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subject:"Bootstrap-Verfahren"
~isPartOf:"Journal of forecasting"
~subject:"Nonparametric statistics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Bootstrap-Statistik"
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Bootstrap-Verfahren
Nonparametric statistics
Bootstrap approach
20
Forecasting model
16
Prognoseverfahren
16
Theorie
13
Theory
13
VAR model
5
VAR-Modell
5
Time series analysis
4
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bootstrap
4
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3
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parameter uncertainty
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Aufsatz in Zeitschrift
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20
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Kim, Jae H.
3
Abraham, Bovas
1
Amilon, Henrik
1
Balakrishna, N.
1
Barakchian, S. Mahdi
1
Basher, Syed Abul
1
Chen, Bei
1
Chicaroli, Rodrigo
1
Cummins, Mark
1
Doko Tchatoka, Firmin
1
Esposito, Francesco P.
1
Franco, Glaura C.
1
Fresoli, Diego
1
Garcia Pérez de Lema, Domingo
1
Gel, Yulia R.
1
Hambuckers, Julien
1
Haque, Qazi
1
Heuchenne, Cédric
1
Ji, Kaiying
1
Kilian, Lutz
1
Kolsrud, Dag
1
Kurek, Bartosz
1
Manzaneque, Monserrat
1
Pereira, Pedro L. Valls
1
Renart, Marcos Antón
1
Royen, Anne-Sophie van
1
Shang, Han Lin
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Song, Haiyang
1
Souza, Reinaldo Castro
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Staszewska-Bystrova, Anna
1
Tambakis, Demosthenes Nicholas
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Journal of forecasting
Journal of econometrics
179
Economics letters
69
Econometric reviews
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Econometric theory
41
Economic modelling
36
Applied economics
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
The econometrics journal
28
International journal of forecasting
26
Applied economics letters
24
European journal of operational research : EJOR
22
Journal of banking & finance
18
Journal of empirical finance
18
Journal of productivity analysis
18
Computational economics
16
Journal of applied econometrics
16
Econometrics : open access journal
13
Insurance / Mathematics & economics
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Journal of the American Statistical Association : JASA
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Finance research letters
10
International journal of production economics
9
Organizational research methods : ORM
9
Applied financial economics
8
Energy economics
8
Journal of air transport management
8
Quantitative economics : QE ; journal of the Econometric Society
8
Research in international business and finance
8
Statistics in transition : an international journal of the Polish Statistical Association
8
The review of economics and statistics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Cogent economics & finance
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of production research
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Managerial finance
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Operational research : an international journal
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Oxford bulletin of economics and statistics
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1
On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1844-1864
Persistent link: https://www.econbiz.de/10014432792
Saved in:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
4
The information content of equity block trades on the Warsaw Stock Exchange : conventional and bootstrap approaches
Kurek, Bartosz
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011417705
Saved in:
5
Estimating the out-of-sample predictive ability of trading rules : a robust bootstrap approach
Hambuckers, Julien
;
Heuchenne, Cédric
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10011580770
Saved in:
6
Multiple hypothesis testing of market risk forecasting models
Esposito, Francesco P.
;
Cummins, Mark
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 381-399
Persistent link: https://www.econbiz.de/10011580778
Saved in:
7
A time-simultaneous prediction box for a multivariate time series
Kolsrud, Dag
- In:
Journal of forecasting
34
(
2015
)
8
,
pp. 675-693
Persistent link: https://www.econbiz.de/10011397661
Saved in:
8
Bootstrap replacement to validate the influence of the economic cycle on the structure and the accuracy level of business failure prediction models
Manzaneque, Monserrat
;
Garcia Pérez de Lema, Domingo
; …
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 275-289
Persistent link: https://www.econbiz.de/10011305181
Saved in:
9
Predictability of equity models
Chicaroli, Rodrigo
;
Pereira, Pedro L. Valls
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 427-440
Persistent link: https://www.econbiz.de/10011342711
Saved in:
10
Forecasting the effects of a Canada-US currency union on output and prices : a counterfactual analysis
Barakchian, S. Mahdi
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 639-653
Persistent link: https://www.econbiz.de/10010202165
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