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  • Search: subject:"Wild Bootstrap"
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Year of publication
Subject
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wild bootstrap 122 Bootstrap-Verfahren 120 Bootstrap approach 114 Wild bootstrap 95 Schätztheorie 59 Estimation theory 58 Zeitreihenanalyse 45 Time series analysis 44 Heteroskedastizität 27 Schätzung 26 Statistischer Test 26 Theorie 26 Estimation 25 Heteroscedasticity 24 Statistical test 24 Theory 22 Volatility 22 Volatilität 22 CRVE 20 ARCH-Modell 15 Cluster analysis 15 Clusteranalyse 15 Monte Carlo simulation 15 Monte-Carlo-Simulation 15 ARCH model 14 Regression analysis 14 Regressionsanalyse 14 Capital income 13 Kapitaleinkommen 13 wild cluster bootstrap 13 Bootstrap 12 Forecasting model 12 Nichtparametrisches Verfahren 12 Panel 12 Prognoseverfahren 12 clustered data 12 grouped data 12 robust inference 12 Nonparametric statistics 11 Panel study 11
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Online availability
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Free 146 Undetermined 78 CC license 1
Type of publication
All
Book / Working Paper 155 Article 105 Other 1
Type of publication (narrower categories)
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Working Paper 77 Article in journal 73 Aufsatz in Zeitschrift 73 Graue Literatur 42 Non-commercial literature 42 Arbeitspapier 41 Thesis 2 research-article 2 Article 1 Hochschulschrift 1 Konferenzschrift 1
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Language
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English 188 Undetermined 72 French 1
Author
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MacKinnon, James G. 28 Cavaliere, Giuseppe 25 Nielsen, Morten Ørregaard 15 Rahbek, Anders 14 Gonçalves, Sílvia 13 Hounyo, Ulrich 11 Taylor, Robert 11 Webb, Matthew 11 Herwartz, Helmut 10 Taylor, A. M. Robert 10 Flachaire, Emmanuel 9 Jentsch, Carsten 9 Taylor, A.M. Robert 9 Davidson, Russell 8 Kilian, Lutz 7 Kim, Jae H. 7 Monticini, Andrea 7 Meddahi, Nour 6 Santos, Andres 6 Boswijk, Herman Peter 5 Brüggemann, Ralf 5 Friedrich, Marina 5 Neumeyer, Natalie 5 Reimers, Hans-Eggert 5 Trenkler, Carsten 5 Webb, Matthew D. 5 Yang, Zhenlin 5 Canay, Ivan A. 4 Davidson, Russel 4 Gao, Jiti 4 Harvey, David I. 4 Lee, Tae-Hwy 4 Lin, Yicong 4 Lunsford, Kurt G. 4 Peng, Bin 4 Shaikh, Azeem M. 4 Smeekes, Stephan 4 Boldea, Otilia 3 Boswijk, H. Peter 3 Dette, Holger 3
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Institution
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Economics Department, Queen's University 7 School of Economics and Management, University of Aarhus 7 Granger Centre for Time Series Econometrics, School of Economics 5 HAL 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore 3 Econometric Society 3 University of Bonn, Germany 3 Økonomisk Institut, Københavns Universitet 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Cowles Foundation for Research in Economics, Yale University 2 Department of Economics and Related Studies, University of York 2 Deutsche Bundesbank 2 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre for Development Economics, Delhi School of Economics 1 Departement für Quantitative Wirtschaftsforschung, Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Department of Economics, University of Pennsylvania 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Economic Research Institute, College of Business and Economics 1 Economics Department, University of California-Davis 1 European Central Bank 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Institut für Volkswirschaftlehre, Fakultät für Wirtschaftswissenschaften 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Institute of Economic Research, Korea University 1 London School of Economics (LSE) 1 National Centre for Econometric Research (NCER) 1 School of Economics, Singapore Management University 1 Sezione di Economia e Finanza (DISEFIN), Facoltà di Economia 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tinbergen Instituut 1
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Published in...
All
Journal of econometrics 18 Queen's Economics Department Working Paper 14 Queen's Economics Department working paper 10 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 8 CREATES Research Papers 7 Working Papers / Economics Department, Queen's University 7 Economics letters 6 Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics 5 Discussion paper / Tinbergen Institute 5 Economic modelling 5 Tinbergen Institute Discussion Paper 5 Journal of Econometrics 4 MPRA Paper 4 Working paper / Department of Econometrics and Business Statistics, Monash University 4 DISCE - Working Papers del Dipartimento di Economia e Finanza 3 Discussion Paper Serie A 3 Discussion Papers / Økonomisk Institut, Københavns Universitet 3 Econometric Reviews 3 Econometric Society 2004 Australasian Meetings 3 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 3 Post-Print / HAL 3 Studies in Nonlinear Dynamics & Econometrics 3 Applied economics 2 Applied economics letters 2 CEMMAP working papers / Centre for Microdata Methods and Practice 2 CIRANO Working Papers 2 CREATES research paper 2 Cowles Foundation Discussion Papers 2 Discussion Paper Series 1 2 Discussion Paper Series 1: Economic Studies 2 Discussion Papers / Department of Economics and Related Studies, University of York 2 Discussion paper / Deutsche Bundesbank 2 Econometric reviews 2 Empirical Economics 2 Federal Reserve Bank of Cleveland working paper series 2 Finance a úvěr 2 International journal of finance & economics : IJFE 2 International review of financial analysis 2 Quaderni di Dipartimento 2 SFB 373 Discussion Paper 2
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Source
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ECONIS (ZBW) 116 RePEc 104 EconStor 37 BASE 2 Other ZBW resources 2
Showing 21 - 30 of 261
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Bootstrap tests for high-dimensional white-noise
Wang, Lengyang; Kong, Efang; Xia, Yingcun - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 241-254
Persistent link: https://www.econbiz.de/10013540816
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Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang - In: Applied economics 55 (2023) 5, pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
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Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of econometrics 235 (2023) 2, pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
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Extensions to IVX methods of inference for return predictability
Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M. M. - In: Journal of econometrics 237 (2023) 2,3, pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
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Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2020
prove the asymptotic validity of a wild bootstrap implementation. The proposed tests work for a null hypothesis of either no …
Persistent link: https://www.econbiz.de/10012431071
Saved in:
Cover Image
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2020
prove the asymptotic validity of a wild bootstrap implementation. The proposed tests work for a null hypothesis of either no …
Persistent link: https://www.econbiz.de/10012201366
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Cover Image
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - 2020
Persistent link: https://www.econbiz.de/10012317803
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Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar; Gupta, Rangan; Cuñado … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
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Adaptive Testing for Cointegration with Nonstationary Volatility
Boswijk, Herman Peter; Zu, Yang - 2019
size distortions in conventional cointegration tests, which may be resolved using the wild bootstrap, as shown by Cavaliere …
Persistent link: https://www.econbiz.de/10012114796
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The wild bootstrap with a small number of large clusters
Canay, Ivan A.; Santos, Andres; Shaikh, Azeem M. - 2019
This paper studies the properties of the wild bootstrap-based test proposed in Cameron et al. (2008) for testing …
Persistent link: https://www.econbiz.de/10012146392
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