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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
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Search: subject_exact:"Bootstrap approach"
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Prognoseverfahren
Time series analysis
Bootstrap approach
31
Bootstrap-Verfahren
31
Estimation theory
17
Schätztheorie
17
Zeitreihenanalyse
13
Cointegration
6
Induktive Statistik
6
Kointegration
6
Statistical inference
6
Theorie
6
Theory
6
Volatility
6
Volatilität
6
Statistical test
5
Statistischer Test
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
VAR model
4
VAR-Modell
4
Bootstrap
3
Cluster analysis
3
Clusteranalyse
3
Regional cluster
3
Regionales Cluster
3
cluster-robust variance estimator
3
wild cluster bootstrap
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Capital income
2
Estimation
2
Forecasting model
2
Heteroscedasticity
2
Heteroskedastizität
2
Kapitaleinkommen
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
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English
15
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Cavaliere, Giuseppe
10
Rahbek, Anders
8
Taylor, Robert
6
Hounyo, Ulrich
3
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Bennedsen, Mikkel
1
Bohn Nielsen, Heino
1
Boswijk, Herman Peter
1
Gonc̜alves, Sílva
1
Hansen, Peter Reinhard
1
Lahiri, Kajal
1
Meddahi, Nour
1
Nason, James Michael
1
Pakkanen, Mikko S.
1
Perera, Indeewara
1
Sørensen, Jesper R.-V.
1
Taylor, A. M. Robert
1
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CREATES research paper
Discussion papers / Department of Economics, University of Copenhagen
Journal of econometrics
43
International journal of forecasting
21
Econometric reviews
17
Journal of forecasting
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Economics letters
12
Discussion paper / Tinbergen Institute
9
Econometric theory
9
Working papers / Rutgers University, Department of Economics
9
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Journal of applied econometrics
7
Working paper series
7
Computational economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Discussion papers of interdisciplinary research project 373
5
Economic modelling
5
Working paper
5
Working paper series / University of Zurich, Department of Economics
5
Applied economics
4
Cowles Foundation Discussion Paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
4
Journal of empirical finance
4
Journal of time series econometrics
4
Research paper series / Swiss Finance Institute
4
SFB 649 discussion paper
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
4
The econometrics journal
4
Applied economics letters
3
Birkbeck working papers in economics and finance : BWPEF
3
CEA_372Cass working paper series
3
Cahier / Départment de Sciences Économiques, Université de Montréal
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
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ECONIS (ZBW)
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Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
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
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
4
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
5
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
6
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2019
Persistent link: https://www.econbiz.de/10011992503
Saved in:
7
The local fractional bootstrap
Bennedsen, Mikkel
;
Hounyo, Ulrich
;
Lunde, Asger
; …
-
2016
Persistent link: https://www.econbiz.de/10011474807
Saved in:
8
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
9
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2013
Persistent link: https://www.econbiz.de/10010206033
Saved in:
10
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
Gonc̜alves, Sílva
;
Hounyo, Ulrich
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009719165
Saved in:
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