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Search: subject:"dependent wild bootstrap"
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Bootstrap
5
Bootstrap approach
5
Bootstrap-Verfahren
5
Estimation theory
5
HAC covariance matrix estimator
5
Schätztheorie
5
dependent wild bootstrap
5
time series
5
wild bootstrap
5
Dependent Wild Bootstrap
4
Time series analysis
4
Zeitreihenanalyse
4
Panel
3
Panel study
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Asymptotic Theory
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Bias
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Bias Correction
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Hierarchical Model
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Systematischer Fehler
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Causality analysis
1
Correlation
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Edgeworth Expansion
1
Fund Performance Evaluation
1
Geldpolitik
1
Group-LASSO
1
Induktive Statistik
1
Investment Fund
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Investmentfonds
1
Kausalanalyse
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Korrelation
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Monetary policy
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Neural networks
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Neuronale Netze
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Semiparametric Model
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Statistical inference
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Treatment Effects
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Working Paper
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English
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Monticini, Andrea
5
Davidson, Russel
4
Gao, Jiti
4
Peng, Bin
4
Liu, Fei
3
Feng, Guohua
2
Davidson, Russell
1
Yan, Yayi
1
Yang, Yanrong
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Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
DISCE - Working Papers del Dipartimento di Economia e Finanza
3
Working Paper
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ECONIS (ZBW)
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RePEc
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EconStor
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Localized neural network modelling of time series : a case study on us monetary policy
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yang, Yanrong
-
2024
Persistent link: https://www.econbiz.de/10015073806
Saved in:
2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
Saved in:
3
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
4
Higher-order expansions and inference for panel data models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452601
Saved in:
5
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
Davidson, Russel
;
Monticini, Andrea
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10011739586
Saved in:
6
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
Davidson, Russel
;
Monticini, Andrea
-
Dipartimenti e Istituti di Scienze Economiche, …
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10011157184
Saved in:
7
Heteroskedasticity-and-autocorrelation-consistent bootstrapping
Davidson, Russell
;
Monticini, Andrea
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10011774249
Saved in:
8
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
Davidson, Russel
;
Monticini, Andrea
-
Dipartimenti e Istituti di Scienze Economiche, …
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10011099562
Saved in:
9
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
Davidson, Russel
;
Monticini, Andrea
-
Dipartimenti e Istituti di Scienze Economiche, …
-
2014
dependent
wild
bootstrap
. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10010819063
Saved in:
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