EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Residual Bootstrap"
Narrow search

Narrow search

Year of publication
Subject
All
Bootstrap-Verfahren 10 Bootstrap approach 8 residual bootstrap 7 Schätztheorie 6 Estimation theory 5 Nonlinear nonparametric instrumental variables 5 pairs bootstrap 5 wild bootstrap 5 Generalized residual bootstrap 4 Instrumental variables 4 Irregular functional 4 Local power 4 Penalized sieve minimum distance 4 Sieve Wald 4 Sieve quasi likelihood ratio 4 Sieve variance estimators 4 Theorie 4 Theory 4 ARCH model 3 ARCH-Modell 3 Nichtparametrisches Verfahren 3 Nonparametric statistics 3 Residual bootstrap 3 Wilks phenomenon 3 confidence intervals 3 two-stage least squares 3 weak instruments 3 Heteroskedastizität 2 IV-Schätzung 2 Monte-Carlo-Simulation 2 Residual Bootstrap 2 Solvency II 2 Time series analysis 2 Zeitreihenanalyse 2 bootstrap P value 2 bootstrap test 2 econometric model 2 econometric system of simultaneous equations 2 insurance market 2 life insurance 2
more ... less ...
Online availability
All
Free 12 Undetermined 4
Type of publication
All
Book / Working Paper 11 Article 7
Type of publication (narrower categories)
All
Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 6 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
All
English 15 Undetermined 3
Author
All
Chen, Xiaohong 5 Pouzo, Demian 5 MacKinnon, James G. 4 Davidson, Russell 3 Cipra, Tomáš 2 Francq, Christian 2 Zakoïan, Jean-Michel 2 Astill, Sam 1 Bartalotti, Otávio C. 1 Beutner, Eric 1 Calhoun, Gray 1 Eck, Daniel J. 1 He, Yang 1 Heinemann, Alexander 1 Hendrych, Radek 1 Hendrych, Redek 1 Kandji, Baye Matar 1 Kellard, Neil 1 Korkos, Ioannis 1 Lin, Jilei 1 Mackinnon, James 1 Smeekes, Stephan 1 Taylor, Robert 1
more ... less ...
Institution
All
Cowles Foundation for Research in Economics, Yale University 2 Economics Department, Queen's University 2 HAL 1
Published in...
All
Cowles Foundation Discussion Papers 2 Journal of econometrics 2 Queen's Economics Department Working Paper 2 Working Papers / Economics Department, Queen's University 2 CEMMAP working papers / Centre for Microdata Methods and Practice 1 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 1 International journal of forecasting 1 Journal of empirical finance 1 Prague Economic Papers 1 Prague economic papers : a bimonthly journal of economic theory and policy 1 Working Papers / HAL 1 Working paper / Iowa State University, Department of Economics 1 Working paper series 1 cemmap working paper 1
more ... less ...
Source
All
ECONIS (ZBW) 9 RePEc 6 EconStor 3
Showing 1 - 10 of 18
Cover Image
Inference on multiplicative component GARCH without any small-order moment
Francq, Christian; Kandji, Baye Matar; Zakoïan, Jean-Michel - 2022
Persistent link: https://www.econbiz.de/10013206984
Saved in:
Cover Image
A residual bootstrap for conditional Value-at-Risk
Beutner, Eric; Heinemann, Alexander; Smeekes, Stephan - In: Journal of econometrics 238 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10015073889
Saved in:
Cover Image
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam; Taylor, Robert; Kellard, Neil; Korkos, Ioannis - In: Journal of empirical finance 70 (2023), pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
Cover Image
Testing the existence of moments for GARCH processes
Francq, Christian; Zakoïan, Jean-Michel - In: Journal of econometrics 227 (2022) 1, pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
Cover Image
Minimizing post-shock forecasting error through aggregation of outside information
Lin, Jilei; Eck, Daniel J. - In: International journal of forecasting 37 (2021) 4, pp. 1710-1727
Persistent link: https://www.econbiz.de/10013274333
Saved in:
Cover Image
Bootstrap confidence intervals for sharp regression discontinuity designs with the uniform kernel
Bartalotti, Otávio C.; Calhoun, Gray; He, Yang - 2016
Persistent link: https://www.econbiz.de/10011542749
Saved in:
Cover Image
Econometric Model of the Czech Life Insurance Market
Hendrych, Radek; Cipra, Tomáš - In: Prague Economic Papers 2015 (2015) 2, pp. 173-191
The aim of the article is to introduce a complex econometric model of cash-flows for the Czech life insurance market. Namely, technical-actuarial links among insurance variables observed in annually published summary balance sheets of life insurers are described by means of an econometric system...
Persistent link: https://www.econbiz.de/10011267807
Saved in:
Cover Image
Sieve Wald and QLR inferences on semi/ nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - 2014
under the null; (5) the consistency of generalized residual bootstrap sieve Wald and QLR tests; (6) local power properties …
Persistent link: https://www.econbiz.de/10011282658
Saved in:
Cover Image
Sieve Wald and QLR inferences on semi/ nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - 2014 - Rev. version: August 2014
under the null; (5) the consistency of generalized residual bootstrap sieve Wald and QLR tests; (6) local power properties …
Persistent link: https://www.econbiz.de/10010403489
Saved in:
Cover Image
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
Chen, Xiaohong; Pouzo, Demian - Cowles Foundation for Research in Economics, Yale University - 2013
under the null; (5) the consistency of generalized residual bootstrap sieve Wald and QLR tests; (6) local power properties …
Persistent link: https://www.econbiz.de/10010895647
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...