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~person:"Coudin, Elise"
~person:"Kim, Jae H."
~subject:"Bootstrap-Verfahren"
~subject:"p-value function"
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Search: subject_exact:"Monte Carlo method"
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Bootstrap-Verfahren
p-value function
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Statistical test
8
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8
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6
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Coudin, Elise
Kim, Jae H.
Dufour, Jean-Marie
10
Urga, Giovanni
6
Kapetanios, George
5
Kilian, Lutz
5
Kleijnen, Jack P. C.
5
Moundigbaye, Mantobaye
5
Reed, W. Robert
5
Shimotsu, Katsumi
5
Allen, Jason
4
Camponovo, Lorenzo
4
Di Iorio, Francesca
4
Fachin, Stefano
4
Gregory, Allan W.
4
Inoue, Atsushi
4
Messemer, Clarisse
4
Parks, Richard W.
4
Trojani, Fabio
4
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3
Camba-Méndez, Gonzalo
3
Doko Tchatoka, Firmin
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Mehdad, Ehsan
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Politis, Dimitris N.
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Wong, Wing Keung
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Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
-
2017
Persistent link: https://www.econbiz.de/10011610097
Saved in:
2
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
3
Small sample properties of alternative tests for martingale difference hypothesis
Amélie, Charles
;
Darné, Olivier
;
Kim, Jae H.
-
2010
Persistent link: https://www.econbiz.de/10009579698
Saved in:
4
Improved interval estimation of long run response from a dynamic linear model : a highest density region approach
Kim, Jae H.
;
Fraser, Iain M.
;
Hyndman, Rob J.
-
2010
Persistent link: https://www.econbiz.de/10009579699
Saved in:
5
Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H.
- In:
Economic modelling
41
(
2014
),
pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
Saved in:
6
Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Economics letters
110
(
2011
)
2
,
pp. 151-154
Persistent link: https://www.econbiz.de/10009241666
Saved in:
7
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
8
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
Saved in:
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