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~subject:"Clusteranalyse"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Bootstrap approach"
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Clusteranalyse
Prognoseverfahren
Time series analysis
Bootstrap approach
20
Bootstrap-Verfahren
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Estimation theory
11
Schätztheorie
11
Induktive Statistik
6
Statistical inference
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cluster-robust variance estimator
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wild cluster bootstrap
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Capital income
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Heteroscedasticity
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Heteroskedastizität
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Kapitaleinkommen
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nonparametric statistics
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VAR-Modell
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clustered data
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robust inference
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Nielsen, Morten Ørregaard
5
Cavaliere, Giuseppe
4
Hounyo, Ulrich
3
MacKinnon, James G.
3
Taylor, Robert
3
Lunde, Asger
2
Rahbek, Anders
2
Bennedsen, Mikkel
1
Djogbenou, Antoine A.
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Gonc̜alves, Sílva
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Hansen, Peter Reinhard
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Lahiri, Kajal
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Meddahi, Nour
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Nason, James Michael
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CREATES research paper
Journal of econometrics
47
International journal of forecasting
21
Queen's Economics Department working paper
20
Econometric reviews
17
Journal of forecasting
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Economics letters
12
Discussion paper / Tinbergen Institute
9
Econometric theory
9
Journal of applied econometrics
9
Working papers / Rutgers University, Department of Economics
9
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Discussion papers / Department of Economics, University of Copenhagen
7
Working paper series
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Computational economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Discussion papers of interdisciplinary research project 373
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Economic modelling
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The econometrics journal
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Working paper
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Working paper series / University of Zurich, Department of Economics
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Applied economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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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
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
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Applied economics letters
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CEA_372Cass working paper series
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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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
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
5
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:
6
The local fractional bootstrap
Bennedsen, Mikkel
;
Hounyo, Ulrich
;
Lunde, Asger
; …
-
2016
Persistent link: https://www.econbiz.de/10011474807
Saved in:
7
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:
8
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:
9
Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614507
Saved in:
10
Bootstrap sequential determination of the co-integrated rank in VAR models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A. M. Robert
-
2010
Persistent link: https://www.econbiz.de/10003932092
Saved in:
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