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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Motegi, Kaiji"
~subject:"Statistischer Test"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Nachruf"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Statistischer Test
Estimation theory
5
Schätztheorie
5
Estimation
3
Schätzung
3
Statistical test
3
Time series analysis
3
Börsenkurs
2
Causality analysis
2
Granger causality test
2
Kausalanalyse
2
Share price
2
VAR model
2
VAR-Modell
2
Vector autoregression (VAR)
2
Blockwise wild bootstrap
1
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COVID-19
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Capital income
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1
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Mixed data sampling (MIDAS)
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Motegi, Kaiji
Phillips, Peter C. B.
11
Bera, Anil K.
10
Gao, Jiti
9
Li, Jia
9
Linton, Oliver
9
Zhu, Ke
9
Cai, Zongwu
8
Taylor, Robert
8
Koopman, Siem Jan
7
Lütkepohl, Helmut
7
Teräsvirta, Timo
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Doğan, Osman
6
Francq, Christian
6
Hill, Jonathan B.
6
Kim, Donggyu
6
Leybourne, Stephen James
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Nielsen, Morten Ørregaard
6
Peng, Liang
6
Su, Liangjun
6
Sun, Yixiao
6
Taṣpınar, Süleyman
6
Todorov, Viktor
6
Wang, Shouyang
6
Blasques, Francisco
5
Davis, Richard A.
5
Dong, Chaohua
5
Dufour, Jean-Marie
5
Hassler, Uwe
5
Hong, Yongmiao
5
Kapetanios, George
5
Li, Guodong
5
Omay, Tolga
5
Robinson, Peter M.
5
Sbrana, Giacomo
5
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Journal of econometrics
2
Econometric theory
1
Economic modelling
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
3
A max-correlation white noise test for weakly dependent time series
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Econometric theory
36
(
2020
)
5
,
pp. 907-960
Persistent link: https://www.econbiz.de/10012307244
Saved in:
4
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
5
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
Saved in:
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