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Search: subject:"Pairwise bootstrap"
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wild bootstrap
8
pairwise bootstrap
7
Conditional heteroskedasticity
6
Pairwise bootstrap
5
Residual-based moving block bootstrap
5
VAR
5
Wild bootstrap
5
robust inference
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ARCH-Modell
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Bootstrap-Verfahren
4
Heteroskedastizität
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Volatilität
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Zeitreihenanalyse
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Bootstrap approach
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Heteroscedasticity
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Estimation theory
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Schätztheorie
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VAR-Modell
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bootstrap par couples
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hétéroscédasticité conditionnelle
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stochastic volatility
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Bootstrap-Statistik
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Conditional Heteroskedasticity
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Mixing
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Pairwise Bootstrap
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Theory
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Wild Bootstrap
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autoregression d'ordre infini
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conditional heteroskedasticity
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infinite autoregression
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Gonçalves, Sílvia
8
Kilian, Lutz
7
Brüggemann, Ralf
5
Jentsch, Carsten
5
Trenkler, Carsten
5
KILIAN, Lutz
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Abteilung für Volkswirtschaftslehre, Universität Mannheim
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
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Deutsche Bundesbank
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Fachbereich Wirtschaftswissenschaften, Universität Konstanz
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RePEc
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EconStor
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Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
Kilian, Lutz
;
Gonçalves, Sílvia
-
Deutsche Bundesbank
-
2002
pairwise
bootstrap
. In a simulation study all three procedures tend to be more accurate in small samples than the conventional …
Persistent link: https://www.econbiz.de/10005083322
Saved in:
12
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
-
European Central Bank
-
2002
pairwise
bootstrap
. In a simulation study all three procedures tend to be more accurate in small samples than the conventional …
Persistent link: https://www.econbiz.de/10005816215
Saved in:
13
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
-
2002
pairwise
bootstrap
. In a simulation study all three procedures tend to be more accurate in small samples than the conventional …
Persistent link: https://www.econbiz.de/10011431797
Saved in:
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