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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Bootstrap-Verfahren"
~type_genre:"Article in journal"
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Bootstrap-Verfahren
Estimation theory
1,601
Schätztheorie
1,601
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1,588
Theory
1,588
Time series analysis
665
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665
Nichtparametrisches Verfahren
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Hidalgo, Javier
9
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7
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7
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7
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6
Horowitz, Joel
6
MacKinnon, James G.
6
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5
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5
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4
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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
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2
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2
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Journal of econometrics
Economics letters
69
Econometric reviews
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50
Econometric theory
41
Economic modelling
36
Applied economics
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
The econometrics journal
28
International journal of forecasting
26
Applied economics letters
24
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22
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20
Journal of banking & finance
18
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18
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18
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13
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Finance research letters
10
International journal of production economics
9
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9
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Journal of air transport management
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Research in international business and finance
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Statistics in transition : an international journal of the Polish Statistical Association
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The review of economics and statistics
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6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of production research
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ECONIS (ZBW)
179
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21
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
22
Identification of structural Vector Autoregressions through higher unconditional moments
Guay, Alain
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10013279004
Saved in:
23
An improved bootstrap test for restricted stochastic dominance
Lok, Thomas M.
;
Tabri, Rami V.
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 371-393
Persistent link: https://www.econbiz.de/10013275388
Saved in:
24
Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 125-160
Persistent link: https://www.econbiz.de/10012619963
Saved in:
25
Jackknife empirical likelihood for inequality constraints on regular functionals
Chen, Ruxin
;
Tabri, Rami V.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 68-77
Persistent link: https://www.econbiz.de/10012618798
Saved in:
26
Testing constancy in varying coefficient models
Delgado, Miguel A.
;
Arteaga-Molina, Luis A.
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 625-644
Persistent link: https://www.econbiz.de/10012619767
Saved in:
27
Varying random coefficient models
Breunig, Christoph
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 381-408
Persistent link: https://www.econbiz.de/10012619241
Saved in:
28
Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012438108
Saved in:
29
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 476-495
Persistent link: https://www.econbiz.de/10012483168
Saved in:
30
The fast iterated bootstrap
Davidson, Russell
;
Trokić, Mirza
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 451-475
Persistent link: https://www.econbiz.de/10012483167
Saved in:
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