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Search: subject:"Block Bootstrap"
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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
All
Free
87
Undetermined
51
Type of publication
All
Book / Working Paper
108
Article
56
Type of publication (narrower categories)
All
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
All
English
104
Undetermined
60
Author
All
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
All
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...
All
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
All
RePEc
77
ECONIS (ZBW)
58
EconStor
27
BASE
1
Other ZBW resources
1
Showing
31
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40
of
164
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31
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
32
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/10011570152
Saved in:
33
Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States
Jentsch, Carsten
;
Lunsford, Kurt G.
-
2016
Persistent link: https://www.econbiz.de/10011549676
Saved in:
34
Contract elements, growing conditions, and anomalous claims behaviour in U.S. crop insurance
Park, Sungkwol
;
Goodwin, Barry K.
;
Zheng, Xiaoyong
; …
- In:
The Geneva papers on risk and insurance - issues and …
45
(
2020
)
1
,
pp. 157-183
Persistent link: https://www.econbiz.de/10012584820
Saved in:
35
Risk management of climate impact for tourism operators : an empirical analysis on ski resorts
Ballotta, Laura
;
Fusai, Gianluca
;
Kyriakou, Ioannis
; …
- In:
Tourism management : research, policies, practice
77
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012152024
Saved in:
36
Are financial returns really predictable out-of-sample? : evidence from a new bootstrap test
Liu, Li
;
Bu, Ruijun
;
Pan, Zhiyuan
;
Xu, Yuhua
- In:
Economic modelling
81
(
2019
),
pp. 124-135
Persistent link: https://www.econbiz.de/10012201494
Saved in:
37
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
Saved in:
38
Estimating and testing nonlinear local dependence between two time series
Lacal, Virginia
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 648-660
Persistent link: https://www.econbiz.de/10012179003
Saved in:
39
Robust
block
bootstrap
panel predictability tests
Smeekes, Stephan
;
Westerlund, Joakim
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
Saved in:
40
Inference in VARs with Conditional Heteroskedasticity of Unknown Form
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
-
2014
moments' structure of the error terms. In contrast, the residual-based moving
block
bootstrap
results in asymptotically valid …
Persistent link: https://www.econbiz.de/10011441857
Saved in:
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