tests for spatial dependence in a linear regression model
Lin, Kuan-pin
;
Long, Zhi-he
;
Ou, Bianling
- In:
Computational economics
38
(
2011
)
2
,
pp. 153-171
Persistent link: https://www.econbiz.de/10009236990
Saved in:
7
Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga
;
Hasanov, Mübariz
;
Shin, Yongcheol
- In:
Computational economics
52
(
2018
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
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8
The electricity consumption and economic growth nexus in China : a bootstrap seemingly unrelated regression estimator approach
Wang, Jianlin
;
Zhao, Jiajia
;
Li, Hongzhou
- In:
Computational economics
52
(
2018
)
4
,
pp. 1195-1211
Persistent link: https://www.econbiz.de/10012053341
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9
The relationship between economic growth and electricity consumption : bootstrap ARDL test with a Fourier function and machine learning approach
Wu, Cheng-Feng
;
Huang, Shian-Chang
;
Chiou, Chei-Chang
; …
- In:
Computational economics
60
(
2022
)
4
,
pp. 1197-1220
Persistent link: https://www.econbiz.de/10013445741
Saved in:
10
Maximum likelihood estimation of the Cox–Ingersoll–Ross model using particle filters
De Rossi, Giuliano
- In:
Computational economics
36
(
2010
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003992469
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