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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"CAMA working paper series"
~isPartOf:"CREATES research paper"
~person:"Cavaliere, Giuseppe"
~subject:"Estimation theory"
~type_genre:"Working Paper"
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Prognoseverfahren
Estimation theory
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Time series analysis
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Cavaliere, Giuseppe
Nielsen, Morten Ørregaard
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Teräsvirta, Timo
11
Johansen, Søren
10
Kristensen, Dennis
8
Podolskij, Mark
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Cattaneo, Matias D.
6
Jansson, Michael
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Kruse, Robinson
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Christensen, Bent Jesper
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Hounyo, Ulrich
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Varneskov, Rasmus Tangsgaard
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Lunde, Asger
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MacKinnon, James G.
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Silvennoinen, Annastiina
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Taylor, Robert
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Bearden, J. Neil
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Bennedsen, Mikkel
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Crump, Richard K.
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Evgeniou, Theodoros
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Filipowicz, Allan
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Gatignon, Hubert A.
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Jain, Kriti
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Kanaya, Shin
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Kock, Anders Bredahl
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Medeiros, Marcelo C.
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Nielsen, Bent
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Parra-Alvarez, Juan Carlos
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Posch, Olaf
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Proietti, Tommaso
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Rossi, Eduardo
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Sibbertsen, Philipp
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Faculty & research / Insead : working paper series
CAMA working paper series
CREATES research paper
Discussion papers / Department of Economics, University of Copenhagen
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Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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2
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
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3
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
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