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subject:"Bootstrap-Verfahren"
~isPartOf:"Economic modelling"
~subject:"Asien"
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Bootstrap-Verfahren
Asien
Bootstrap approach
36
Theorie
11
Theory
11
Estimation
8
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8
Estimation theory
7
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7
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7
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Roca, Eduardo
4
Hatemi-J, Abdulnasser
3
Minford, Patrick
2
Afonso, António
1
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1
Bertelli, Stefano
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Economic modelling
Journal of econometrics
179
Economics letters
71
CEMMAP working papers / Centre for Microdata Methods and Practice
62
Econometric reviews
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Econometric theory
41
Queen's Economics Department working paper
38
Applied economics
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
The econometrics journal
28
Cowles Foundation discussion paper
26
International journal of forecasting
26
Discussion paper / Center for Economic Research, Tilburg University
25
Applied economics letters
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
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22
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Econometrics : open access journal
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Journal of the American Statistical Association : JASA
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
2
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
3
Top-income data and income inequality correction in China
Li, Chengyou
;
Yu, Yangcheng
;
Li, Qinghai
- In:
Economic modelling
97
(
2021
),
pp. 210-219
Persistent link: https://www.econbiz.de/10012793320
Saved in:
4
Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi
;
Raïssi, Hamdi
- In:
Economic modelling
90
(
2020
),
pp. 182-189
Persistent link: https://www.econbiz.de/10012428132
Saved in:
5
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
6
Exchange rates and fundamentals : a bootstrap panel data analysis
Xie, Zixiong
;
Chen, Shyh-Wei
- In:
Economic modelling
78
(
2019
),
pp. 209-224
Persistent link: https://www.econbiz.de/10012198935
Saved in:
7
Are financial returns really predictable out-of-sample? : evidence from a new bootstrap test
Liu, Li
;
Bu, Ruijun
;
Pan, Zhiyuan
;
Xu, Yuhua
- In:
Economic modelling
81
(
2019
),
pp. 124-135
Persistent link: https://www.econbiz.de/10012201494
Saved in:
8
Explosiveness in G11 currencies
Steenkamp, Daan
- In:
Economic modelling
68
(
2018
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011935668
Saved in:
9
Analyzing the efficiency performance of major Australian mining companies using bootstrap data envelopment analysis
Hosseinzadeh, Ahmad
;
Smyth, Russell
;
Valadkhani, Abbas
; …
- In:
Economic modelling
57
(
2016
),
pp. 26-35
Persistent link: https://www.econbiz.de/10011646787
Saved in:
10
Efficiency of microfinance institutions in Sri Lanka : a two-stage double bootstrap DEA approach
Wijesiri, Mahinda
;
Viganò, Laura
;
Meoli, Michele
- In:
Economic modelling
47
(
2015
),
pp. 74-83
Persistent link: https://www.econbiz.de/10011438882
Saved in:
11
Wild bootstrap testing for cointegration in an ESTAR error correction model
Maki, Daiki
- In:
Economic modelling
47
(
2015
),
pp. 280-291
Persistent link: https://www.econbiz.de/10011439126
Saved in:
12
How integrated are real estate markets with the world market? : evidence from case-wise bootstrap analysis
Hatemi-J, Abdulnasser
;
Roca, Eduardo
;
Al-Shayeb, Abdulrahman
- In:
Economic modelling
37
(
2014
),
pp. 137-142
Persistent link: https://www.econbiz.de/10010417225
Saved in:
13
Reexamining the PPP hypothesis : a nonlinear asymmetric heterogeneous panel unit root test
Emirmahmutoglu, Furkan
;
Omay, Tolga
- In:
Economic modelling
40
(
2014
),
pp. 184-190
Persistent link: https://www.econbiz.de/10010425695
Saved in:
14
Euro introduction : has there been a structural change? ; study on 10 European Union countries
Legrand, Romain
- In:
Economic modelling
40
(
2014
),
pp. 136-151
Persistent link: https://www.econbiz.de/10010425711
Saved in:
15
Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H.
