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person:"Akkerboom, Hans"
subject:"Statistische Methodenlehre"
~person:"Bauwens, Luc"
~person:"Bera, Anil K."
~subject:"Korrelation"
~subject:"Panel study"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Korrelation
Panel study
Estimation theory
48
Schätztheorie
48
Theorie
20
Theory
20
Time series analysis
12
Zeitreihenanalyse
12
Statistical test
11
Statistischer Test
11
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6
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6
Estimation
6
Forecasting model
6
Prognoseverfahren
6
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6
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6
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5
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Statistical theory
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Akkerboom, Hans
Bauwens, Luc
Bera, Anil K.
Baltagi, Badi H.
36
Su, Liangjun
23
Westerlund, Joakim
19
Lee, Lung-fei
17
Bai, Jushan
15
Gao, Jiti
13
Phillips, Peter C. B.
13
Pesaran, M. Hashem
12
Yu, Jihai
12
Hayakawa, Kazuhiko
11
Hsiao, Cheng
11
Han, Chirok
10
Juodis, Artūras
10
Kao, Chihwa
10
Kumbhakar, Subal
10
Peng, Bin
10
Pirotte, Alain
10
Robinson, Peter M.
10
Wooldridge, Jeffrey M.
10
Zhou, Qiankun
10
Jochmans, Koen
9
Linton, Oliver
9
Sarafidis, Vasilis
9
Yang, Zhenlin
9
Fan, Jianqing
8
Hahn, Jinyong
8
Li, Qi
8
Moon, Hyungsik Roger
8
Okui, Ryo
8
Ai, Chunrong
7
Andrews, Donald W. K.
7
Chen, Jia
7
Li, Degui
7
Weidner, Martin
7
White, Halbert
7
Zhang, Yonghui
7
Ando, Tomohiro
6
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Econometric reviews
2
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1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of economics and finance : JEF
1
Journal of financial econometrics
1
Journal of quantitative economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
13
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1
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
2
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
3
Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation
Agiakloglou, Christos N.
;
Bera, Anil K.
;
Deligiannakis, …
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 535-552
Persistent link: https://www.econbiz.de/10013442210
Saved in:
4
Estimation of random components and prediction in one and two-way error component regression models
Sharma, Subhash Chandra
;
Bera, Anil K.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 419-441
Persistent link: https://www.econbiz.de/10013441736
Saved in:
5
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
6
Specification tests for spatial panel data models
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
; …
-
2020
Persistent link: https://www.econbiz.de/10012271721
Saved in:
7
Robust LM tests for spatial dynamic panel data models
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
; …
- In:
Regional science & urban economics
76
(
2019
),
pp. 47-66
Persistent link: https://www.econbiz.de/10012267310
Saved in:
8
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
9
A test for the presence of conditional heteroskedasticity within ARCH-M framework
Bera, Anil K.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 473-485
Persistent link: https://www.econbiz.de/10001189078
Saved in:
10
Joint tests of non-nested models and general error specifications
Bera, Anil K.
(
contributor
)
- In:
Econometric reviews
11
(
1992
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10001121979
Saved in:
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