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  • Search: subject:"Stationary Bootstrap"
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Year of publication
Subject
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Stationary bootstrap 21 Bootstrap approach 12 Bootstrap-Verfahren 12 stationary bootstrap 11 Panel cointegration 7 Time series analysis 7 Zeitreihenanalyse 7 Estimation theory 6 Schätztheorie 6 Savings 5 Stationary Bootstrap 5 parameter stability tests 5 FM-OLS 4 Feldstein-Horioka puzzle 4 Investments 4 OECD 4 Theorie 4 Theory 4 Weak dependence 4 Estimation 3 Panel Cointegration 3 Risikomaß 3 Risk measure 3 Schätzung 3 Statistical test 3 Statistischer Test 3 ARCH model 2 ARCH-Modell 2 Aktienindex 2 Autoregressive sieve bootstrap 2 Block bootstrap 2 Breaks 2 Capital income 2 Capital mobility 2 Cointegration 2 Discrete Fourier transform 2 Einheitswurzeltest 2 Evolutionary algorithms 2 Feldstein–Horioka puzzle 2 Index tracking 2
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Online availability
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Undetermined 18 Free 14
Type of publication
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Article 26 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1
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Language
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English 22 Undetermined 15
Author
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Fachin, Stefano 12 Di Iorio, Francesca 9 Hwang, Eunju 4 Shin, Dong Wan 3 Andriosopoulos, Kostas 2 Doumpos, Michael 2 Iorio, Francesca Di 2 Jentsch, Carsten 2 Kejriwal, Mohitosh 2 Papapostolou, Nikos C. 2 Pouliasis, Panos K. 2 Psaradakis, Zacharias G. 2 Subba Rao, Suhasini 2 Camacho, Máximo 1 Cao, Bolong 1 Cao, Ricardo 1 Chudý, M. 1 Clark, Allan Ernest 1 Corradi, Valentina 1 Cribben, Ivor 1 Davis, Richard A. 1 Gulesserian, Sevan 1 Gulesserian, Sevan G. 1 Han, Heejoon 1 Hsu, Po-Hsuan 1 Huang, Chun-Kai 1 Iorio, Francesca 1 Jayasuriya, Shamila 1 Jung, Whayoung 1 Karmakar, S. 1 Kuan, Chung-Ming 1 Laker, Ian 1 Lazar, Emese 1 Lee, Ji Hyung 1 Mikosch, Thomas 1 Mikova, Evgeniya 1 Nazarov, Nikolai 1 Patton, Andrew 1 Politis, Dimitris 1 Pérez-Quirós, Gabriel 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Banco de España 1 Banco de México 1 Business School, University of Exeter 1 Dipartimento di Scienze Statistiche, Facoltà di Scienze Statistiche 1 Institut für Weltwirtschaft (IfW) 1 Institute of Economics, Academia Sinica 1
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Published in...
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 3 Economics Bulletin 2 Empirical Economics 2 Journal of Econometrics 2 Journal of econometrics 2 MPRA Paper 2 Statistics & Probability Letters 2 Banco de España Working Papers 1 Birkbeck working papers in economics and finance : BWPEF 1 Computational Statistics & Data Analysis 1 DSS Empirical Economics and Econometrics Working Papers Series 1 Discussion Papers / Business School, University of Exeter 1 Econometric Reviews 1 Economics - The Open-Access, Open-Assessment E-Journal 1 Economics Discussion Papers 1 Economics Discussion Papers / Institut für Weltwirtschaft (IfW) 1 Economics: The Open-Access, Open-Assessment E-Journal 1 European journal of operational research : EJOR 1 IEAS Working Paper : academic research 1 Journal of financial econometrics 1 NBS working paper 1 Risk management : a journal of risk, crisis and disaster 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 The North American Journal of Economics and Finance 1 The North American journal of economics and finance : a journal of financial economics studies 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1 Transportation Research Part E: Logistics and Transportation Review 1 Transportation research / E : an international journal 1 Working Papers / Banco de México 1
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Source
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RePEc 22 ECONIS (ZBW) 13 EconStor 2
Showing 1 - 10 of 37
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Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon; Jung, Whayoung; Lee, Ji Hyung - In: Journal of financial econometrics 22 (2024) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
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Loss function-based change point detection in risk measures
Lazar, Emese; Wang, Shixuan; Xue, Xiaohan - In: European journal of operational research : EJOR 310 (2023) 1, pp. 415-431
Persistent link: https://www.econbiz.de/10014340186
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Bootstrap-assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Márian - 2018
Persistent link: https://www.econbiz.de/10011903680
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Bootstrap assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Marián - 2018
Persistent link: https://www.econbiz.de/10012134646
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Long-term prediction intervals of economic time series
Chudý, M.; Karmakar, S.; Wu, W. B. - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 191-222
Persistent link: https://www.econbiz.de/10012216373
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Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju; Shin, Dong-wan - In: Journal of econometrics 202 (2018) 2, pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
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Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test
Di Iorio, Francesca; Fachin, Stefano - Dipartimento di Scienze Statistiche, Facoltà di … - 2012
In this paper we test for the existence of a long-run savings-investments relationship in 18 OECD economies over the period 1970-2007. Although individual modelling provides only very weak support to the hypothesis of a link between savings and investments, this cannot be ruled out as individual...
Persistent link: https://www.econbiz.de/10010616502
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Stop losses momentum strategy : from profit maximization to risk control under White's Bootstrap reality check
Teplova, Tamara V.; Mikova, Evgeniya; Nazarov, Nikolai - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 240-258
Persistent link: https://www.econbiz.de/10011792865
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Dependent bootstrapping for value-at-risk and expected shortfall
Laker, Ian; Huang, Chun-Kai; Clark, Allan Ernest - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 4, pp. 301-322
Persistent link: https://www.econbiz.de/10011850004
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Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect?
Cao, Bolong; Jayasuriya, Shamila; Shambora, William - In: Economics Bulletin 30 (2010) 3, pp. 1842-1851
An increasing number of investors are including futures-based commodity index funds in their portfolios. The argument is that these funds increase diversification, enhance returns and serve as an inflation hedge. Much of the recent literature served to reinforce these ideas. We update the...
Persistent link: https://www.econbiz.de/10008596626
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