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Search: subject:"Wild Bootstrap"
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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
All
Free
146
Undetermined
78
CC license
1
Type of publication
All
Book / Working Paper
155
Article
105
Other
1
Type of publication (narrower categories)
All
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
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1
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English
188
Undetermined
72
French
1
Author
All
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
All
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
All
ECONIS (ZBW)
116
RePEc
104
EconStor
37
BASE
2
Other ZBW resources
2
Showing
21
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30
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261
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21
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
Saved in:
22
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
Saved in:
23
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
Saved in:
24
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
Saved in:
25
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:
26
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
Saved in:
27
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
28
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
Saved in:
29
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
Saved in:
30
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
Saved in:
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