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~person:"Davidson, Russell"
~person:"Taylor, Robert"
~subject:"VAR model"
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Search: subject_exact:"Bootstrap-Statistik"
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Bootstrap approach
73
Bootstrap-Verfahren
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Theorie
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Theory
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Time series analysis
25
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25
Estimation theory
19
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wild bootstrap
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Davidson, Russell
Taylor, Robert
Lütkepohl, Helmut
19
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15
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11
Inoue, Atsushi
10
Rahbek, Anders
9
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Le, Vo Phuong Mai
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Candelon, Bertrand
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1
Bootstrap determination of the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614389
Saved in:
2
Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614507
Saved in:
3
Bootstrap sequential determination of the co-integration rank in VAR-models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003932344
Saved in:
4
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
5
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
Saved in:
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