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~person:"Andrews, Donald W. K."
~person:"Lütkepohl, Helmut"
~person:"White, Halbert"
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Search: subject_exact:"Bootstrap approach"
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Bootstrap approach
67
Bootstrap-Verfahren
67
Estimation theory
36
Schätztheorie
36
Theorie
36
Theory
36
VAR model
19
VAR-Modell
19
Time series analysis
12
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12
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7
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6
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6
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Maximum likelihood estimation
3
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3
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3
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3
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67
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Andrews, Donald W. K.
Lütkepohl, Helmut
White, Halbert
MacKinnon, James G.
63
Cavaliere, Giuseppe
51
Gonçalves, Sílvia
42
Kleijnen, Jack P. C.
39
Davidson, Russell
37
Kilian, Lutz
37
Taylor, Robert
36
Corradi, Valentina
35
Minford, Patrick
34
Rahbek, Anders
33
Swanson, Norman R.
33
Hounyo, Ulrich
32
Wolf, Michael
30
Webb, Matthew
28
Chernozhukov, Victor
27
Kim, Jae H.
26
Linton, Oliver
25
Chen, Xiaohong
24
Smeekes, Stephan
24
Nielsen, Morten Ørregaard
22
Simar, Léopold
22
Horowitz, Joel
21
Inoue, Atsushi
21
Romano, Joseph P.
21
Camponovo, Lorenzo
20
Hatemi-J, Abdulnasser
20
Härdle, Wolfgang
20
Whang, Yoon-jae
19
Politis, Dimitris N.
18
Phillips, Peter C. B.
17
Scaillet, Olivier
17
Kapetanios, George
16
Pouzo, Demian
16
Wickens, Michael R.
16
Hidalgo, Javier
15
Meenagh, David
15
Song, Kyungchul
15
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Cowles Foundation discussion paper
9
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6
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6
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3
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ECONIS (ZBW)
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51
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
52
Forecast evaluation with shared data sets
Sullivan, Ryan
-
2001
Persistent link: https://www.econbiz.de/10013423660
Saved in:
53
Bootstrapping the information matrix test
Stomberg, Christopher
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001500671
Saved in:
54
A reality check for data snooping
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
Saved in:
55
A three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.
;
Buchinsky, Moshe
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10001449349
Saved in:
56
On the number of bootstrap repetitions for BC a confidence intervals
Andrews, Donald W. K.
;
Buchinsky, Moshe
-
2000
Persistent link: https://www.econbiz.de/10001453387
Saved in:
57
Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Neumann, Michael H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
Saved in:
58
Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001539325
Saved in:
59
Bootstrapping impulse response in VAR analysis
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485341
Saved in:
60
On the reliability of chow type test for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001555315
Saved in:
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