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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Theory"
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Bootstrap approach
ARCH model
Estimation
Theory
Estimation theory
63
Schätztheorie
63
Theorie
27
Schätzung
15
USA
9
United States
9
VAR model
7
VAR-Modell
7
Dynamic equilibrium
5
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5
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5
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Financial economics
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Canova, Fabio
3
Kilian, Lutz
3
Marcellino, Massimiliano
3
Barnichon, Régis
2
De Loecker, Jan
2
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2
Inoue, Atsushi
2
Minford, Patrick
2
Adrian, Tobias
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Combes, Pierre-Philippe
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Henry, Jérôme
1
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1
Jordà, Òscar
1
Kim, Yun Jung
1
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Discussion paper / Centre for Economic Policy Research
Journal of econometrics
217
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Economic modelling
36
Discussion papers / CEPR
32
International journal of forecasting
28
The econometrics journal
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Computational economics
24
Finance research letters
24
Applied economics letters
23
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22
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21
Journal of financial econometrics
21
Working paper / National Bureau of Economic Research, Inc.
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Journal of economic dynamics & control
17
Insurance / Mathematics & economics
16
SpringerLink / Bücher
16
European journal of operational research : EJOR
15
Journal of banking & finance
15
Journal of empirical finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of risk
14
Journal of time series econometrics
14
Energy economics
13
Journal of applied econometrics
12
Journal of quantitative economics
12
Journal of forecasting
11
Quantitative finance
11
The review of economics and statistics
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Jahrbücher für Nationalökonomie und Statistik
10
Journal of mathematical finance
10
Theoretical economics letters
9
Regional science & urban economics
8
The European journal of finance
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ECONIS (ZBW)
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Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
2
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
-
2017
Persistent link: https://www.econbiz.de/10011654990
Saved in:
3
Comparing different data descritptors in indirect inference tests onDSGE models
Minford, Patrick
;
Wickens, Michael R.
;
Xu, Yongdeng
-
2017
Persistent link: https://www.econbiz.de/10011619171
Saved in:
4
Regression discontinuity design with continuous measurement error in the running variable
Davezies, Laurent
;
Le Barbanchon, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011619287
Saved in:
5
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
6
Gaussian mixture approximations of impulse responses and the non-linear effects of monetary shocks
Barnichon, Régis
;
Matthes, Christian
-
2016
Persistent link: https://www.econbiz.de/10011524293
Saved in:
7
From late to MTE : alternative methods for the evaluation of policy interventions
Cornelißen, Thomas
;
Dustmann, Christian
;
Raute, Anna
; …
-
2016
Persistent link: https://www.econbiz.de/10011524403
Saved in:
8
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011524468
Saved in:
9
Production function estimation with measurement error in inputs
Collard-Wexler, Allan
;
De Loecker, Jan
-
2016
Persistent link: https://www.econbiz.de/10011524509
Saved in:
10
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
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