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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"The econometrics journal"
~subject:"Bootstrap-Verfahren"
~subject:"Estimation"
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Bootstrap-Verfahren
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ECONIS (ZBW)
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1
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
2
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
3
Panel kink threshold regression model with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
;
Lee, Chingnun
;
Chen, I-Po
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 462-481
Persistent link: https://www.econbiz.de/10012620718
Saved in:
4
Classic Kriging versus Kriging with bootstrapping or bonditional simulation : classic Kriging's robust confidence intervals and optimization
Mehdad, Ehsan
;
Kleijnen, Jack P. C.
-
2014
-
Revised version of CentER DP 2013-038
Persistent link: https://www.econbiz.de/10011285515
Saved in:
5
Convex and monotonic bootstrapped kriging
Kleijnen, Jack P. C.
;
Mehdad, Ehsan
;
Beers, Wim C. M. van
-
2012
Persistent link: https://www.econbiz.de/10009611821
Saved in:
6
Estimation of state-space models with endogenous Markov regime-switching parameters
Kang, Kyu Ho
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 56-82
Persistent link: https://www.econbiz.de/10010498759
Saved in:
7
The correct kriging variance estimated by bootstrapping
Hertog, Dirk den
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002079728
Saved in:
8
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
9
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.
;
Orme, Chris D.
;
Silva, João Santos
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
Saved in:
10
On Monte Carlo estimation of relative power
Paruolo, Paolo
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 65-75
Persistent link: https://www.econbiz.de/10001683691
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