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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Economic modelling"
~isPartOf:"Operations research letters"
~subject:"Autocorrelation"
~subject:"Statistical distribution"
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Bootstrap approach
Autocorrelation
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Estimation theory
104
Schätztheorie
104
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32
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32
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16
Mathematische Optimierung
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Al-Shehri, M. A.
1
Bertelli, Stefano
1
Blanchet, Jose
1
Figueiredo, Francisco Marcos Rodrigues
1
Gaglianone, Wagner Piazza
1
Guerini, Mattia
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Guillén, Osmani Teixeira de Carvalho
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1
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Economic modelling
Operations research letters
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133
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49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
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40
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29
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20
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18
European journal of operational research : EJOR
14
International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
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Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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Essays in honor of Joon Y. Park : econometric theory
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1
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:
2
Distributionally robust modeling of optimal control
Shapiro, Alexander
- In:
Operations research letters
50
(
2022
)
5
,
pp. 561-567
Persistent link: https://www.econbiz.de/10013449446
Saved in:
3
Preservation of transform orders under a semiparametric model and its mixture
Kayid, Mohamed
;
Al-Shehri, M. A.
- In:
Operations research letters
50
(
2022
)
2
,
pp. 160-167
Persistent link: https://www.econbiz.de/10013192662
Saved in:
4
Can you jump this high? : quantifying barriers to market participation
Guerini, Mattia
;
Musso, Patrick
;
Nesta, Lionel
- In:
Economic modelling
98
(
2021
),
pp. 192-217
Persistent link: https://www.econbiz.de/10012793892
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
Optimal uncertainty size in distributionally robust inverse covariance estimation
Blanchet, Jose
;
Si, Nian
- In:
Operations research letters
47
(
2019
)
6
,
pp. 618-621
Persistent link: https://www.econbiz.de/10012131899
Saved in:
7
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
8
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:
9
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Gaglianone, Wagner Piazza
;
Guillén, Osmani Teixeira de …
- In:
Economic modelling
73
(
2018
),
pp. 407-430
Persistent link: https://www.econbiz.de/10012100499
Saved in:
10
Precise formulae for Bravo coefficients
Nadarajah, Saralees
;
Pogány, Tibor K.
- In:
Operations research letters
46
(
2018
)
2
,
pp. 189-192
Persistent link: https://www.econbiz.de/10011824877
Saved in:
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