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subject:"Zeitreihenanalyse"
~person:"Lutz, Matthias G."
~person:"Nielsen, Morten Ørregaard"
~subject:"Bootstrap approach"
~subject:"Bootstrap"
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Zeitreihenanalyse
Bootstrap approach
Bootstrap
Commodity price
6
Rohstoffpreis
6
Estimation
4
Schätzung
4
Terms of Trade
4
Terms of trade
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Fractional integration
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Heteroscedasticity
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Heteroskedastizität
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Prebisch-Singer
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Rohstoffmarkt
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Spot and futures commodity prices
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Lutz, Matthias G.
Nielsen, Morten Ørregaard
De Pace, Pierangelo
6
Hernandez, Manuel A.
6
Pfaffenzeller, Stephan
4
Taylor, Robert
4
Aggarwal, Radhika
3
De Nicola, Francesca
3
Gaiha, Raghav
3
Kaicker, Nidhi
3
Labys, Walter C.
3
Lee, Junsoo
3
McDermott, C. John
3
Newbold, Paul
3
Winkelried, Diego
3
de Nicola, Francesca
3
Cartwright, Phillip A.
2
Cashin, Paul A.
2
Casoli, Chiara
2
Cavaliere, Giuseppe
2
Chen, Mei-hsiu
2
Cole, Arthur Harrison
2
Deaton, Angus
2
Diewald, Laszlo
2
Ellwanger, Reinhard
2
Ghoshray, Atanu
2
Gupta, Rangan
2
Holt, Matthew T.
2
Issler, João Victor
2
Laroque, Guy
2
List, John A.
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Lucchetti, Riccardo
2
Oglend, Atle
2
Persson, Anna
2
Población, Javier
2
Prokopczuk, Marcel
2
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2
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Journal of econometrics
1
Journal of international development : the journal of the Development Studies Association
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ECONIS (ZBW)
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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
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2
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
3
Commodity terms of trade and individual countries' net barter terms of trade : is there an empirical relationship?
Lutz, Matthias G.
- In:
Journal of international development : the journal of …
11
(
1999
)
6
,
pp. 859-870
Persistent link: https://www.econbiz.de/10001446519
Saved in:
4
Commodity terms of trade and individual countries' net barter terms of trade : is there an empirical relationship?
Lutz, Matthias G.
-
1997
Persistent link: https://www.econbiz.de/10013453174
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