//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Coudin, Elise"
~person:"Yamamoto, Yohei"
~subject:"Bubbles"
~subject:"Heteroskedastizität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Monte-Carlo-Methode"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bubbles
Heteroskedastizität
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Statistical test
9
Statistischer Test
9
Estimation theory
5
Schätztheorie
5
Heteroscedasticity
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Regression analysis
4
Regressionsanalyse
4
Structural break
4
Strukturbruch
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Exchange rate
3
Financial crisis
3
Finanzkrise
3
Spekulationsblase
3
US dollar
3
US-Dollar
3
Wechselkurs
3
Welt
3
World
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Average power
2
Break fraction
2
Cointegration
2
Common breaks
2
Coverage rate
2
Economic indicator
2
Factor model
2
GARCH
2
Hypothesis test
2
Kointegration
2
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Book / Working Paper
4
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
7
Author
All
Coudin, Elise
Yamamoto, Yohei
Hausman, Jerry A.
4
Newey, Whitney K.
4
Chao, John C.
3
Swanson, Norman R.
3
Woutersen, Tiemen
3
Baldeaux, Jan
2
Chao, John
2
Chasco Yrigoyen, Coro
2
Dimitrakopoulos, Stefanos
2
Dufour, Jean-Marie
2
Hecq, Alain W. J.
2
Hooker, Mark A.
2
Hooker, Mark Allan
2
Ignatieva, Ekaterina
2
Issler, João Victor
2
Le Gallo, Julie
2
López, Fernando A.
2
Norkute, Milda
2
Otero, Jesús G.
2
Panagiōtidēs, Theodōros
2
Papapanagiotou, Georgios
2
Platen, Eckhard
2
Swanson, Norman
2
Tanaka, Shinya
2
Zhang, Tao
2
Acito, Franklin
1
Anderson, Ronald D.
1
Ashraf, Mohammad A.
1
Belsley, David A.
1
Billé, Anna Gloria
1
Catania, Leopoldo
1
Chigira, Hiroaki
1
Cook, Sarah
1
Dey, Dipak
1
Doğan, Osman
1
Fabozzi, Frank J.
1
Fulop, Andras
1
Guermat, Cherif
1
more ...
less ...
Published in...
All
Discussion papers / Graduate School of Economics, Hitotsubashi University
3
Econometric reviews
1
Journal of econometrics
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for speculative bubbles in lLarge-dimensional financial panel data sets
Horie, Tetsushi
;
Yamamoto, Yohei
-
2016
Persistent link: https://www.econbiz.de/10011549886
Saved in:
2
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
-
2014
Persistent link: https://www.econbiz.de/10010429183
Saved in:
3
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
Saved in:
4
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
-
2013
Persistent link: https://www.econbiz.de/10010221269
Saved in:
5
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
Saved in:
6
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:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->