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  • Search: subject:"Inference on the boundary"
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Year of publication
Subject
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ARCH model 2 ARCH models 2 ARCH-Modell 2 Estimation theory 2 Inference on the boundary 2 Schätztheorie 2 Bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 LASSO 1 Nuisance parameters 1 SCAD 1 Volatility 1 Volatilität 1 penalized likelihood 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Conference paper 1 Konferenzbeitrag 1
Language
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English 2
Author
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Bohn Nielsen, Heino 2 Rahbek, Anders 2 Cavaliere, Giuseppe 1 Pedersen, Rasmus Søndergaard 1
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Journal of econometrics 1 The econometrics journal 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space
Bohn Nielsen, Heino; Rahbek, Anders - In: The econometrics journal 27 (2024) 1, pp. 107-125
Persistent link: https://www.econbiz.de/10014528095
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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
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