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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Cavaliere, Giuseppe"
~person:"Yang, Zhenlin"
~subject:"Panel study"
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Bootstrap approach
Panel study
Estimation theory
14
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14
Bootstrap-Verfahren
8
Heteroscedasticity
6
Heteroskedastizität
6
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5
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Cavaliere, Giuseppe
Yang, Zhenlin
Baltagi, Badi H.
20
Lee, Lung-fei
10
Zhou, Qiankun
10
Gao, Jiti
9
Hsiao, Cheng
9
Su, Liangjun
9
Bai, Jushan
8
Peng, Bin
8
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8
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6
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6
Li, Kunpeng
6
Nielsen, Morten Ørregaard
6
Zhang, Yonghui
6
Ando, Tomohiro
5
Cai, Zongwu
5
Han, Chirok
5
Hounyo, Ulrich
5
Liu, Long
5
MacKinnon, James G.
5
Okui, Ryo
5
Robinson, Peter M.
5
Webb, Matthew
5
Yu, Jihai
5
Arellano, Manuel
4
Bresson, Georges
4
Fang, Ying
4
Gørgens, Tue
4
Hayakawa, Kazuhiko
4
Honoré, Bo E.
4
Juodis, Artūras
4
Karabiyik, Hande
4
Kato, Kengo
4
Kilian, Lutz
4
Pesaran, M. Hashem
4
Sarafidis, Vasilis
4
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4
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Journal of econometrics
4
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3
Econometric reviews
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
2
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
3
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
4
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
5
Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity
Li, Liyao
;
Yang, Zhenlin
- In:
Regional science & urban economics
81
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012427840
Saved in:
6
Asymptotics and bootstrap for random-effects panel data transformation models
Su, Liangjun
;
Yang, Zhenlin
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 602-625
Persistent link: https://www.econbiz.de/10012040397
Saved in:
7
Unified M-estimation of fixed-effects spatial dynamic models with short panels
Yang, Zhenlin
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 423-447
Persistent link: https://www.econbiz.de/10012110313
Saved in:
8
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models
Yang, Zhenlin
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10011949745
Saved in:
9
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
10
Bias correction and refined inferences for fixed effects spatial panel data models
Yang, Zhenlin
;
Yu, Jihai
;
Liu, Shew Fan
- In:
Regional science & urban economics
61
(
2016
),
pp. 52-72
Persistent link: https://www.econbiz.de/10011638864
Saved in:
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