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~accessRights:"restricted"
~isPartOf:"Journal of time series econometrics"
~subject:"Bootstrap approach"
~subject:"Forecasting model"
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Bootstrap approach
Forecasting model
Estimation theory
56
Schätztheorie
56
Time series analysis
37
Zeitreihenanalyse
37
ARCH model
9
ARCH-Modell
9
Einheitswurzeltest
9
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Unit root test
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cointegration
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Bias
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Bootstrap-Verfahren
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nichtparametrisches Verfahren
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Politis, Dimitris N.
2
Ardia, David
1
Bao, Yong
1
Bluteau, Keven
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Chen, Jie
1
Hoogerheide, Lennart
1
Ladde, Gangaram S.
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Ladde, Nathan G.
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Liu-Evans, Gareth D.
1
Otunuga, Olusegun M.
1
Paparoditis, Efstathios
1
Parker, Cameron
1
Phillips, Garry D. A.
1
Quineche, Ricardo
1
Wang, Liqiong
1
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Journal of time series econometrics
Journal of econometrics
97
International journal of forecasting
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Econometric reviews
22
Journal of forecasting
22
Economics letters
21
The econometrics journal
18
Insurance / Mathematics & economics
14
European journal of operational research : EJOR
12
Econometric theory
11
Finance research letters
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Computational economics
9
Journal of financial econometrics
9
Journal of quantitative economics
8
Economic modelling
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Quantitative finance
7
Scandinavian actuarial journal
7
Astin bulletin : the journal of the International Actuarial Association
6
International journal of production economics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of risk
5
Operations research
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Essays in honor of Joon Y. Park : econometric theory
4
Handbook of economic forecasting ; 1
4
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
4
Journal of banking & finance
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Omega : the international journal of management science
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Organizational research methods : ORM
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied economics letters
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Journal of applied econometrics
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Journal of business research : JBR
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1
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
2
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
3
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
4
Local lagged adapted generalized method of moments : an innovative estimation and forecasting approach and its applications
Otunuga, Olusegun M.
;
Ladde, Gangaram S.
;
Ladde, Nathan G.
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10012022811
Saved in:
5
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
6
Tapered block bootstrap for unit root testing
Parker, Cameron
;
Paparoditis, Efstathios
;
Politis, …
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 37-67
Persistent link: https://www.econbiz.de/10010510047
Saved in:
7
Estimation bias and feasible conditional forecasts from the first-order moving average model
Bao, Yong
;
Zhang, Ru
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 63-80
Persistent link: https://www.econbiz.de/10010225248
Saved in:
8
Bootstrap point optimal unit root tests
Wang, Liqiong
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010225261
Saved in:
9
Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Liu-Evans, Gareth D.
;
Phillips, Garry D. A.
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009713311
Saved in:
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