Narrow search
Showing 71 - 80 of 670,109
Cover Image
Is the relative risk aversion parameter constant over time? : A multi-country study
Das, Samarjit; Sarkar, Nityananda - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 605-617
Persistent link: https://www.econbiz.de/10003951628
Cover Image
Second order expansion of t-statistic in autoregressive models
Mikusheva, Anna (contributor) - 2007
Persistent link: https://www.econbiz.de/10003605137
Cover Image
Integrated risk management with a filtered bootstrap approach
Marsala, Claudio; Pallotta, Massimiliano; Zenti, Raffaele - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10003690362
Cover Image
Essays on time series and panel data econometrics
Song, Wonho - 2003
Persistent link: https://www.econbiz.de/10003624595
Cover Image
Fund-of-funds construction by statistical multiple testing methods
Wolf, Michael; Wunderli, Dan - 2009
Persistent link: https://www.econbiz.de/10003942225
Cover Image
Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
Harding, Don - 2010
Persistent link: https://www.econbiz.de/10009579700
Cover Image
Special issue of "Economic theory" on bootstrap and numerical methods in time series : guest editors' introduction
Taylor, Robert; Vogelsang, Timothy J. - In: Econometric theory 27 (2011) 5, pp. 929-932
Persistent link: https://www.econbiz.de/10009379769
Cover Image
Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2011
Persistent link: https://www.econbiz.de/10009381370
Cover Image
A test of the long memory hypothesis based on self-smimilarity
Davidson, James; Rambaccussing, Dooruj - 2015
Persistent link: https://www.econbiz.de/10010513443
Cover Image
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia; Kilian, Lutz - 2002
Conditional heteroskedasticity is an important feature of many macroeconomic and financial time series. Standard residual-based bootstrap procedures for dynamic regression models treat the regression error as i.i.d. These procedures are invalid in the presence of conditional heteroskedasticity....
Persistent link: https://www.econbiz.de/10011431797