//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Gredenhoff, Mikael P."
~person:"Hautsch, Nikolaus"
~person:"Proietti, Tommaso"
~type_genre:"Aufsatz im Buch"
~type_genre:"Multi-volume publication"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Block Bootstrap Consistency Un...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
13
Zeitreihenanalyse
13
Estimation theory
6
Schätztheorie
6
Theorie
6
Theory
6
Econometric model
3
Financial market
3
Finanzmarkt
3
Measurement
3
Messung
3
Ökonometrisches Modell
3
Beta risk
2
Betafaktor
2
Estimation
2
Handelsvolumen der Börse
2
Market microstructure
2
Marktmikrostruktur
2
Schätzung
2
Simulation
2
State space model
2
Trading volume
2
Volatility
2
Volatilität
2
Zustandsraummodell
2
Business cycle
1
Correlation
1
Decomposition method
1
Dekompositionsverfahren
1
Duration analysis
1
Dynamische Wirtschaftstheorie
1
EU countries
1
EU-Staaten
1
Economic dynamics
1
Economic forecast
1
Euro area
1
Eurozone
1
Forecasting model
1
Inflation
1
Kleinste-Quadrate-Methode
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Aufsatz im Buch
Multi-volume publication
Working Paper
47
Graue Literatur
44
Non-commercial literature
44
Arbeitspapier
43
Article in journal
28
Aufsatz in Zeitschrift
28
Book section
13
Hochschulschrift
2
Thesis
2
Aufsatzsammlung
1
Bibliografie
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Sammelwerk
1
Sammlung
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Gredenhoff, Mikael P.
Hautsch, Nikolaus
Proietti, Tommaso
Hendry, David F.
9
Barnett, William A.
7
Koopman, Siem Jan
7
Mills, Terence C.
7
Watson, Mark W.
7
Harvey, Andrew C.
6
Phillips, Peter C. B.
6
Stock, James H.
6
Ghysels, Eric
5
Granger, C. W. J.
5
Songsak Sriboonchitta
5
Teräsvirta, Timo
5
Anderson, Heather M.
4
Andersson, Michael K.
4
Beyer, Andreas H.
4
He, Changli
4
Johansen, Søren
4
Kruse, Robinson
4
Lütkepohl, Helmut
4
Orlando, Giuseppe
4
Andersson, Eva
3
Chen, Shu-Heng
3
Davidson, James E. H.
3
Engle, Robert F.
3
Feng, Yuanhua
3
Ferrara, Laurent
3
Gao, Jiti
3
Guégan, Dominique
3
Hassler, Uwe
3
Heiler, Siegfried
3
Hellström, Jörgen
3
Henry, Jérôme
3
Härdle, Wolfgang
3
Jawadi, Fredj
3
Kock, Anders Bredahl
3
Lunde, Asger
3
Maravall Herrero, Agustín
3
more ...
less ...
Published in...
All
Bootstrap inference in time series econometrics
5
Applied quantitative finance
2
Dynamic factor models
1
Handbook of financial time series
1
Handbook of research methods and applications in empirical macroeconomics
1
Measurement in economics : a handbook
1
Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
1
Optimisation, econometric and financial analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap testing and approximate finite sample distributions for tests of linear restrictions on cointegrating vectors
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 121-148)
.
1998
Persistent link: https://www.econbiz.de/10001304235
Saved in:
2
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 101-120)
.
1998
Persistent link: https://www.econbiz.de/10001304236
Saved in:
3
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 59-100)
.
1998
Persistent link: https://www.econbiz.de/10001304237
Saved in:
4
Robust testing for fractional integration using the bootstrap
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 39-58)
.
1998
Persistent link: https://www.econbiz.de/10001304238
Saved in:
5
Bootstrap testing for fractional integration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 25-38)
.
1998
Persistent link: https://www.econbiz.de/10001304239
Saved in:
6
On the selection of common factors for macroeconomic forecasting
Giovannelli, Alessandro
;
Proietti, Tommaso
- In:
Dynamic factor models
,
(pp. 595-630)
.
2016
Persistent link: https://www.econbiz.de/10011448731
Saved in:
7
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
8
Modelling financial high frequency data using point processes
Bauwens, Luc
;
Hautsch, Nikolaus
- In:
Handbook of financial time series
,
(pp. 953-979)
.
2009
Persistent link: https://www.econbiz.de/10003834275
Saved in:
9
Maximum likelihood estimation of time series models : the Kalman filter and beyond
Proietti, Tommaso
;
Luati, Alessandra
- In:
Handbook of research methods and applications in …
,
(pp. 334-362)
.
2013
Persistent link: https://www.econbiz.de/10010206765
Saved in:
10
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, Uta
- In:
Applied quantitative finance
,
(pp. 275-293)
.
2009
Persistent link: https://www.econbiz.de/10003746412
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->