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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Cavaliere, Giuseppe"
~person:"Dufour, Jean-Marie"
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Bootstrap approach
4
Bootstrap-Verfahren
4
Bootstrap
3
Estimation
2
Schätzung
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
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Estimation theory
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Fractional integration
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Cavaliere, Giuseppe
Dufour, Jean-Marie
Khalaf, Lynda
3
Song, Xiaojun
3
Davidson, Russell
2
Gonçalves, Sílvia
2
MacKinnon, James G.
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
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Shao, Xiaofeng
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Taamouti, Abderrahim
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Taylor, Robert
2
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Beaulieu, Marie-Claude
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Bhattacharya, Debopam
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Bohn Nielsen, Heino
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Bosma, Jakob J.
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Boswijk, Herman Peter
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Brown, Bryan W.
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Cai, Zongwu
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Camba-Méndez, Gonzalo
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Chao, Shih-Kang
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Cowell, Frank A.
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Du, Lilun
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Flachaire, Emmanuel
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CIRANO Working Papers
12
Discussion papers / Department of Economics, University of Copenhagen
9
Journal of econometrics
9
Econometric reviews
6
CREATES Research Papers
5
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
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CREATES research paper
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Discussion Papers / Økonomisk Institut, Københavns Universitet
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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Discussion paper / Tinbergen Institute
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Cowles Foundation Discussion Papers
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Discussion Papers / Department of Economics, University of Birmingham
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Econometric Reviews
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Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
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Journal of applied econometrics
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Oxford bulletin of economics and statistics
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Quaderni di Dipartimento, Serie Ricerche, 2016, n. 3
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Queen's Economics Department Working Paper
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Queen's Economics Department working paper
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The econometrics journal
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The review of economic studies
1
Tinbergen Institute
1
Tinbergen Institute Discussion Paper 2019-083/III
1
Tinbergen Institute Discussion Papers
1
Working Paper Series
1
Working Papers / Abteilung für Volkswirtschaftslehre, Universität Mannheim
1
Working Papers / Economics Department, Queen's University
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1
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
2
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
3
Permutation tests for comparing inequality measures
Dufour, Jean-Marie
;
Flachaire, Emmanuel
;
Khalaf, Lynda
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 457-470
Persistent link: https://www.econbiz.de/10012178188
Saved in:
4
Specification tests for GARCH processes with nuisance parameters on the boundary
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 197-214
Persistent link: https://www.econbiz.de/10014449910
Saved in:
5
Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 398-410
Persistent link: https://www.econbiz.de/10003566050
Saved in:
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