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  • Search: subject:"Grid Bootstrap"
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Year of publication
Subject
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Bootstrap approach 4 Bootstrap-Verfahren 4 Grid bootstrap 4 Estimation theory 3 Grid Bootstrap 3 Schätztheorie 3 Einheitswurzeltest 2 Out-of-Sample Forecast 2 Recursive Mean Adjustment 2 Small-Sample Bias 2 Unit root test 2 half-life 2 persistence 2 Asymptotic size 1 Autocorrelation 1 Autokorrelation 1 Autoregressive model 1 CIS countries 1 Change point 1 Chow Test 1 Classical Bayesian Analysis 1 Conditional Variance 1 Confidence set 1 Continuous-time models 1 Cube root 1 Diebold-Mariano Test 1 Distributional expansion 1 Estimation 1 Exchange Rate 1 Exchange rate 1 Exchange rate policy 1 Fixed-Regressor Grid-Bootstrap Method 1 GUS-Staaten 1 Geldpolitik 1 Grid-bootstrap 1 Half-life 1 Identification 1 Impact assessment 1 Impulse Response Functions 1 In-fill asymptotics 1
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Online availability
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Undetermined 6 Free 2
Type of publication
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Article 8 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6
Language
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English 6 Undetermined 5
Author
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Durmaz, Nazif 3 Kim, Hyeongwoo 3 Ozdemir, Zeynel Abidin 3 Ekinci, Cagdas 2 Gokmenoglu, Korhan 2 Aksoy, Emre 1 Andrews, Donald W. K. 1 Cheng, Xu 1 Dastgerdi, Hamidreza G. 1 Guggenberger, Patrik 1 Hidalgo, Javier 1 Lee, Jungyoon 1 Lui, Yiu Lim 1 Pace, Pierangelo De 1 Seo, Myung Hwan 1 Xiao, Weilin 1 Yu, Jun 1 Yusof, Zarinah 1
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Institution
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Department of Economics, Auburn University 1 EconWPA 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Journal of econometrics 2 Applied economics 1 Auburn Economics Working Paper Series 1 Econometrics 1 Energy 1 International Journal of Forecasting 1 International journal of economic perspectives : IJEP 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 MPRA Paper 1 The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore 1
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Source
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ECONIS (ZBW) 6 RePEc 5
Showing 11 - 11 of 11
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Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe
Pace, Pierangelo De - EconWPA - 2005
stastistics basically unreliable. I then switch to large Monte Carlo simulations and to a fixed-regressor grid-bootstrap method to … in 1990 and 1994 respectively, as derived from the grid bootstrap approach. Likewise, there is evidence of a shift in the …
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