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person:"Dufour, Jean-Marie"
~subject:"Bootstrap approach"
~subject:"Heteroskedastizität"
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Bootstrap approach
Heteroskedastizität
Bootstrap-Verfahren
12
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical test
6
Statistischer Test
6
Regression analysis
4
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Bootstrap
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Dufour, Jean-Marie
MacKinnon, James G.
64
Cavaliere, Giuseppe
51
Gonçalves, Sílvia
42
Kleijnen, Jack P. C.
39
Davidson, Russell
37
Kilian, Lutz
37
Taylor, Robert
36
Corradi, Valentina
35
Minford, Patrick
34
Rahbek, Anders
33
Swanson, Norman R.
33
Hounyo, Ulrich
32
Wolf, Michael
30
Webb, Matthew
29
Andrews, Donald W. K.
27
Chernozhukov, Victor
27
Kim, Jae H.
26
Linton, Oliver
25
Chen, Xiaohong
24
Smeekes, Stephan
24
Nielsen, Morten Ørregaard
23
Simar, Léopold
23
Inoue, Atsushi
22
Horowitz, Joel
21
Romano, Joseph P.
21
Camponovo, Lorenzo
20
Hatemi-J, Abdulnasser
20
Härdle, Wolfgang
20
Lütkepohl, Helmut
20
White, Halbert
20
Whang, Yoon-jae
19
Phillips, Peter C. B.
18
Politis, Dimitris N.
18
Scaillet, Olivier
17
Kapetanios, George
16
Pouzo, Demian
16
Wickens, Michael R.
16
Zelenyuk, Valentin
16
Hidalgo, Javier
15
Meenagh, David
15
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3
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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ECONIS (ZBW)
12
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1
Permutation tests for comparing inequality measures
Dufour, Jean-Marie
;
Flachaire, Emmanuel
;
Khalaf, Lynda
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 457-470
Persistent link: https://www.econbiz.de/10012178188
Saved in:
2
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
3
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
Dufour, Jean-Marie
(
contributor
);
Tarek, Jouini
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002753139
Saved in:
4
Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002652691
Saved in:
5
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947817
Saved in:
6
Exact nonparametric two-sample homogeneity tests for possibly discrete distributions
Dufour, Jean-Marie
;
Farhat, Abdeljelil
-
2001
Persistent link: https://www.econbiz.de/10001649024
Saved in:
7
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
8
Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 398-410
Persistent link: https://www.econbiz.de/10003566050
Saved in:
9
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
Saved in:
10
Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 443-477
Persistent link: https://www.econbiz.de/10003359541
Saved in:
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