//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Block Bootstrap Consistency Un...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
1,225
Time series analysis
1,224
Theorie
698
Theory
698
Forecasting model
537
Prognoseverfahren
537
Estimation theory
433
Schätztheorie
433
Bootstrap approach
205
Bootstrap-Verfahren
205
Estimation
194
Schätzung
193
Volatility
166
Volatilität
166
Nichtparametrisches Verfahren
118
Nonparametric statistics
118
Statistical test
116
Statistischer Test
116
Regression analysis
100
Regressionsanalyse
99
Stochastic process
95
Stochastischer Prozess
95
VAR model
91
VAR-Modell
91
Factor analysis
86
Faktorenanalyse
86
Bayes-Statistik
85
Bayesian inference
85
Cointegration
83
Kointegration
82
ARCH model
80
ARCH-Modell
80
Forecasting
76
Capital income
71
Kapitaleinkommen
71
Economic forecast
70
State space model
70
Wirtschaftsprognose
70
Zustandsraummodell
69
Time series
67
more ...
less ...
Online availability
All
Undetermined
641
Free
2
Type of publication
All
Article
1,379
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
1,386
Aufsatz in Zeitschrift
1,386
Collection of articles of several authors
20
Sammelwerk
20
Conference paper
7
Konferenzbeitrag
7
Konferenzschrift
7
Festschrift
6
Conference proceedings
5
Aufsatzsammlung
3
Interview
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,394
Author
All
Phillips, Peter C. B.
27
Taylor, Robert
22
Franses, Philip Hans
15
Hyndman, Rob J.
15
Koopman, Siem Jan
15
Linton, Oliver
14
Hendry, David F.
13
Marcellino, Massimiliano
13
Swanson, Norman R.
13
Teräsvirta, Timo
13
Chen, Xiaohong
12
Koop, Gary
12
Leybourne, Stephen James
11
Makridakis, Spyros G.
11
Park, Joon Y.
11
Clements, Michael P.
10
Hallin, Marc
10
Hidalgo, Javier
10
Robinson, Peter M.
10
Spiliotis, Evangelos
10
Xiao, Zhijie
10
Assimakopoulos, V.
9
Castle, Jennifer
9
Corradi, Valentina
9
Dijk, Dick van
9
Koehler, Anne B.
9
Athanasopoulos, George
8
Cavaliere, Giuseppe
8
Harvey, David I.
8
Lucas, André
8
Lütkepohl, Helmut
8
Perron, Pierre
8
Peña, Daniel
8
Ruiz, Esther
8
Todorov, Viktor
8
White, Halbert
8
Andersen, Torben
7
Blasques, Francisco
7
Breitung, Jörg
7
Chang, Yoosoon
7
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
International journal of forecasting
Journal of econometrics
MPRA Paper
541
Economics letters
508
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
434
Discussion paper / Tinbergen Institute
417
Applied economics
352
Econometric theory
347
Journal of forecasting
347
Economic modelling
297
Econometric reviews
261
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
254
Working Paper
241
Applied economics letters
239
Working paper
219
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
211
Working paper / Department of Econometrics and Business Statistics, Monash University
208
Energy economics
205
CESifo working papers
183
CREATES research paper
178
NBER Working Paper
171
IZA Discussion Papers
169
NBER working paper series
169
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
166
CEMMAP working papers / Centre for Microdata Methods and Practice
161
Journal of applied econometrics
160
Tinbergen Institute Discussion Papers
157
Cowles Foundation Discussion Paper
150
Econometrics : open access journal
150
Working paper / National Bureau of Economic Research, Inc.
147
Tinbergen Institute Discussion Paper
145
Computational economics
139
Journal of Econometrics
135
Cowles Foundation discussion paper
132
Discussion paper / Centre for Economic Policy Research
127
Journal of empirical finance
125
Cowles Foundation Discussion Papers
118
The econometrics journal
118
Discussion paper series / IZA
117
Journal of economic dynamics & control
114
more ...
less ...
Source
All
ECONIS (ZBW)
1,393
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
1,394
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Unit root testing via the stationary bootstrap
Parker, Cameron
;
Paparoditis, Efstathios
;
Politis, …
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 601-638
Persistent link: https://www.econbiz.de/10003359595
Saved in:
2
A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
Saved in:
3
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
;
Jäschke, Stefan
;
Wied, Dominik
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
Saved in:
4
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
5
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
Saved in:
6
Bootstrap multi-step forecasts of non-Gaussian VAR models
Fresoli, Diego
;
Ruiz, Esther
;
Pascual, Lorenzo
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 834-848
Persistent link: https://www.econbiz.de/10011474590
Saved in:
7
Improving time series forecasting: an approach combining bootstrap aggregation, clusters and exponential smoothing
Dantas, Tiago Mendes
;
Oliveira, Fernando Luiz Cyrino
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 748-761
Persistent link: https://www.econbiz.de/10012031097
Saved in:
8
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
9
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
10
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->