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~person:"Bohn Nielsen, Heino"
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Bootstrap approach
5
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Bohn Nielsen, Heino
Cavaliere, Giuseppe
214
Rahbek, Anders
67
Taylor, Robert
45
Taylor, A. M. Robert
34
Georgiev, Iliyan
25
Taylor, A.M. Robert
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Fanelli, Luca
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Gardini, Attilio
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Nielsen, Morten Ørregaard
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Trenkler, Carsten
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Boswijk, H. Peter
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Boswijk, Herman Peter
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Harvey, David I.
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Smeekes, Stephan
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Taylor, A.M.Robert
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Leybourne, Stephen J.
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Phillips, Peter C. B.
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De Angelis, Luca
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Pedersen, Rasmus Søndergaard
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Agosto, Arianna
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Angelini, Giovanni
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Angelis, Luca De
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Giuseppe, Cavaliere
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Kristensen, Dennis
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Lu, Ye
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Nielsen, Heino Bohn
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Perera, Indeewara
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Robert, Taylor A.M.
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Busetti, F.
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CAVALIERE, GIUSEPPE
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Costa, Michele
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Paruolo, Paolo
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Phillips Peter C.B.
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Stephan, Smeekes
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Stærk-Østergaard, Jacob
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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
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An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
2
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
3
Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011948862
Saved in:
4
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
5
Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
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