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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Jin, Sainan"
~source:"econis"
~subject:"Heteroscedasticity"
~subject:"Kointegration"
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Estimation theory
Heteroscedasticity
Kointegration
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Autocorrelation
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Autokorrelation
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Jin, Sainan
Phillips, Peter C. B.
102
Andrews, Donald W. K.
40
Chen, Xiaohong
18
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10
Armstrong, Timothy B.
8
Otsu, Taisuke
7
Sun, Yixiao
7
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5
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Fair, Ray C.
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Gao, Jiti
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4
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4
Shimotsu, Katsumi
4
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4
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4
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3
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3
Han, Chirok
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Kheifets, Igor
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Kolesár, Michal
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2
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2
Brown, Donald J.
2
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2
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2
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Journal of forecasting
Cowles Foundation discussion paper
Journal of econometrics
4
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Cowles Foundation Discussion Paper
1
Discussion paper / Department of Economics, University of California San Diego
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
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2
A new approach to robust inference in cointegration
Jin, Sainan
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003468420
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3
Improved HAR inference using power kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2005
Persistent link: https://www.econbiz.de/10002969563
Saved in:
4
Long run variance estimation using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001794759
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