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  • Search: subject:"Block Bootstrap"
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Year of publication
Subject
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Bootstrap-Verfahren 62 Bootstrap approach 55 block bootstrap 49 Block bootstrap 47 Schätztheorie 30 Theorie 27 Estimation theory 26 Zeitreihenanalyse 22 Prognoseverfahren 21 parameter estimation error 21 Time series analysis 19 Theory 18 Forecasting model 16 Capital income 14 Kapitaleinkommen 14 recursive estimation scheme 13 Estimation 11 Schätzung 11 Moving block bootstrap 10 VAR model 10 VAR-Modell 10 nonlinear causality 10 wild bootstrap 10 Panel 8 Panel study 8 Portfolio-Management 8 Volatility 8 Volatilität 8 moving block bootstrap 8 Nichtparametrisches Verfahren 7 Portfolio selection 7 Residual-based moving block bootstrap 7 Schock 7 Shock 7 Stochastischer Prozess 7 reality check 7 specification test 7 ARCH model 6 ARCH-Modell 6 Block Bootstrap 6
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Online availability
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Free 87 Undetermined 51
Type of publication
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Book / Working Paper 108 Article 56
Type of publication (narrower categories)
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Working Paper 50 Article in journal 32 Aufsatz in Zeitschrift 32 Arbeitspapier 23 Graue Literatur 22 Non-commercial literature 22 Aufsatz im Buch 1 Book section 1 research-article 1
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Language
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English 104 Undetermined 60
Author
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Corradi, Valentina 27 Swanson, Norman R. 23 Jentsch, Carsten 13 Swanson, Norman 11 Hounyo, Ulrich 7 White, Halbert 6 Brüggemann, Ralf 5 Gonçalves, Sílvia 5 Inoue, Atsushi 5 Lunsford, Kurt G. 5 Trenkler, Carsten 5 Armah, Nii Ayi 4 Doko Tchatoka, Firmin 4 Fitzenberger, Bernd 4 Haque, Qazi 4 Johansson, Per 4 Jordà, Òscar 4 Kryzanowski, Lawrence 4 Kuersteiner, Guido M. 4 Kurz, Claudia 4 MacKinnon, James G. 4 Meddahi, Nour 4 Musolesi, Antonio 4 Paparoditis, Efstathios 4 Politis, Dimitris N. 4 Simioni, Michel 4 Sjöstedt-de Luna, Sara 4 de Luna, Xavier 4 Allen, Jason 3 Andrews, Donald W.K. 3 Duong, Diep 3 Gregory, Allan W. 3 Shimotsu, Katsumi 3 Westerlund, Joakim 3 Ayadi, Mohamed 2 Ayadi, Mohamed A. 2 Beutner, Eric 2 Bhardwaj, Geetesh 2 Cai, Lili 2 Chaibi, Anis 2
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Institution
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Department of Economics, Rutgers University-New Brunswick 15 Cowles Foundation for Research in Economics, Yale University 4 Department of Economics, University of California-San Diego (UCSD) 3 Economics Department, Queen's University 3 School of Economics and Management, University of Aarhus 3 Abteilung für Volkswirtschaftslehre, Universität Mannheim 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Econometric Society 2 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 2 HAL 2 London School of Economics (LSE) 2 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centro Ricerche Nord Sud (CRENoS) 1 Department of Economics, Iowa State University 1 Department of Economics, Management School 1 EconWPA 1 Economics Department, Fordham University 1 European Central Bank 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Graduate School of Economics, Hitotsubashi University 1 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 1 Institute for the Study of Labor (IZA) 1 Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet 1 Institutionen för Nationalekonomi, Umeå Universitet 1 School of Economics and Finance, Queen Mary 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Vanderbilt University Department of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Working Paper 17 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 15 Journal of econometrics 7 Working paper series 5 Cowles Foundation Discussion Papers 4 CREATES Research Papers 3 Metrika 3 Queen's Economics Department Working Paper 3 University of California at San Diego, Economics Working Paper Series 3 Working Paper Series 3 Working Papers / Economics Department, Queen's University 3 CIRANO Working Papers 2 Cahiers de recherche 2 Computational Statistics 2 Discussion papers / CEPR 2 Econometric Reviews 2 Federal Reserve Bank of Cleveland working paper series 2 IZA Discussion Papers 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 LSE Research Online Documents on Economics 2 Post-Print / HAL 2 Statistics & Probability Letters 2 The North American journal of economics and finance : a journal of financial economics studies 2 Working Papers / Abteilung für Volkswirtschaftslehre, Universität Mannheim 2 Working papers / Rutgers University, Department of Economics 2 Working papers / TSE : WP 2 Working papers series / Federal Reserve Bank of San Francisco 2 AStA Advances in Statistical Analysis 1 American journal of finance and accounting 1 Applied economics 1 Applied economics letters 1 Asia-Pacific financial markets 1 CAMA working paper series 1 Discussion Papers / Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Discussion Papers / Graduate School of Economics, Hitotsubashi University 1 Discussion paper 1 Discussion paper / Tinbergen Institute 1 Diskussionspapier 1 ECB Working Paper 1 Econometric Society 2004 North American Summer Meetings 1
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Source
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RePEc 77 ECONIS (ZBW) 58 EconStor 27 BASE 1 Other ZBW resources 1
Showing 21 - 30 of 164
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On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin; Haque, Qazi - 2020
Persistent link: https://www.econbiz.de/10012208767
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Asymptotically valid bootstrap inference for proxy SVARs
Jentsch, Carsten; Lunsford, Kurt G. - 2019
Persistent link: https://www.econbiz.de/10012003975
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Lessons from naïve diversification about the risk-reward trade-off
Haensly, Paul J. - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-37
Persistent link: https://www.econbiz.de/10013413455
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Asymmetric mean reversion of stock returns
Mukherji, Sandip - In: American journal of finance and accounting 7 (2022) 1, pp. 53-70
This study investigates asymmetric mean reversion in the real returns of large- and small-cap US stocks for one- to ten-year periods. The return distributions are estimated with 1,000 random block bootstraps of 240-month returns from 1926-2017. Large-cap stock returns show significant asymmetric...
Persistent link: https://www.econbiz.de/10014285874
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Asymptotically valid bootstrap inference for proxy SVARs
Jentsch, Carsten; Lunsford, Kurt G. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1876-1891
Persistent link: https://www.econbiz.de/10013540527
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Construction of leading economic index for recession prediction using vine copulas
Lahiri, Kajal; Yang, Liu - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 193-212
Persistent link: https://www.econbiz.de/10012657686
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A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
Zhou, Jin; Li, Haiqi; Zhong, Wanling - In: Economics letters 207 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013170014
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour - 2017
Persistent link: https://www.econbiz.de/10011731265
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour - 2017
Persistent link: https://www.econbiz.de/10012265896
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Proxy SVARs: Asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States
Jentsch, Carsten; Lunsford, Kurt G. - 2016
also prove the asymptotic validity of a residual-based moving block bootstrap (MBB) for inference on statistics that depend …
Persistent link: https://www.econbiz.de/10011588689
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