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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of economics and finance"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Zeitreihenanalyse
Estimation theory
144
Schätztheorie
144
Estimation
52
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52
Theorie
27
Theory
27
Time series analysis
26
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14
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Raïssi, Hamdi
2
Alber, Nader
1
Amini, Shahram
1
Azimi, Mohammad Naim
1
Battisti, Michele
1
Benkwitz, Alexander
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Bertelli, Stefano
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Camacho, Maximo
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Duarte, Cláudia
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1
Gaglianone, Wagner Piazza
1
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1
Guillén, Osmani Teixeira de Carvalho
1
Hill, Jonathan B.
1
Hirukawa, Junichi
1
Jordà, Òscar
1
Karul, Cagin
1
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1
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1
Michaelides, Michael
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Minford, Patrick
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Motegi, Kaiji
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Discussion paper / Centre for Economic Policy Research
Economic modelling
International journal of economics and finance
Journal of econometrics
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometric reviews
66
Economics letters
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Econometric theory
39
International journal of forecasting
39
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37
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26
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24
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16
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14
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14
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13
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13
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12
Essays in honor of Joon Y. Park : econometric theory
10
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10
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9
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9
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9
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8
The North American journal of economics and finance : a journal of financial economics studies
8
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7
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7
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5
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Research in international business and finance
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Scandinavian actuarial journal
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ECONIS (ZBW)
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Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
2
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
3
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
4
Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo
;
Romeu, Andres
;
Ruiz Marín, Manuel
- In:
Economic modelling
94
(
2021
),
pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
Saved in:
5
Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi
;
Raïssi, Hamdi
- In:
Economic modelling
90
(
2020
),
pp. 182-189
Persistent link: https://www.econbiz.de/10012428132
Saved in:
6
Trends and cycles under changing economic conditions
Duarte, Cláudia
;
Maria, José R.
;
Sazedj, Sharmin
- In:
Economic modelling
92
(
2020
),
pp. 126-146
Persistent link: https://www.econbiz.de/10012429631
Saved in:
7
On modeling heterogeneity in linear models using trend polynomials
Michaelides, Michael
;
Spanos, Aris
- In:
Economic modelling
85
(
2020
),
pp. 74-86
Persistent link: https://www.econbiz.de/10012210611
Saved in:
8
A correcting note on forecasting conditional variance using ARIMA vs. GARCH model
Azimi, Mohammad Naim
;
Shahidzada, Seyed Farhad
- In:
International journal of economics and finance
11
(
2019
)
5
,
pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
Saved in:
9
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
10
An augmented autoregressive distributed lag bounds test for cointegration
Sam, Chung Yan
;
McNown, Robert F.
;
Khoon, Goh Soo
- In:
Economic modelling
80
(
2019
),
pp. 130-141
Persistent link: https://www.econbiz.de/10012200504
Saved in:
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