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subject:"Bootstrap approach"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Estimation theory
771
Schätztheorie
771
Nichtparametrisches Verfahren
182
Nonparametric statistics
182
Regression analysis
179
Regressionsanalyse
179
Time series analysis
163
Zeitreihenanalyse
163
Estimation
161
Schätzung
155
Panel
93
Panel study
93
Statistical test
90
Statistischer Test
90
Volatility
75
Volatilität
75
Forecasting model
60
Prognoseverfahren
60
Statistical distribution
60
Statistische Verteilung
60
Maximum likelihood estimation
59
Maximum-Likelihood-Schätzung
59
Induktive Statistik
58
Statistical inference
58
Bootstrap-Verfahren
57
Autocorrelation
51
Autokorrelation
51
Method of moments
51
Momentenmethode
50
Stochastic process
48
Stochastischer Prozess
48
Bayes-Statistik
43
Bayesian inference
43
Capital income
43
Instrumental variables
43
Kapitaleinkommen
43
Correlation
42
Korrelation
42
Causality analysis
41
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English
57
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Nielsen, Morten Ørregaard
4
Hounyo, Ulrich
3
Inoue, Atsushi
3
Kilian, Lutz
3
MacKinnon, James G.
3
Taylor, Robert
3
Cavaliere, Giuseppe
2
Georgiev, Iliyan
2
Kato, Kengo
2
Sasaki, Yuya
2
Tabri, Rami V.
2
Trenkler, Carsten
2
Webb, Matthew
2
Andrews, Donald W. K.
1
Arteaga-Molina, Luis A.
1
Bohn Nielsen, Heino
1
Boldea, Otilia
1
Breunig, Christoph
1
Brüggemann, Ralf
1
Chang, Jinyuan
1
Chen, Qihui
1
Chen, Rui
1
Chen, Ruxin
1
Cheng, Xu
1
Cornea-Madeira, Adriana
1
Corradi, Valentina
1
Davis, Richard A.
1
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1
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1
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1
Doko Tchatoka, Firmin
1
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1
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1
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1
Fang, Zheng
1
Fosten, Jack
1
Francq, Christian
1
Friedrich, Marina
1
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1
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1
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Insurance / Mathematics & economics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Econometric reviews
16
Economics letters
9
The econometrics journal
9
Econometric theory
5
European journal of operational research : EJOR
5
Computational economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Operations research
4
Discussion paper / Centre for Economic Policy Research
3
Economic modelling
3
Journal of time series econometrics
3
Regional science & urban economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
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2
Essays in honor of Joon Y. Park : econometric theory
2
Finance research letters
2
International journal of forecasting
2
International journal of quality & reliability management
2
Journal of applied econometrics
2
Journal of financial econometrics
2
Journal of quantitative economics
2
Journal of risk
2
NBER working paper series
2
Operational research : an international journal
2
Scandinavian actuarial journal
2
The review of economic studies : RES
2
AEA papers and proceedings
1
Annual review of economics
1
Asia-Pacific financial markets
1
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1
Computational Management Science : CMS
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
European management journal
1
Experimental economics : a journal of the Economic Science Association
1
Handbook of economic forecasting ; 1
1
Handbook of income distribution : volume 2
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1
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
Saved in:
2
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
3
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
4
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
5
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
6
A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide
;
Moor, Alban
;
Scaillet, Olivier
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
Saved in:
7
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
8
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
9
Smoothed quantile regression with large-scale inference
He, Xuming
;
Pan, Xiaoou
;
Tan, Kean Ming
;
Zhou, Wen-Xin
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 367-388
Persistent link: https://www.econbiz.de/10014339967
Saved in:
10
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
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