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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Wolf, Michael"
~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Estimation theory
33
Schätztheorie
33
Correlation
8
Korrelation
8
rotation equivariance
8
Kleinste-Quadrate-Methode
7
Least squares method
7
Bootstrap approach
6
Bootstrap-Verfahren
6
HC standard errors
6
Large-dimensional asymptotics
5
Linear algebra
5
Lineare Algebra
5
Statistical test
5
Statistischer Test
5
large-dimensional asymptotics
5
random matrix theory
5
Bootstrap
4
Conditional heteroskedasticity
4
Monte-Carlo-Simulation
4
Time series analysis
4
Zeitreihenanalyse
4
weighted least squares
4
ARCH model
3
ARCH-Modell
3
Hilbert transform
3
Monte Carlo simulation
3
Portfolio selection
3
Portfolio-Management
3
factor models
3
Analysis of variance
2
Dynamic conditional correlations
2
HAC inference
2
Heteroscedasticity
2
Heteroskedastizität
2
Inverse shrinkage
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Markowitz portfolio selection
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Nichtlineare Regression
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Nonlinear regression
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Arbeitspapier
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English
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Wolf, Michael
Linton, Oliver
39
Gao, Jiti
37
Härdle, Wolfgang
33
Chen, Xiaohong
28
Newey, Whitney K.
23
Hoderlein, Stefan
21
Dette, Holger
20
Horowitz, Joel
19
Cai, Zongwu
18
Lewbel, Arthur
15
Mammen, Enno
14
Simar, Léopold
14
Van Keilegom, Ingrid
14
Chernozhukov, Victor
13
Feng, Yuanhua
13
Lee, Sokbae
13
Neumeyer, Natalie
13
Florens, Jean-Pierre
12
Hu, Yingyao
12
Breunig, Christoph
11
Ichimura, Hidehiko
11
Scaillet, Olivier
11
Fang, Ying
10
Phillips, Peter C. B.
10
Racine, Jeffrey
10
Berg, Gerard J. van den
9
Bouezmarni, Taoufik
9
Gooijer, Jan G. de
9
Hallin, Marc
9
Otsu, Taisuke
9
Reiß, Markus
9
Rothe, Christoph
9
Vella, Francis
9
Cattaneo, Matias D.
8
Escanciano, Juan Carlos
8
Kim, Woocheol
8
Klein, Roger W.
8
Kristensen, Dennis
8
Krivobokova, Tatyana
8
Lavergne, Pascal
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Working paper / Institute for Empirical Research in Economics, University of Zürich
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P.
;
Wolf, Michael
-
2006
Persistent link: https://www.econbiz.de/10003338175
Saved in:
2
Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P.
(
contributor
);
Wolf, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697178
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