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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Bootstrap approach"
~subject:"Regressionsanalyse"
~type_genre:"Article in journal"
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Bootstrap approach
Regressionsanalyse
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
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542
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Phillips, Peter C. B.
13
Hidalgo, Javier
12
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11
Taylor, Robert
11
Chen, Songnian
10
Galvão Júnior, Antônio Fialho
9
Li, Qi
8
Park, Joon Y.
8
Su, Liangjun
8
Cavaliere, Giuseppe
7
Gao, Jiti
7
Gonçalves, Sílvia
7
Horowitz, Joel
7
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6
Cai, Zongwu
6
Chernozhukov, Victor
6
Corradi, Valentina
6
Davidson, Russell
6
Dufour, Jean-Marie
6
Lee, Ji Hyung
6
MacKinnon, James G.
6
Robinson, Peter M.
6
Seo, Myung Hwan
6
Sun, Yiguo
6
Swanson, Norman R.
6
Breunig, Christoph
5
Demetrescu, Matei
5
Hansen, Christian Bailey
5
Hounyo, Ulrich
5
Khalaf, Lynda
5
Li, Degui
5
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5
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5
Sasaki, Yuya
5
Tu, Yundong
5
White, Halbert
5
Bertanha, Marinho
4
Delgado, Miguel A.
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
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Journal of econometrics
Economics letters
268
Econometric theory
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
188
Applied economics
179
Econometric reviews
161
Applied economics letters
131
Economic modelling
128
International journal of forecasting
118
Journal of the American Statistical Association : JASA
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
110
The econometrics journal
103
European journal of operational research : EJOR
93
Energy economics
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Finance research letters
80
Journal of forecasting
79
Journal of applied econometrics
70
Computational economics
60
Journal of risk and financial management : JRFM
54
Econometrics : open access journal
49
Journal of empirical finance
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Empirical economics : a quarterly journal of the Institute for Advanced Studies
48
Insurance / Mathematics & economics
48
Journal of banking & finance
47
Oxford bulletin of economics and statistics
45
The empirical economics letters : a monthly international journal of economics
44
International review of economics & finance : IREF
42
Risks : open access journal
40
International review of financial analysis
39
Journal of business research : JBR
39
Research in international business and finance
39
Cogent economics & finance
38
Managerial finance
36
The review of economics and statistics
36
Tourism economics : the business and finance of tourism and recreation
36
Quantitative economics : QE ; journal of the Econometric Society
35
The North American journal of economics and finance : a journal of financial economics studies
32
International Journal of Energy Economics and Policy : IJEEP
31
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ECONIS (ZBW)
600
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
4
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
5
Bootstrap analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
6
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
Saved in:
7
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
8
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:
9
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
10
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
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