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  • Search: subject:"Moving Block Bootstrap"
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Year of publication
Subject
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Bootstrap-Verfahren 19 Bootstrap approach 18 Estimation theory 10 Moving block bootstrap 10 Schätztheorie 10 Forecasting model 8 Prognoseverfahren 8 Theorie 8 Theory 8 moving block bootstrap 8 Residual-based moving block bootstrap 7 Time series analysis 7 Zeitreihenanalyse 7 Conditional heteroskedasticity 6 VAR model 6 VAR-Modell 6 Estimation 5 Pairwise bootstrap 5 Schätzung 5 VAR 5 Wild bootstrap 5 wild bootstrap 5 Mixing 4 Nichtparametrisches Verfahren 4 Nonparametric statistics 4 Panel 4 Panel study 4 ARCH model 3 ARCH-Modell 3 Bootstrap consistency 3 Cross-sectional dependence 3 HAC estimator 3 Heteroscedasticity 3 Heteroskedastizität 3 Monte Carlo test 3 Out-of-sample forecasts 3 Regression analysis 3 Regressionsanalyse 3 Residual-Based Moving Block Bootstrap 3 Structural Vector Autoregression 3
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Online availability
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Free 20 Undetermined 12
Type of publication
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Book / Working Paper 19 Article 14
Type of publication (narrower categories)
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Working Paper 13 Arbeitspapier 9 Article in journal 8 Aufsatz in Zeitschrift 8 Graue Literatur 8 Non-commercial literature 8
Language
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English 24 Undetermined 9
Author
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Jentsch, Carsten 10 Brüggemann, Ralf 5 Lunsford, Kurt G. 5 Trenkler, Carsten 5 Doko Tchatoka, Firmin 4 Haque, Qazi 4 MacKinnon, James G. 4 Musolesi, Antonio 4 Simioni, Michel 4 Gioldasis, Georgios 2 Prete, Giada Andrea 2 Cheng, Fuxia 1 El Ktaibi, Farid 1 Fan, Rui 1 Gail Ivanoff, B. 1 Hwang, Heungsun 1 Izzeldin, M 1 Jung, Kwanghee 1 Lee, Ji Hyung 1 Li, Haiqi 1 Mudelsee, M. 1 Murphy, Anthony 1 Ouysse, Rachida 1 Schweer, Sebastian 1 Sun, Shuxia 1 Takane, Yoshio 1 Tian, Zheng 1 Weber, Neville C. 1 Wichelhaus, Cornelia 1 Woodward, Todd 1 Yamada, Hiroshi 1 Yang, Zheng 1 Yuan, Zixia 1 Zhong, Wanling 1 Zhou, Jin 1
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Institution
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Economics Department, Queen's University 2 Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Department of Economics, Management School 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1
Published in...
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Working paper series 4 Federal Reserve Bank of Cleveland working paper series 2 Journal of econometrics 2 Queen's Economics Department Working Paper 2 Working Paper Series 2 Working Papers / Economics Department, Queen's University 2 Applied economics letters 1 CAMA working paper series 1 Computational Statistics 1 Discussion paper 1 Economics letters 1 International journal of forecasting 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of forecasting 1 Mathematics and Computers in Simulation (MATCOM) 1 Psychometrika 1 School of Economics working papers / The University of Adelaide, School of Economics 1 Statistical Methods and Applications 1 Statistics & Probability Letters 1 Stochastic Processes and their Applications 1 Theoretical economics letters 1 Working Paper Series of the Department of Economics, University of Konstanz 1 Working Papers / Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Working Papers / Department of Economics, Management School 1 Working papers / TSE : WP 1
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Source
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ECONIS (ZBW) 18 RePEc 11 EconStor 4
Showing 11 - 20 of 33
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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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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
Saved in:
Cover Image
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:
Cover Image
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:
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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
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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:
Cover Image
Inference in VARs with Conditional Heteroskedasticity of Unknown Form
Brüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten - Abteilung für Volkswirtschaftslehre, Universität Mannheim - 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/10010986691
Saved in:
Cover Image
Inference in VARs with Conditional Heteroskedasticity of Unknown Form
Brüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 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/10011070846
Saved in:
Cover Image
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/10011490564
Saved in:
Cover Image
Bootstrapping the expected shortfall
Sun, Shuxia; Cheng, Fuxia - In: Theoretical economics letters 8 (2018) 4, pp. 685-698
Persistent link: https://www.econbiz.de/10011882103
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