- In:
Economic modelling
41
(
2014
),
pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
Saved in:
16
Moran's I test of spatial panel data model : based on bootstrap method
Ren, Tongxian
;
Long, Zhihe
;
Zhang, Rengui
;
Chen, Qingqing
- In:
Economic modelling
41
(
2014
),
pp. 9-14
Persistent link: https://www.econbiz.de/10010438511
Saved in:
17
Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je
;
Cheung, Adrian Wai Kong
;
Roca, Eduardo
- In:
Economic modelling
36
(
2014
),
pp. 161-171
Persistent link: https://www.econbiz.de/10010412382
Saved in:
18
A ridge bootstrap method for analyzing APT effects on the mortgage loan market
Sjölander, Pär
- In:
Economic modelling
30
(
2013
),
pp. 844-855
Persistent link: https://www.econbiz.de/10009708788
Saved in:
19
Economic growth and financial development in Asian countries : a bootstrap panel Granger causality analysis
Hsueh, Shun-jen
;
Hu, Yu-hau
;
Tu, Chien Heng
- In:
Economic modelling
32
(
2013
),
pp. 294-301
Persistent link: https://www.econbiz.de/10009761537
Saved in:
20
Testing for Granger non-causality using the autoregressive metric
Di Iorio, Francesca
;
Triacca, Umberto
- In:
Economic modelling
33
(
2013
),
pp. 120-125
Persistent link: https://www.econbiz.de/10010192026
Saved in:
21
Does globalization affect the insurance markets? : bootstrap panel Granger causality test
Chang, Tsangyao
;
Cheng, Shu-ching
;
Pan, Guochen
;
Wu, …
- In:
Economic modelling
33
(
2013
),
pp. 254-260
Persistent link: https://www.econbiz.de/10010192961
Saved in:
22
Testing population variance in case of one sample and the difference of variances in case of two samples : example of wage and pension data sets in Serbia
Rajic, Vesna Cojbasic
;
Kocovic, Jelena
;
Loncar, Dragan
; …
- In:
Economic modelling
29
(
2012
)
3
,
pp. 610-613
Persistent link: https://www.econbiz.de/10009544871
Saved in:
23
Using BS-PSD-LDA approach to measure operational risk of Chinese commercial banks
Wang, Zongrun
;
Wang, Wuchao
;
Chen, Xiaohong
;
Jin, Yanbo
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2095-2103
Persistent link: https://www.econbiz.de/10009673862
Saved in:
24
How globally contagious was the recent US real estate market crisis? : evidence based on a new contagion test
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Economic modelling
28
(
2011
)
6
,
pp. 2560-2565
Persistent link: https://www.econbiz.de/10009512505
Saved in:
25
Bootstrapping asset price bubbles
Gutierrez, Luciano
- In:
Economic modelling
28
(
2011
)
6
,
pp. 2488-2493
Persistent link: https://www.econbiz.de/10009512539
Saved in:
26
Empirical likelihood confidence intervals for the Gini measure of income inequality
Qin, Yongsong
;
Rao, J. N. K.
;
Wu, Changbao
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1429-1435
Persistent link: https://www.econbiz.de/10008825754
Saved in:
27
The "puzzles" methodology : en route to indirect inference?
Le, Vo Phuong Mai
;
Minford, Patrick
;
Wickens, Michael R.
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1417-1428
Persistent link: https://www.econbiz.de/10008825755
Saved in:
28
Are OECD consumption-income ratios stationary after all?
Romero-Ávila, Diego
- In:
Economic modelling
26
(
2009
)
1
,
pp. 107-117
Persistent link: https://www.econbiz.de/10003816702
Saved in:
29
Bootstrapping covariate stationarity tests for inflation rates
Lee, Cheng-Feng
;
Tsong, Ching-Chuan
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1443-1448
Persistent link: https://www.econbiz.de/10003923606
Saved in:
30
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors
Mantalos, Panagiotis
;
Shukur, Ghazi
- In:
Economic modelling
25
(
2008
)
5
,
pp. 1040-1050
Persistent link: https://www.econbiz.de/10003800721
Saved in:
31
Cross-country efficiency of secondary education provision : a semi-parametric analysis with non-discretionary inputs
Afonso, António
;
St. Aubyn, Miguel
- In:
Economic modelling
23
(
2006
)
3
,
pp. 476-491
Persistent link: https://www.econbiz.de/10003333378
Saved in:
32
A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Economic modelling
23
(
2006
)
6
,
pp. 993-1007
Persistent link: https://www.econbiz.de/10003387615
Saved in:
33
Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area
Focarelli, Dario
- In:
Economic modelling
22
(
2005
)
2
,
pp. 305-325
Persistent link: https://www.econbiz.de/10002636915
Saved in:
34
Estimating large rational expectations models by FIML - some experiments using a new algorithm with bootstrap confidence limits
Minford, Patrick
;
Webb, Bruce
- In:
Economic modelling
22
(
2005
)
1
,
pp. 187-205
Persistent link: https://www.econbiz.de/10002561962
Saved in:
35
Forecasting inflation with thick models and neural networks
McAdam, Peter
;
McNelis, Paul D.
- In:
Economic modelling
22
(
2005
)
5
,
pp. 848-867
Persistent link: https://www.econbiz.de/10003116581
Saved in:
36
Bootstrapping R 2 and adjusted R 2 in regression analysis
Ohtani, Kazuhiro
- In:
Economic modelling
17
(
2000
)
4
,
pp. 473-483
Persistent link: https://www.econbiz.de/10001533876
Saved in:
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