//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Bootstrap approach"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Prognoseverfahren
Time series analysis
Bootstrap approach
20
Bootstrap-Verfahren
20
Estimation theory
11
Schätztheorie
11
Induktive Statistik
6
Statistical inference
6
Zeitreihenanalyse
6
Theorie
5
Theory
5
Cluster analysis
3
Clusteranalyse
3
Cointegration
3
Kointegration
3
Regional cluster
3
Regionales Cluster
3
Statistical test
3
Statistischer Test
3
Volatility
3
Volatilität
3
cluster-robust variance estimator
3
wild cluster bootstrap
3
Capital income
2
Forecasting model
2
Heteroscedasticity
2
Kapitaleinkommen
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
VAR model
2
VAR-Modell
2
clustered data
2
robust inference
2
ARCH model
1
ARCH-Modell
1
Außenwirtschaftstheorie
1
Beta risk
1
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
Cavaliere, Giuseppe
4
Hounyo, Ulrich
3
Taylor, Robert
3
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Bennedsen, Mikkel
1
Gonc̜alves, Sílva
1
Hansen, Peter Reinhard
1
Lahiri, Kajal
1
Meddahi, Nour
1
Nason, James Michael
1
Pakkanen, Mikko S.
1
Taylor, A. M. Robert
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
47
Econometric reviews
23
International journal of forecasting
21
Journal of forecasting
17
Economics letters
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Econometric theory
11
Discussion paper / Tinbergen Institute
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
Economic modelling
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of applied econometrics
7
Working paper series
7
Computational economics
6
Discussion papers of interdisciplinary research project 373
6
The econometrics journal
6
Working paper series / University of Zurich, Department of Economics
6
Discussion paper / Center for Economic Research, Tilburg University
5
Working paper
5
Applied economics
4
Applied economics letters
4
CEMMAP working papers / Centre for Microdata Methods and Practice
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
Finance research letters
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
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 / Centre for Economic Policy Research
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
2
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
3
The local fractional bootstrap
Bennedsen, Mikkel
;
Hounyo, Ulrich
;
Lunde, Asger
; …
-
2016
Persistent link: https://www.econbiz.de/10011474807
Saved in:
4
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:
5
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:
6
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:
7
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:
8
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->