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A WARP-SPEED METHOD FOR CONDUC...
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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Giacomini, Raffaella
;
Politis, Dimitris N.
;
White, Halbert
- In:
Econometric theory
29
(
2013
)
3
,
pp. 567-589
Persistent link: https://www.econbiz.de/10009778510
Saved in:
2
Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices
Politis, Dimitris N.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 703-744
Persistent link: https://www.econbiz.de/10009311779
Saved in:
3
Fixed-b asymptotics for the studentized mean from time series with short, long, or negative memory
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Econometric theory
28
(
2012
)
2
,
pp. 471-481
Persistent link: https://www.econbiz.de/10009520933
Saved in:
4
Robust inference for the mean in the presence of serial correlation and heavy-tailed distributions
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Econometric theory
18
(
2002
)
5
,
pp. 1019-1039
Persistent link: https://www.econbiz.de/10001702322
Saved in:
5
A Markovian local resampling scheme for nonparametric estimators in time series analysis
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 540-566
Persistent link: https://www.econbiz.de/10001589016
Saved in:
6
ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
Mcelroy, Tucker
;
Politis, Dimitris N.
- In:
Econometric theory
18
(
2002
)
5
,
pp. 1019-1039
Persistent link: https://www.econbiz.de/10006972588
Saved in:
7
ARTICLES - A Markovian Local Resampling Scheme for Nonparametric Estimators in Time Series Analysis
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 540-566
Persistent link: https://www.econbiz.de/10006978679
Saved in:
8
FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Econometric theory
28
(
2011
)
2
,
pp. 471-482
Persistent link: https://www.econbiz.de/10009847396
Saved in:
9
HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
Politis, Dimitris N.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 703-745
Persistent link: https://www.econbiz.de/10009177573
Saved in:
10
Testing structural change in partially linear models
Su, Liangjun
;
White, Halbert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1761-1806
Persistent link: https://www.econbiz.de/10008738330
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