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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"The econometrics journal"
~subject:"Börsenkurs"
~subject:"Schätztheorie"
~subject:"Zustandsraummodell"
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
Saved in:
2
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
3
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
4
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
Andrews, Donald W. K.
;
Han, Sukjin
- In:
The econometrics journal
12
(
2009
),
pp. 172-199
Persistent link: https://www.econbiz.de/10003876455
Saved in:
5
Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011487564
Saved in:
6
Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
Saved in:
7
Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.
;
Rossi, Francesca
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
Saved in:
8
Breakdown point theory for implied probability bootstrap
Camponovo, Lorenzo
;
Otsu, Taisuke
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 32-55
Persistent link: https://www.econbiz.de/10009520549
Saved in:
9
Least squares estimation and tests of breaks in mean and variance under misspecification
Pitarakis, Jean-Yves
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 32-54
Persistent link: https://www.econbiz.de/10002121938
Saved in:
10
The tapered block bootstrap for general statistics from stationary sequences
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 131-148
Persistent link: https://www.econbiz.de/10001683696
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