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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"CAEPR working papers"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Andrews, Donald W. K."
~person:"Horowitz, Joel"
~person:"Imbens, Guido"
~person:"Kohn, Robert"
~person:"Li, Qi"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Börsenkurs"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Statistical inference"
~subject:"Structural break"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Exchange rate
Börsenkurs
Forecasting model
Monte Carlo simulation
Statistical inference
Structural break
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Zeitreihenanalyse
Estimation theory
80
Schätztheorie
80
Regression analysis
22
Regressionsanalyse
22
Theorie
21
Theory
21
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20
Nichtparametrisches Verfahren
19
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Capital income
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IV-Schätzung
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Maximum likelihood estimation
5
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5
Prognoseverfahren
5
Volatilität
5
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4
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4
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Craig, Ben R.
Andrews, Donald W. K.
Horowitz, Joel
Imbens, Guido
Kohn, Robert
Li, Qi
Park, Joon Y.
Taylor, Robert
Westerlund, Joakim
Phillips, Peter C. B.
14
Linton, Oliver
10
Todorov, Viktor
10
Francq, Christian
9
Koopman, Siem Jan
8
Leybourne, Stephen James
8
Andersen, Torben
7
Li, Jia
7
Li, Yingying
7
Tauchen, George Eugene
7
Zakoïan, Jean-Michel
7
Lee, Ji Hyung
6
Mykland, Per A.
6
Robinson, Peter M.
6
Shephard, Neil G.
6
Xiao, Zhijie
6
Zhu, Ke
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Davis, Richard A.
5
Fan, Yanqin
5
Harvey, David I.
5
Inoue, Atsushi
5
Kim, Donggyu
5
Rodrigues, Paulo M. M.
5
Zhang, Lan
5
Blasques, Francisco
4
Bollerslev, Tim
4
Cai, Zongwu
4
Chambers, Marcus J.
4
Corradi, Valentina
4
Demetrescu, Matei
4
Elliott, Graham
4
Fan, Jianqing
4
Gao, Jiti
4
Georgiev, Iliyan
4
Ghysels, Eric
4
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CAEPR working papers
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation Discussion Paper
19
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13
Econometric theory
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
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7
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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Econometrica
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GSBE research memoranda
1
Journal of Asian economics
1
Journal of applied econometrics
1
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1
NBER Working Paper
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NBER working paper series
1
Quantitative economics : QE ; journal of the Econometric Society
1
Riksbank Research Paper Series
1
Rochester Center for Economic Research working paper
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ECONIS (ZBW)
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1
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
Persistent link: https://www.econbiz.de/10014493986
Saved in:
2
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
3
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Understanding regressions with observations collected at high frequency over long span
Chang, Yoosoon
;
Lu, Ye
;
Park, Joon Y.
-
2018
Persistent link: https://www.econbiz.de/10012223871
Saved in:
6
Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Horowitz, Joel
;
Nesheim, Lars
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 44-55
Persistent link: https://www.econbiz.de/10012619339
Saved in:
7
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
8
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
9
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
10
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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