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  • Search: subject:"Residual-Based Moving Block Bootstrap"
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Year of publication
Subject
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Residual-based moving block bootstrap 7 Bootstrap approach 6 Bootstrap-Verfahren 6 VAR model 6 VAR-Modell 6 Conditional heteroskedasticity 5 Pairwise bootstrap 5 VAR 5 Wild bootstrap 5 Estimation theory 4 Mixing 4 Schätztheorie 4 Residual-Based Moving Block Bootstrap 3 Structural Vector Autoregression 3 Wild Bootstrap 3 ARCH model 2 ARCH-Modell 2 Einkommensteuer 2 Finanzpolitik 2 Fiscal Policy 2 Fiscal policy 2 Heteroscedasticity 2 Heteroskedastizität 2 Income tax 2 Schock 2 Shock 2 Steuerpolitik 2 Tax Shocks 2 Tax policy 2 Theorie 2 Theory 2 Time series analysis 2 USA 2 United States 2 Volatility 2 Volatilität 2 Zeitreihenanalyse 2 Anderson-Rubin confidence set 1 External Instruments 1 External instruments 1
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Online availability
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Free 8 Undetermined 3
Type of publication
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Book / Working Paper 8 Article 3
Type of publication (narrower categories)
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Working Paper 6 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 8 Undetermined 3
Author
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Jentsch, Carsten 10 Brüggemann, Ralf 5 Lunsford, Kurt G. 5 Trenkler, Carsten 5 Tian, Zheng 1 Yang, Zheng 1 Yuan, Zixia 1
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Institution
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Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1
Published in...
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Federal Reserve Bank of Cleveland working paper series 2 Working Paper Series 2 Working paper series 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Mathematics and Computers in Simulation (MATCOM) 1 Working Paper Series of the Department of Economics, University of Konstanz 1 Working Papers / Abteilung für Volkswirtschaftslehre, Universität Mannheim 1
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Source
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ECONIS (ZBW) 6 RePEc 3 EconStor 2
Showing 1 - 10 of 11
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Asymptotically valid bootstrap inference for proxy SVARs
Jentsch, Carsten; Lunsford, Kurt G. - 2019
Persistent link: https://www.econbiz.de/10012003975
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Asymptotically valid bootstrap inference for proxy SVARs
Jentsch, Carsten; Lunsford, Kurt G. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1876-1891
Persistent link: https://www.econbiz.de/10013540527
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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
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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:
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/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
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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