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type:"article"
~isPartOf:"Journal of time series econometrics"
~subject:"Bootstrap approach"
~subject:"Forecasting model"
~subject:"Stochastic process"
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Bootstrap approach
Forecasting model
Stochastic process
Estimation theory
59
Schätztheorie
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Time series analysis
39
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
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Statistical test
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cointegration
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bootstrap
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Autokorrelation
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Nichtparametrisches Verfahren
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Politis, Dimitris N.
2
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1
Ardia, David
1
Asai, Manabu
1
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1
Bardet, Jean-Marc
1
Bluteau, Keven
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1
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Liu-Evans, Gareth D.
1
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1
Otunuga, Olusegun M.
1
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1
Parker, Cameron
1
Peiris, Shelton
1
Phillips, Garry D. A.
1
Quineche, Ricardo
1
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1
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Journal of time series econometrics
Journal of econometrics
189
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of forecasting
73
Economics letters
50
Econometric reviews
45
Econometric theory
35
The econometrics journal
32
European journal of operational research : EJOR
29
Economic modelling
27
Journal of the American Statistical Association : JASA
26
Computational economics
25
Insurance / Mathematics & economics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Journal of banking & finance
19
Journal of empirical finance
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Econometrics : open access journal
18
Journal of financial econometrics
16
Quantitative finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Operations research
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Finance research letters
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Risks : open access journal
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12
Journal of applied econometrics
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Journal of risk and financial management : JRFM
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Applied economics letters
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Mathematics of operations research
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Quantitative economics : QE ; journal of the Econometric Society
11
Journal of productivity analysis
10
Journal of quantitative economics
10
Astin bulletin : the journal of the International Actuarial Association
9
Journal of mathematical finance
9
Journal of risk
9
International Journal of Energy Economics and Policy : IJEEP
8
International journal of production research
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1
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
2
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:
3
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:
4
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
5
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:
6
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:
7
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:
8
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Bardet, Jean-Marc
;
Dola, Béchir
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011582764
Saved in:
9
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:
10
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:
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