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type:"article"
~isPartOf:"Journal of time series econometrics"
~subject:"Forecasting model"
~subject:"Bootstrap approach"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Bootstrap approach
Estimation theory
59
Schätztheorie
59
Time series analysis
39
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
10
Statistical test
10
Statistischer Test
10
Einheitswurzeltest
9
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Regression analysis
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Estimation
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cointegration
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Maximum likelihood estimation
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VAR model
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bootstrap
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Autocorrelation
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Bias
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Nichtparametrisches Verfahren
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Politis, Dimitris N.
2
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Hoogerheide, Lennart
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1
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1
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1
Phillips, Garry D. A.
1
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1
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Journal of time series econometrics
Journal of econometrics
136
International journal of forecasting
114
Journal of forecasting
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Economics letters
39
Econometric reviews
33
The econometrics journal
27
Econometric theory
23
Journal of the American Statistical Association : JASA
21
European journal of operational research : EJOR
17
Insurance / Mathematics & economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of banking & finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Finance research letters
10
Journal of empirical finance
10
Astin bulletin : the journal of the International Actuarial Association
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
9
Applied economics letters
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8
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International journal of production economics
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Oxford bulletin of economics and statistics
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Statistics in transition : an international journal of the Polish Statistical Association
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1
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
2
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
3
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
4
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
5
Local lagged adapted generalized method of moments : an innovative estimation and forecasting approach and its applications
Otunuga, Olusegun M.
;
Ladde, Gangaram S.
;
Ladde, Nathan G.
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10012022811
Saved in:
6
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
7
Tapered block bootstrap for unit root testing
Parker, Cameron
;
Paparoditis, Efstathios
;
Politis, …
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 37-67
Persistent link: https://www.econbiz.de/10010510047
Saved in:
8
Estimation bias and feasible conditional forecasts from the first-order moving average model
Bao, Yong
;
Zhang, Ru
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 63-80
Persistent link: https://www.econbiz.de/10010225248
Saved in:
9
Bootstrap point optimal unit root tests
Wang, Liqiong
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010225261
Saved in:
10
Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Liu-Evans, Gareth D.
;
Phillips, Garry D. A.
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009713311
Saved in:
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