| Nome |
# |
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Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling, file e1dcb335-47f6-7715-e053-1705fe0a6cc9
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196
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EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT, file e1dcb335-28c3-7715-e053-1705fe0a6cc9
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157
|
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Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form, file e1dcb335-3fde-7715-e053-1705fe0a6cc9
|
96
|
|
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility, file e1dcb335-5b7d-7715-e053-1705fe0a6cc9
|
93
|
|
Determining the cointegration rank in heteroskedastic VAR models of unknown order, file e1dcb335-5c2c-7715-e053-1705fe0a6cc9
|
93
|
|
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS, file e1dcb335-1e33-7715-e053-1705fe0a6cc9
|
91
|
|
Co-integration rank determination in partial systems using information criteria, file e1dcb335-3fd2-7715-e053-1705fe0a6cc9
|
90
|
|
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets, file e1dcb335-5b73-7715-e053-1705fe0a6cc9
|
81
|
|
Inference on co-integration parameters in heteroskedastic vector autoregressions, file e1dcb335-47f2-7715-e053-1705fe0a6cc9
|
66
|
|
Bootstrap testing of hypotheses on co-integration relations in VAR models, file e1dcb335-5c32-7715-e053-1705fe0a6cc9
|
62
|
|
Adaptive Inference in Heteroscedastic Fractional Time Series Models, file e1dcb335-d4c6-7715-e053-1705fe0a6cc9
|
60
|
|
Sieve-based inference for infinite-variance linear processes, file e1dcb32e-6f66-7715-e053-1705fe0a6cc9
|
41
|
|
Inference under random limit bootstrap measures, file e1dcb336-2c96-7715-e053-1705fe0a6cc9
|
36
|
|
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models, file e1dcb339-f514-7715-e053-1705fe0a6cc9
|
33
|
|
Adaptive Inference in Heteroscedastic Fractional Time Series Models, file 4f1f6ad5-b7e0-4d63-9ce4-f596e8b5ce38
|
29
|
|
An identification and testing strategy for proxy-SVARs with weak proxies, file 702bcf8d-4b0e-4148-8ac8-9ab05cb9cfa8
|
26
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|
A note of unit root testing in the presence of level shifts, file e1dcb334-ec2e-7715-e053-1705fe0a6cc9
|
26
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|
Bootstrapping non-stationary stochastic volatility, file e1dcb337-6aef-7715-e053-1705fe0a6cc9
|
25
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A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS, file 746cc69b-4e59-4900-93fb-b1758a64fb88
|
24
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|
Bootstrapping non-stationary stochastic volatility, file e1dcb337-5c77-7715-e053-1705fe0a6cc9
|
18
|
|
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models, file cdc6a33e-100e-4faf-b609-49b748ff4b2f
|
17
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|
Inference under random limit bootstrap measures, file e1dcb335-f0b0-7715-e053-1705fe0a6cc9
|
11
|
|
The Fixed Volatility Bootstrap for a Class of Arch(q) Models, file e1dcb334-4e72-7715-e053-1705fe0a6cc9
|
9
|
|
Determining the cointegration rank in heteroskedastic VAR models of unknown order, file e1dcb337-0ba5-7715-e053-1705fe0a6cc9
|
8
|
|
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models, file e1dcb334-dd91-7715-e053-1705fe0a6cc9
|
7
|
|
Co-integration rank determination in partial systems using information criteria, file e1dcb335-0404-7715-e053-1705fe0a6cc9
|
7
|
|
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form, file e1dcb330-7dae-7715-e053-1705fe0a6cc9
|
6
|
|
Tail behavior of ACD models and consequences for likelihood-based estimation, file f524efb5-690f-446d-9029-1cad380689b9
|
6
|
|
Bootstrap testing of hypotheses on co-integration relations in VAR models, file e1dcb32c-65e1-7715-e053-1705fe0a6cc9
|
5
|
|
Co-integration rank determination in partial systems using information criteria, file e1dcb32f-edda-7715-e053-1705fe0a6cc9
|
5
|
|
Bootstrap inference for Hawkes and general point processes, file e1dcb33a-1094-7715-e053-1705fe0a6cc9
|
5
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|
Firm size and the Italian Stock Exchange, file e1dcb33a-2a16-7715-e053-1705fe0a6cc9
|
5
|
|
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models, file 15f8a4d8-acdf-487b-a6e9-be8a49f65eaa
|
4
|
|
Investigating stock market behavior using a multivariate Markov-switching approach, file e1dcb32c-1b63-7715-e053-1705fe0a6cc9
|
4
|
|
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion, file e1dcb32c-2621-7715-e053-1705fe0a6cc9
|
4
|
|
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form, file e1dcb334-9a43-7715-e053-1705fe0a6cc9
|
4
|
|
Bootstrapping non-stationary stochastic volatility, file e1dcb337-6af0-7715-e053-1705fe0a6cc9
|
4
|
|
Specification tests for GARCH processes with nuisance parameters on the boundary, file 07bb3ae1-983c-4637-ad42-1f61e3c32db8
|
3
|
|
Inference in heavy-tailed non-stationary multivariate time series, file d6256451-0ffc-42b9-8ded-5a09afa82d20
|
3
|
|
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form, file e1dcb330-50a6-7715-e053-1705fe0a6cc9
|
3
|
|
The Fixed Volatility Bootstrap for a Class of Arch(q) Models, file e1dcb331-9abe-7715-e053-1705fe0a6cc9
|
3
|
|
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling, file e1dcb333-e4f9-7715-e053-1705fe0a6cc9
|
3
|
|
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS, file e1dcb334-7498-7715-e053-1705fe0a6cc9
|
3
|
|
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets, file e1dcb32e-2ff5-7715-e053-1705fe0a6cc9
|
2
|
|
Inference on co-integration parameters in heteroskedastic vector autoregressions, file e1dcb32e-6f67-7715-e053-1705fe0a6cc9
|
2
|
|
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility, file e1dcb333-e98d-7715-e053-1705fe0a6cc9
|
2
|
|
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets, file e1dcb334-94cd-7715-e053-1705fe0a6cc9
|
2
|
|
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS, file e1dcb334-9709-7715-e053-1705fe0a6cc9
|
2
|
|
Determining the cointegration rank in heteroskedastic VAR models of unknown order, file e1dcb334-cd44-7715-e053-1705fe0a6cc9
|
2
|
|
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models, file e1dcb334-e946-7715-e053-1705fe0a6cc9
|
2
|
|
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS, file e1dcb336-ea2a-7715-e053-1705fe0a6cc9
|
2
|
|
International dynamic risk sharing, file e1dcb32b-d1f7-7715-e053-1705fe0a6cc9
|
1
|
|
Bootstrap determination of the co-integration rank in VAR models, file e1dcb32c-2620-7715-e053-1705fe0a6cc9
|
1
|
|
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility, file e1dcb335-25d1-7715-e053-1705fe0a6cc9
|
1
|
|
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models, file e1dcb335-6ef2-7715-e053-1705fe0a6cc9
|
1
|
|
Adaptive Inference in Heteroscedastic Fractional Time Series Models, file e1dcb338-fedf-7715-e053-1705fe0a6cc9
|
1
|
|
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models, file e1dcb339-f513-7715-e053-1705fe0a6cc9
|
1
|
| Totale |
1.494 |