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Handbook of financial time series
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ECONIS (ZBW)
948
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1
On the finite-sample accuracy of nonparametric
resampling
algorithms for economic time series
Berkowitz, Jeremy
;
Birgean, Ionel
;
Kilian, Lutz
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 77-107)
.
2000
Persistent link: https://www.econbiz.de/10001548525
Saved in:
2
A test for strict stationarity
Lima, Luiz Renato
;
Néri, Breno de Andrade Pinheiro
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 17-30)
.
2013
Persistent link: https://www.econbiz.de/10009711170
Saved in:
3
Linearity testing for trending data with an application of the wild bootstrap
Kruse, Robinson
;
Sandberg, Rickard
- In:
Essays in nonlinear time series econometrics
,
(pp. 57-89)
.
2014
Persistent link: https://www.econbiz.de/10010385314
Saved in:
4
Consistent testing of functional form in time series models
Davidson, James E. H.
;
Halunga, Andreea G.
- In:
Essays in nonlinear time series econometrics
,
(pp. 28-56)
.
2014
Persistent link: https://www.econbiz.de/10010385315
Saved in:
5
Prediction intervals in linear and nonlinear time series with sieve bootstrap methodology
Allende, Héctor
;
Ulloa, Gustavo
;
Allende-Cid, Héctor
- In:
Empirical economic and financial research : theory, …
,
(pp. 255-273)
.
2015
Persistent link: https://www.econbiz.de/10010490108
Saved in:
6
Bootstrapping financial time series
Ruiz, Esther
;
Pascual, Lorenzo
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 35-64)
.
2003
Persistent link: https://www.econbiz.de/10001932651
Saved in:
7
Asset price behavior in complex environments
Brock, William A.
-
1997
Persistent link: https://www.econbiz.de/10001460434
Saved in:
8
Bootstrap model averaging unit root inference
Hansen, Bruce E.
;
Racine, Jeffrey
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 81-98)
.
2024
Persistent link: https://www.econbiz.de/10014559143
Saved in:
9
Fund-of-Funds Construction by Statistical Multiple Testing Methods
Wolf, Michael
;
Wunderli, Dan
- In:
The Oxford handbook of quantitative asset management
.
2012
Persistent link: https://www.econbiz.de/10012882306
Saved in:
10
A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho
;
Koul, Hira L.
;
Kim, Jiwoong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 187-206)
.
2023
Persistent link: https://www.econbiz.de/10014313667
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