Saint Gallen, St. Gallen CH-9000
University of St. Gallen
in Total Papers Downloads
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Subsampling, bootstrap, breakdown point, robustness, time series
Subsampling, bootstrap, breakdown point, robustness
Predictive Regression, Stock Return Predictability, Bootstrap, Subsampling, Robustness
Realized volatility, Adaptive lasso, HAR model, Test for false positives, Lag structure
Adaptive lasso, Time series, Oracle properties, Finite sample inference, Taylor rule monetary policy model
Predictive regression models, differencing transfomations, robust inference
Bootstrap, Breakdown point, Instrumental variable regression
Bootstrap, Breakdown point, GMM
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File name: j-423X.
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Block Bootstrap, Quasi-Likelihood Ratio Tests, Asymptotic Refinements
Bartlett correction, Empirical likelihood, Cressie-Read power divergence family
Tail Risk, Risk Factor, Risk-Neutral Probability, Prediction of Market Returns, Economic Predictability
File name: ECTJ.
Asymptotic refinements, Extremum estimators, Nonparametric bootstrap, Quasi‐likelihood ratio tests
inference, variance estimation, treatment effects, matching, inverse probability weighting
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