Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Oxford bulletin of economics and statistics"
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
Bootstrap Determination of the...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cointegration
4
Kointegration
4
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Estimation theory
1
Heteroscedasticity
1
Heteroskedastizität
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Ranking method
1
Ranking-Verfahren
1
Schätztheorie
1
Statistical test
1
Statistischer Test
1
VAR model
1
VAR-Modell
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Undetermined
2
Author
All
Rahbek, Anders
5
Cavaliere, Giuseppe
4
Taylor, Robert
3
Bec, Frédérique
2
De Angelis, Luca
2
Nielsen, Bent
2
Fanelli, Luca
1
Shephard, Neil
1
Shephard, Neil G.
1
Trenkler, Carsten
1
more ...
less ...
Published in...
All
Oxford bulletin of economics and statistics
Discussion Papers / Økonomisk Institut, Københavns Universitet
678
Econometric theory
41
Econometric Theory
35
FRU Working Papers
29
Journal of econometrics
28
Discussion papers / Department of Economics, University of Copenhagen
20
Econometric reviews
18
Journal of Econometrics
17
Blå Memoserie
16
Quaderni di Dipartimento
16
CREATES Research Papers
13
CREATES research paper
13
The econometrics journal
12
Econometric Reviews
8
Univ. of Copenhagen Dept. of Economics Discussion Paper
8
Econometrics Journal
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
CREATES Research Paper
5
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Oxford Bulletin of Economics and Statistics
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Institute for New Economic Thinking Working Paper Series
4
Studies in Nonlinear Dynamics & Econometrics
4
Econometrica
3
Economics Bulletin
3
Economics letters
3
Journal of Applied Econometrics
3
Journal of Time Series Analysis
3
Journal of applied econometrics
3
Applied economics
2
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Discussion Papers / School of Economics, University of Nottingham
2
Discussion paper / Tinbergen Institute
2
Economics Letters
2
Economics Series Working Papers / Department of Economics, Oxford University
2
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
2
International review of economics & finance : IREF
2
Journal of Empirical Finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
OLC EcoSci
2
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
1
,
pp. 106-128
Persistent link: https://www.econbiz.de/10011373619
Saved in:
2
Similarity Issues in Cointegration Analysis
Nielsen, Bent
;
Rahbek, Anders
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
1
,
pp. 5-22
Persistent link: https://www.econbiz.de/10006454595
Saved in:
3
Similarity issues in cointegration analysis
Nielsen, Bent
;
Rahbek, Anders
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
1
,
pp. 5-22
Persistent link: https://www.econbiz.de/10001481785
Saved in:
4
The ACR Model: A Multivariate Dynamic Mixture Autoregression
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 583-618
Persistent link: https://www.econbiz.de/10008103830
Saved in:
5
The ACR model : a multivariate dynamic mixture autoregression
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil G.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 583-618
Persistent link: https://www.econbiz.de/10003759114
Saved in:
6
Testing for a change in persistence in the presence of a volatility shift
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 761-781
Persistent link: https://www.econbiz.de/10003393459
Saved in:
7
Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
5
,
pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
Saved in:
8
Co-integration rank determination in partial systems using information criteria
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Fanelli, Luca
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
1
,
pp. 65-89
Persistent link: https://www.econbiz.de/10011969541
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
