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~person:"Smeekes, Stephan"
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Bootstrap approach
24
Bootstrap-Verfahren
24
Theorie
17
Theory
17
Time series analysis
11
Unit root test
11
Zeitreihenanalyse
11
Einheitswurzeltest
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7
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Schätzung
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Stochastic process
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VAR-Modell
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bootstrap filter
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cubic splines
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indirect inference
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nonlinear state space
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time-varying parameter
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unemployment
3
Arbeitslosigkeit
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Bayes-Statistik
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Bayesian inference
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Block bootstrap
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Bootstrap
2
Bootstrap Test
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10
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English
28
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Smeekes, Stephan
MacKinnon, James G.
117
Davidson, Russell
90
Cavaliere, Giuseppe
80
Minford, Patrick
78
Corradi, Valentina
66
Wolf, Michael
60
Kilian, Lutz
59
Gonçalves, Sílvia
58
Swanson, Norman R.
58
Meenagh, David
55
Rahbek, Anders
50
Chen, Xiaohong
43
Chernozhukov, Victor
43
Hounyo, Ulrich
39
Kleijnen, Jack P. C.
39
Romano, Joseph P.
39
Simar, Léopold
39
Kapetanios, George
38
Lütkepohl, Helmut
38
Webb, Matthew
38
Inoue, Atsushi
37
Taylor, Robert
37
Härdle, Wolfgang
36
Linton, Oliver
36
Herwartz, Helmut
35
Hatemi-J, Abdulnasser
34
Nielsen, Morten Ørregaard
34
Wickens, Michael R.
33
Kim, Jae H.
32
Dufour, Jean-Marie
30
Gupta, Rangan
30
White, Halbert
30
Fachin, Stefano
28
Flachaire, Emmanuel
28
Le, Vo Phuong Mai
28
Andrews, Donald W. K.
27
Camponovo, Lorenzo
27
Jentsch, Carsten
27
Horowitz, Joel
26
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Cowles Foundation for Research in Economics, Yale University
1
Granger Centre for Time Series Econometrics, School of Economics
1
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1
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
6
GSBE research memoranda
4
Econometric reviews
3
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3
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2
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2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
25
RePEc
3
EconStor
2
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1
Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina
;
Koopman, Siem Jan
;
Palm, Franz C.
; …
-
2021
employs cubic splines for the auxiliary model, and a
bootstrap
filter method to estimate the time-varying correlation together …
Persistent link: https://www.econbiz.de/10012434085
Saved in:
2
Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina
;
Koopman, Siem Jan
;
Palm, Franz C.
; …
-
2021
Persistent link: https://www.econbiz.de/10012436055
Saved in:
3
Autoregressive wild
bootstrap
inference for nonparametric trends
Friedrich, Marina
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012438108
Saved in:
4
Autoregressive wild
bootstrap
inference for nonparametric trends
Friedrich, Marina
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2017
Persistent link: https://www.econbiz.de/10011643222
Saved in:
5
Inference for impulse responses under model uncertainty
Lieb, Lenard
;
Smeekes, Stephan
-
2017
Persistent link: https://www.econbiz.de/10011732584
Saved in:
6
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:
7
Robust block
bootstrap
panel predictability tests
Westerlund, Joakim
;
Smeekes, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010199463
Saved in:
8
A multivariate invariance principle for modified wild
bootstrap
methods with an spplication to unit root testing
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2014
Persistent link: https://www.econbiz.de/10010386007
Saved in:
9
Risk measure inference
Hurlin, Christophe
;
Laurent, Sébastien
;
Quaedvlieg, Rogier
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 499-512
Persistent link: https://www.econbiz.de/10011893687
Saved in:
10
Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina
;
Koopman, Siem Jan
;
Palm, Franz
; …
-
2021
employs cubic splines for the auxiliary model, and a
bootstrap
filter method to estimate the time-varying correlation together …
Persistent link: https://www.econbiz.de/10012605986
Saved in:
1
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