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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Omay, Tolga"
~person:"Peng, Liang"
~person:"Wu, Ximing"
~subject:"Statistical distribution"
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Bootstrap approach
Statistical distribution
Estimation theory
26
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26
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11
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Einheitswurzeltest
9
Unit root test
9
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7
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7
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Omay, Tolga
Peng, Liang
Wu, Ximing
Hoga, Yannick
6
Nielsen, Morten Ørregaard
6
Hounyo, Ulrich
5
MacKinnon, James G.
5
Parmeter, Christopher F.
5
Webb, Matthew
5
Cavaliere, Giuseppe
4
Kilian, Lutz
4
Song, Xiaojun
4
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4
Wen, Kuangyu
4
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4
Corradi, Valentina
3
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3
Fung, Tsz Chai
3
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3
Guillou, Armelle
3
Henderson, Daniel J.
3
Hill, Jonathan B.
3
Honoré, Bo E.
3
Hu, Luojia
3
Inoue, Atsushi
3
Kato, Kengo
3
Linton, Oliver
3
Lütkepohl, Helmut
3
Ma, Jun
3
Madan, Dilip B.
3
McDonald, James B.
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Paolella, Marc S.
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Qin, Jing
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Rodrigues, Paulo M. M.
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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
A unified unit root test regardless of intercept
Yang, Bingduo
;
Liu, Xiaohui
;
Long, Wei
;
Peng, Liang
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
Saved in:
4
Transformation-kernel estimation of copula densities
Wen, Kuangyu
;
Wu, Ximing
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 148-164
Persistent link: https://www.econbiz.de/10012179535
Saved in:
5
Robust Kernels for Kernel density estimation
Wang, Shaoping
;
Li, Ang
;
Wen, Kuangyu
;
Wu, Ximing
- In:
Economics letters
191
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012508547
Saved in:
6
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
7
A guided nonparametric goodness-of-fit test with application to income distributions
Wen, Kuangyu
;
Wu, Ximing
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 207-222
Persistent link: https://www.econbiz.de/10012166735
Saved in:
8
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:
9
Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing
;
Liu, Qing
;
Hou, Yanxi
;
Peng, Liang
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
Saved in:
10
A sequential test for the specification of predictive densities
Lin, Juan
;
Wu, Ximing
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 190-220
Persistent link: https://www.econbiz.de/10011757383
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