Similar Search Results

Détection non paramétrique de sauts dans la volatilité des marchés financiers

Perron, Benoit - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 229-251

Persistent link: https://www.econbiz.de/10003086172

Semi-parametric weak instrument regressions with an application to the risk-return trade-off

Perron, Benoit - 1999

Persistent link: https://www.econbiz.de/10001614510

Semiparametric weak-instrument regressions with an application to rhe risk-return tradeoff

Perron, Benoit - In: The review of economics and statistics 85 (2003) 2, pp. 424-443

Persistent link: https://www.econbiz.de/10001762827

Jumps in the volatility of financial markets

Perron, Benoit - 1999

Persistent link: https://www.econbiz.de/10001504842

Détection non paramétrique de sauts dans la volatilité des marchés financiers

Perron, Benoit - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 229-251

Persistent link: https://www.econbiz.de/10009899150

Bootstrap inference under cross-sectional dependence

Conley, Timothy G.; Gonçalves, Sílvia; Kim, Min Seong; … - In: Quantitative Economics 14 (2023) 2, pp. 511-569

In this paper, we introduce a method of generating bootstrap samples with unknown patterns of cross-sectional/spatial dependence, which we call the spatial dependent wild bootstrap. This method is a spatial counterpart to the wild dependent bootstrap of Shao (2010) and generates data by...

Persistent link: https://www.econbiz.de/10014536878