//--> //--> //--> //-->
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
~type_genre:"Article in journal"
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
Subsampling for heteroskedasti...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
27
Theory
27
Estimation theory
17
Schätztheorie
17
Bootstrap approach
15
Bootstrap-Verfahren
15
Time series analysis
15
Zeitreihenanalyse
15
Statistical test
13
Statistischer Test
13
ARCH model
12
ARCH-Modell
12
Portfolio selection
8
Portfolio-Management
8
Capital income
7
Correlation
7
Kapitaleinkommen
7
Korrelation
7
Einheitswurzeltest
5
Forecasting model
5
Prognoseverfahren
5
USA
5
Unit root test
5
United States
5
Aktienindex
4
Autocorrelation
4
Autokorrelation
4
Estimation
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Stock index
4
Bayes-Statistik
3
Bayesian inference
3
Markowitz portfolio selection
3
Sampling
3
Stichprobenerhebung
3
Volatility
3
Volatilität
3
dynamic conditional correlations
3
more ...
less ...
Online availability
All
Undetermined
18
Free
3
Type of publication
All
Article
59
Type of publication (narrower categories)
All
Article in journal
Working Paper
161
Graue Literatur
108
Non-commercial literature
108
Arbeitspapier
107
Aufsatz in Zeitschrift
59
Aufsatz im Buch
9
Book section
9
Bibliografie enthalten
3
Bibliography included
3
Book Part
3
Dissertation u.a. Prüfungsschriften
3
Hochschulschrift
3
Thesis
3
Collection of articles of several authors
2
Sammelwerk
2
Advisory report
1
Amtsdruckschrift
1
Aufgabensammlung
1
Aufsatzsammlung
1
Beispielsammlung
1
Conference paper
1
Fallsammlung
1
Government document
1
Gutachten
1
Katalog (z.B. Ausstellungskatalog)
1
Konferenzbeitrag
1
Mikroform
1
Research Report
1
Statistik
1
more ...
less ...
Language
All
English
56
German
2
French
1
Author
All
Wolf, Michael
26
Politis, Dimitris N.
25
Romano, Joseph P.
18
Ledoit, Olivier
9
Shaikh, Azeem M.
9
Paparoditis, Efstathios
7
McElroy, Tucker
4
Mogstad, Magne
4
White, Halbert
4
Wilhelm, Daniel
4
De Nard, Gianluca
3
Vrontos, I. D.
3
Chen, Jie
2
Dellaportas, P.
2
Engle, Robert F.
2
Gu, Jiaying
2
Koenker, Roger
2
Parker, Cameron
2
Beck, Elliot
1
Bertail, Patrice
1
Canay, Ivan A.
1
Chung, EunYi
1
Delgado, Miguel A.
1
Dellaportas, Petros
1
Giacomini, Raffaella
1
Gonzalo, Jesús
1
Haworth, Dwight
1
Hirano, Keisuke
1
Hopfmann, Arndt
1
Häfke, Christian
1
Kline, Patrick
1
Lockard, Brett C.
1
Patton, Andrew J.
1
Pietron, Leah
1
Ritzwoller, David M.
1
Rodríguez Poo, Juan Manuel
1
Santa-Clara, Pedro
1
Zhao, Zhao
1
more ...
less ...
Published in...
All
Journal of econometrics
8
Econometric theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
Journal of financial econometrics
3
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Journal of the American Statistical Association : JASA
2
Journal of time series econometrics
2
The econometrics journal
2
The review of economic studies : RES
2
AEA papers and proceedings
1
Angewandte Arbeitswissenschaft : Zeitschrift für die Unternehmenspraxis
1
Annals of economics and finance
1
Annual review of economics
1
BISS public : wissenschaftliche Mitteilungen aus dem Brandenburg-Berliner Institut für Sozialwissenschaftliche Studien ; Beiträge zur sozialwissenschaftlichen Diskussion
1
Econometrics : open access journal
1
Innovations : revue d'économie et de management de l'innovation
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Monthly labor review
1
Review of business information systems
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Subsampling for heteroskedastic time series
Politis, Dimitris N.
;
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of econometrics
81
(
1997
)
2
,
pp. 281-317
Persistent link: https://www.econbiz.de/10001229279
Saved in:
2
A practical two-step method for testing moment inequalities
Romano, Joseph P.
;
Shaikh, Azeem M.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
5
,
pp. 1979-2002
Persistent link: https://www.econbiz.de/10011556973
Saved in:
3
Resurrecting weighted least squares
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011818334
Saved in:
4
Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
5
,
pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
Saved in:
5
Exact and approximate stepdown methods for multiple hypothesis testing
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
469
,
pp. 94-108
Persistent link: https://www.econbiz.de/10002702912
Saved in:
6
Formalized data snooping based on generalized error rates
Romano, Joseph P.
;
Shaikh, Azeem M.
;
Wolf, Michael
- In:
Econometric theory
24
(
2008
)
2
,
pp. 404-447
Persistent link: https://www.econbiz.de/10003894203
Saved in:
7
Testing for monotonicity in expected asset returns
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of empirical finance
23
(
2013
),
pp. 93-116
Persistent link: https://www.econbiz.de/10010221769
Saved in:
8
Hypothesis testing in econometrics
Romano, Joseph P.
;
Shaikh, Azeem M.
;
Wolf, Michael
- In:
Annual review of economics
2
(
2010
),
pp. 75-104
Persistent link: https://www.econbiz.de/10008659710
Saved in:
9
Stepwise multiple testing as formalized data snooping
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1237-1282
Persistent link: https://www.econbiz.de/10003013674
Saved in:
10
Correction to "Automatic block-length selection for the dependent bootstrap" by D. Politis and H. White
Patton, Andrew J.
;
Politis, Dimitris N.
;
White, Halbert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 372-375
Persistent link: https://www.econbiz.de/10003864027
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->