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~person:"Dette, Holger"
~person:"White, Halbert"
~subject:"Bootstrap-Verfahren"
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Bootstrap-Verfahren
Statistical test
54
Statistischer Test
54
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26
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26
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Dette, Holger
White, Halbert
Wolf, Michael
22
Romano, Joseph P.
19
MacKinnon, James G.
14
Linton, Oliver
11
Whang, Yoon-jae
11
Doko Tchatoka, Firmin
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Journal of econometrics
2
Discussion paper / Department of Economics, University of California San Diego
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
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Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
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2
Testing the parametric form of the volatility in continuous time diffusion models : a stochastic process approach
Dette, Holger
;
Podolskij, Mark
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003722591
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3
Bootstrapping the information matrix test
Stomberg, Christopher
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001500671
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4
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
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