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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 21 - 30 of 33
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Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten - In: Journal of econometrics 191 (2016) 1, pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
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Nonparametric estimation of the service time distribution in the discrete-time GI/G/∞ queue with partial information
Schweer, Sebastian; Wichelhaus, Cornelia - In: Stochastic Processes and their Applications 125 (2015) 1, pp. 233-253
block bootstrap technique is considered for the estimation of the resultant covariance kernel and is shown to be applicable … resultant estimator. Here, the underlying function space is taken to be the space of sequences converging to zero. The moving …
Persistent link: https://www.econbiz.de/10011077903
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Bootstrapping the empirical distribution of a linear process
El Ktaibi, Farid; Gail Ivanoff, B.; Weber, Neville C. - In: Statistics & Probability Letters 93 (2014) C, pp. 134-142
The validity of the moving block bootstrap for the empirical distribution of a short memory causal linear process is …
Persistent link: https://www.econbiz.de/10010906227
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On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models
Ouysse, Rachida - In: Computational Statistics 29 (2014) 1, pp. 233-261
functions. This work provides simulation evidence that validates the moving block-bootstrap (MBB) as an alternative to …
Persistent link: https://www.econbiz.de/10010998446
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Estimating the time-varying NAIRU and the Phillips curve slope simultaneously : a note
Yamada, Hiroshi - In: Applied economics letters 21 (2014) 13/15, pp. 1057-1059
Persistent link: https://www.econbiz.de/10010418231
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Bootstrap Hypothesis Testing
MacKinnon, James G. - 2007
This paper surveys bootstrap and Monte Carlo methods for testing hypotheses in econometrics. Several different ways of computing bootstrap P values are discussed, including the double bootstrap and the fast double bootstrap. It is emphasized that there are many different procedures for...
Persistent link: https://www.econbiz.de/10011940741
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Bootstrap Hypothesis Testing
MacKinnon, James G. - Economics Department, Queen's University - 2007
This paper surveys bootstrap and Monte Carlo methods for testing hypotheses in econometrics. Several different ways of computing bootstrap P values are discussed, including the double bootstrap and the fast double bootstrap. It is emphasized that there are many different procedures for...
Persistent link: https://www.econbiz.de/10005688319
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Bootstrap Methods in Econometrics
MacKinnon, James G. - 2006
There are many bootstrap methods that can be used for econometric analysis. In certain circumstances, such as regression models with independent and identically distributed error terms, appropriately chosen bootstrap methods generally work very well. However, there are many other cases, such as...
Persistent link: https://www.econbiz.de/10011940650
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Bootstrapping long memory tests: some Monte Carlo results
Murphy, Anthony; Izzeldin, M - Department of Economics, Management School - 2006
and GPH tests. In small samples, the moving block bootstrap controls the empirical size of the tests. However, for these …
Persistent link: https://www.econbiz.de/10011195942
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Bootstrap Methods in Econometrics
MacKinnon, James G. - Economics Department, Queen's University - 2006
There are many bootstrap methods that can be used for econometric analysis. In certain circumstances, such as regression models with independent and identically distributed error terms, appropriately chosen bootstrap methods generally work very well. However, there are many other cases, such as...
Persistent link: https://www.econbiz.de/10005688288
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