//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric reviews"
~person:"Cavaliere, Giuseppe"
~person:"Taylor, Robert"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"bootstrapping"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
6
Bootstrap-Verfahren
6
Theorie
4
Theory
4
Einheitswurzeltest
3
Time series analysis
3
Unit root test
3
Zeitreihenanalyse
3
Cointegration
2
Kointegration
2
Volatility
2
Volatilität
2
(periodic) nonstationary volatility
1
Bootstrap
1
Co-integration
1
Conditional heteroscedasticity
1
Estimation theory
1
Heteroscedasticity
1
Heteroskedasticity
1
Heteroskedastizität
1
Information criteria
1
Lag model
1
Lag selection
1
Lag-Modell
1
Nonstationary volatility
1
Rank determination
1
Saisonale Schwankungen
1
Sampling
1
Schätztheorie
1
Seasonal variations
1
Stichprobenerhebung
1
Stochastic process
1
Stochastischer Prozess
1
Trace statistic
1
VAR model
1
VAR-Modell
1
Wild bootstrap
1
seasonal unit roots
1
unit root test
1
wild bootstrap
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Cavaliere, Giuseppe
Taylor, Robert
Davidson, Russell
5
Kilian, Lutz
3
MacKinnon, James G.
3
Smeekes, Stephan
3
Berkowitz, Jeremy
2
Camponovo, Lorenzo
2
Domínguez, Manuel A.
2
Hsu, Yu-Chin
2
Hušková, Marie
2
Linton, Oliver
2
Politis, Dimitris N.
2
Simar, Léopold
2
White, Halbert
2
Antoch, Jaromír
1
Bai, Jushan
1
Benkwitz, Alexander
1
Cavaliere, Guiseppe
1
Chang, Seong Yeon
1
Chang, Yoosoon
1
Chen, Haiqiang
1
Chen, Qiang
1
Chong, Terence Tai-Leung
1
Chu, Ba
1
Cribari-Neto, Francisco
1
Djogbenou, Antoine A.
1
Donald, Stephen G.
1
Dufour, Jean-Marie
1
Fachin, Stefano
1
Fan, Yanqin
1
Fiebig, Denzil G.
1
Flachaire, Emmanuel
1
Georgiev, Iliyan
1
Godfrey, L. G.
1
González-Rivera, Gloria
1
Gonçalves, Sílvia
1
Gospodinov, Nikolaj
1
Gozalo, Pedro L.
1
Grigoletto, Matteo
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
10
Discussion papers / Department of Economics, University of Copenhagen
9
CREATES research paper
4
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
CREATES Research Paper
2
Discussion paper / Tinbergen Institute
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Journal of applied econometrics
1
Journal of empirical finance
1
Oxford bulletin of economics and statistics
1
Quaderni di Dipartimento, Serie Ricerche, 2016, n. 3
1
Queen's Economics Department working paper
1
Tinbergen Institute
1
Tinbergen Institute Discussion Paper 2019-083/III
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
2
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
3
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
4
Wild bootstrap of the sample mean in the infite variance case
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 204-219
Persistent link: https://www.econbiz.de/10009717796
Saved in:
5
Bootstrap cointegration rank testing : the role of deterministic variables and initial values in the bootstrap recursion
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10009758616
Saved in:
6
Bootstrap M unit root tests
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 393-421
Persistent link: https://www.econbiz.de/10003873063
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->