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type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Bootstrap-Verfahren"
~subject:"VAR-Modell"
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Bootstrap-Verfahren
VAR-Modell
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
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Statistical inference
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United States
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Forecasting model
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Prognoseverfahren
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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VAR model
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Autocorrelation
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Autokorrelation
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Modellierung
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Nielsen, Morten Ørregaard
5
Cattaneo, Matias D.
3
Hounyo, Ulrich
3
Jansson, Michael
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MacKinnon, James G.
3
Teräsvirta, Timo
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Cavaliere, Giuseppe
2
Taylor, Robert
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Varneskov, Rasmus Tangsgaard
2
Andersen, Torben
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Bohn Nielsen, Heino
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He, Changli
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Johansen, Søren
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Kang, Jian
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Kock, Anders Bredahl
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Kurita, Takamitsu
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Lahiri, Kajal
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Lanne, Markku
1
Meitz, Mika
1
Nagasawa, Kenichi
1
Rahbek, Anders
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Saikkonen, Pentti
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Discussion paper / Tinbergen Institute
17
Queen's Economics Department working paper
15
Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper
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SFB 649 discussion paper
10
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10
CAMA working paper series
9
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9
KBI
9
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8
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7
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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CFS working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
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Ensaios econômicos
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LEM working paper series
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1
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
2
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
3
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
4
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
5
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
6
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
Saved in:
7
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
8
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
9
Bootstrap-based inference for cube root consistent estimators
Cattaneo, Matias D.
;
Jansson, Michael
;
Nagasawa, Kenichi
-
2017
Persistent link: https://www.econbiz.de/10011648638
Saved in:
10
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
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