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~isPartOf:"International economic review"
~isPartOf:"Journal of forecasting"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Bootstrap approach"
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Bootstrap approach
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Bertail, Patrice
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International economic review
Journal of forecasting
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
179
Economics letters
71
CEMMAP working papers / Centre for Microdata Methods and Practice
62
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57
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36
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35
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31
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Econometrics : open access journal
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Insurance / Mathematics & economics
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Journal of the American Statistical Association : JASA
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Discussion papers / Department of Economics, University of Copenhagen
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper series / University of Zurich, Department of Economics
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1
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
2
On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1844-1864
Persistent link: https://www.econbiz.de/10014432792
Saved in:
3
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
4
Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes
Corradi, Valentina
;
Swanson, Norman R.
- In:
International economic review
48
(
2007
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10003446751
Saved in:
5
Estimating the out-of-sample predictive ability of trading rules : a robust bootstrap approach
Hambuckers, Julien
;
Heuchenne, Cédric
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10011580770
Saved in:
6
A time-simultaneous prediction box for a multivariate time series
Kolsrud, Dag
- In:
Journal of forecasting
34
(
2015
)
8
,
pp. 675-693
Persistent link: https://www.econbiz.de/10011397661
Saved in:
7
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
Saved in:
8
Multiple hypothesis testing of market risk forecasting models
Esposito, Francesco P.
;
Cummins, Mark
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 381-399
Persistent link: https://www.econbiz.de/10011580778
Saved in:
9
A asymptotic total variation test for copulas
Fermanian, Jean-David
;
Radulović, Dragan
;
Wegkamp, …
-
2013
Persistent link: https://www.econbiz.de/10010342718
Saved in:
10
Bootstrap pour un tirage à plusieurs degrés avec échantillonnage à forte entropie à chaque degré
Chauvet, Guillaume
-
2007
Persistent link: https://www.econbiz.de/10003656208
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