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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Fung, Tsz Chai"
~person:"Kilian, Lutz"
~person:"Omay, Tolga"
~subject:"Statistical distribution"
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Bootstrap approach
Statistical distribution
Estimation theory
24
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11
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8
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6
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Fung, Tsz Chai
Kilian, Lutz
Omay, Tolga
Hoga, Yannick
6
Nielsen, Morten Ørregaard
6
Hounyo, Ulrich
5
MacKinnon, James G.
5
Parmeter, Christopher F.
5
Webb, Matthew
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5
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4
Peng, Liang
4
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4
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4
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4
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4
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3
Dufour, Jean-Marie
3
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3
Guillou, Armelle
3
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3
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3
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3
Hu, Luojia
3
Inoue, Atsushi
3
Kato, Kengo
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Linton, Oliver
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3
Ma, Jun
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Madan, Dilip B.
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Shaikh, Azeem M.
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2
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Astin bulletin : the journal of the International Actuarial Association
1
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1
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
2
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
3
Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Fung, Tsz Chai
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 180-198
Persistent link: https://www.econbiz.de/10013471210
Saved in:
4
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
Saved in:
5
A class of mixture of experts models for general insurance : application to correlated claim frequencies
Fung, Tsz Chai
;
Badescu, Andrei L.
;
Lin, X. Sheldon
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 647-688
Persistent link: https://www.econbiz.de/10012116379
Saved in:
6
Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga
;
Hasanov, Mübariz
;
Shin, Yongcheol
- In:
Computational economics
52
(
2018
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
Saved in:
7
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
Saved in:
8
Joint confidence sets for structural impulse responses
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 421-432
Persistent link: https://www.econbiz.de/10011704726
Saved in:
9
An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Journal of international financial markets, …
35
(
2015
),
pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
Saved in:
10
Do local projections solve the bias problem in impulse response inference?
Kilian, Lutz
;
Kim, Yun Jung
-
2009
Persistent link: https://www.econbiz.de/10003835974
Saved in:
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