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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen - 2014 - Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
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Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen; Martin, Gael M.; Grose, Simone D. - 2014 - Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
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Half-life estimation based on the bias-corrected bootstrap : a highest density region approach
Kim, Jae H.; Silvapulle, Paramsothy; Hyndman, Rob J. - 2006
Persistent link: https://www.econbiz.de/10003361020
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Estimation and inference for three-dimensional panel data models
Feng, Guohua; Gao, Jiti; Liu, Fei; Peng, Bin - 2023
Persistent link: https://www.econbiz.de/10014452624
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Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Litvinova, Svetlana; Silvapulle, Mervyn J. - 2018
Persistent link: https://www.econbiz.de/10012583470
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Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana; Silvapulle, Mervyn J. - 2020
Persistent link: https://www.econbiz.de/10012607652
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Bagging weak predictors
Hillebrand, Eric; Lukas, Manuel; Wei, Wei - 2020
Persistent link: https://www.econbiz.de/10012607673
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Hypothesis testing based on a vector of statistics
King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - 2019
Persistent link: https://www.econbiz.de/10012606733
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Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha; Gao, Jiti; Silvapulle, Mervyn J.; … - 2020
Persistent link: https://www.econbiz.de/10012607687
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Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting; Gao, Jiti; Linton, Oliver - 2017
Persistent link: https://www.econbiz.de/10011782226