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isPartOf:"Discussion paper"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~person:"Hounyo, Ulrich"
~person:"MacKinnon, James G."
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Estimation theory
9
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Cluster analysis
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Clusteranalyse
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wild cluster bootstrap
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Hounyo, Ulrich
MacKinnon, James G.
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Johansen, Søren
10
Schmid, Timo
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Kristensen, Dennis
8
Podolskij, Mark
7
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6
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Laisney, François
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Salvati, Nicola
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Varneskov, Rasmus Tangsgaard
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Andersen, Torben
4
Breunig, Christoph
4
Giles, David E. A.
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Hillebrand, Eric
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Lechner, Michael
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Lunde, Asger
4
Parra-Alvarez, Juan Carlos
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Posch, Olaf
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Rahbek, Anders
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Santucci de Magistris, Paolo
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Schmitt, Christian
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Silvennoinen, Annastiina
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Taylor, Robert
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Bennedsen, Mikkel
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Crump, Richard K.
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Groß, Marcus
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Kanaya, Shin
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Kock, Anders Bredahl
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Medeiros, Marcelo C.
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Discussion paper
CREATES research paper
Queen's Economics Department working paper
15
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Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
2
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
3
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
4
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
Saved in:
5
Testing for heteroscedasticity in jumpy and noisy high-frequency data : a resampling approach
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011541690
Saved in:
6
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529445
Saved in:
7
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
8
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
-
2014
Persistent link: https://www.econbiz.de/10010413824
Saved in:
9
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
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