Subsampling for econometric models : comments on "bootstrapping time series models"
| Year of publication: |
1996
|
|---|---|
| Authors: | Politis, Dimitris N. |
| Other Persons: | Romano, Joseph P. (contributor) |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 15.1996, 2, p. 169-176
|
| Subject: | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Ökonometrisches Modell | Econometric model | Ökonometrie | Econometrics | Makroökonometrie | Macroeconometrics |
-
Econometric Model Selection: A New Approach
Grasa, Antonio Aznar, (1989)
-
Principles of Econometrics : Theory and Applications
Mignon, Valérie, (2024)
-
Econometric modeling of ultra-high frequency volatility-liquidity interactions
Fuest, Andreas, (2015)
- More ...
-
Subsampling for heteroskedastic time series
Politis, Dimitris N., (1997)
-
A heavy-tailed distribution for ARCH residuals with application to volatility prediction
Politis, Dimitris N., (2004)
-
Model-free versus model-based volatility prediction
Politis, Dimitris N., (2007)
- More ...