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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Essays in honor of Joon Y. Park : econometric theory"
~subject:"Least squares method"
~subject:"Nichtparametrisches Verfahren"
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Bootstrap approach
Least squares method
Nichtparametrisches Verfahren
Estimation theory
11
Schätztheorie
11
Time series analysis
9
Zeitreihenanalyse
9
Cointegration
6
Kointegration
5
Autocorrelation
3
Autokorrelation
3
Bootstrap-Verfahren
2
Einheitswurzeltest
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Forecasting model
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Nichtlineare Regression
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Nonlinear regression
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asymptotic power
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unit root
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Best linear prediction
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Estimation
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Infinite-order cointegrated vector autoregressive process
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Kleinste-Quadrate-Methode
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Least squares
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Non-linearity
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Nonlinear autoregressive processes
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Regression analysis
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Bouhaddioui, Chafik
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Dufour, Jean-Marie
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Gao, Jiti
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Hidalgo, Javier
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Kew, Hsein
1
Kim, Jiwoong
1
Kim, Kun Ho
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Koul, Hira L.
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Lee, Jungyoon
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Liang, Han-Ying
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Seo, Myung Hwan
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Shen, Yu
1
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Essays in honor of Joon Y. Park : econometric theory
Journal of econometrics
224
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
Econometric reviews
89
Economics letters
71
Econometric theory
52
The econometrics journal
34
European journal of operational research : EJOR
26
Computational economics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Economic modelling
12
Insurance / Mathematics & economics
12
Operations research
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of econometric methods
11
International journal of forecasting
10
Applied economics
8
Discussion papers / CEPR
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Journal of applied econometrics
8
Journal of productivity analysis
8
Energy economics
7
Journal of business research : JBR
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied economics letters
6
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of time series econometrics
6
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
6
Journal of forecasting
5
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
5
Regional science & urban economics
5
Scandinavian actuarial journal
5
Working paper series / University of Zurich, Department of Economics
5
Discussion paper / Centre for Economic Policy Research
4
Journal of banking & finance
4
Journal of empirical finance
4
Journal of financial econometrics
4
Journal of quantitative economics
4
Quantitative economics : QE ; journal of the Econometric Society
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Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
Saved in:
2
A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho
;
Koul, Hira L.
;
Kim, Jiwoong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 187-206)
.
2023
Persistent link: https://www.econbiz.de/10014313667
Saved in:
3
Minimax risk in estimating kink threshold and testing continuity
Hidalgo, Javier
;
Lee, Heejun
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 233-259)
.
2023
Persistent link: https://www.econbiz.de/10014313688
Saved in:
4
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
5
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
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