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Search: subject_exact:"Bootstrap method"
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Bootstrap approach
197
Bootstrap-Verfahren
197
Estimation theory
75
Schätztheorie
75
Theorie
74
Theory
74
Bootstrap
46
Statistical test
45
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45
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36
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36
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33
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33
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Hidalgo, Javier
9
Cavaliere, Giuseppe
7
Gonçalves, Sílvia
7
Taylor, Robert
7
Davidson, Russell
6
Horowitz, Joel
6
MacKinnon, James G.
6
Corradi, Valentina
5
Hounyo, Ulrich
5
Nielsen, Morten Ørregaard
5
Inoue, Atsushi
4
Kilian, Lutz
4
Rahbek, Anders
4
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3
Delgado, Miguel A.
3
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3
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3
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3
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3
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3
White, Halbert
3
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2
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2
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2
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2
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2
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2
Li, Qi
2
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2
Melou, Maximilien Kaffo
2
Neumann, Michael H.
2
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2
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Journal of banking & finance
Journal of econometrics
Economics letters
72
CEMMAP working papers / Centre for Microdata Methods and Practice
62
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57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
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Queen's Economics Department working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
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International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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13
Econometrics : open access journal
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Journal of the American Statistical Association : JASA
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11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Working paper series / University of Zurich, Department of Economics
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1
Uniform inference for value functions
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1680-1699
Persistent link: https://www.econbiz.de/10014471422
Saved in:
2
Wild bootstrap inference for penalized quantile regression for longitudinal data
Lamarche, Carlos
;
Parker, Thomas
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1799-1826
Persistent link: https://www.econbiz.de/10014471428
Saved in:
3
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
Saved in:
4
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
5
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
6
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
7
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
8
Isotonic regression discontinuity designs
Babii, Andrii
;
Kumar, Rohit
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 371-393
Persistent link: https://www.econbiz.de/10014434339
Saved in:
9
A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide
;
Moor, Alban
;
Scaillet, Olivier
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
Saved in:
10
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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