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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"CEMFI working paper"
~isPartOf:"Discussion paper / School of Economics, The University of New South Wales"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Fan, Yanqin"
~person:"Imbens, Guido"
~person:"Kohn, Robert"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Bootstrap-Verfahren"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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Craig, Ben R.
Fan, Yanqin
Imbens, Guido
Kohn, Robert
Park, Joon Y.
Taylor, Robert
Westerlund, Joakim
Phillips, Peter C. B.
33
Sentana, Enrique
28
Linton, Oliver
22
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21
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20
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18
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17
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17
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16
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Francq, Christian
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Gao, Jiti
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10
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9
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41
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
Saved in:
42
Estimation and model selection of semiparametric multivariate survival functions under general censorship
Chen, Xiaohong
;
Fan, Yanqin
;
Pouzo, Demian
;
Ying, Zhiliang
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 129-142
Persistent link: https://www.econbiz.de/10008661728
Saved in:
43
Functional-coefficient models for nonstationary time series data
Cai, Zongwu
;
Li, Qi
;
Park, Joon Y.
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 101-113
Persistent link: https://www.econbiz.de/10003833742
Saved in:
44
Regression density estimation using smooth adaptive Gaussian mixtures
Villani, Mattias
;
Kohn, Robert
;
Giordani, Paolo
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10003920289
Saved in:
45
Choosing instrumental variables in conditional moment restriction models
Donald, Stephen G.
;
Imbens, Guido
;
Newey, Whitney K.
- In:
Journal of econometrics
152
(
2009
)
1
,
pp. 28-36
Persistent link: https://www.econbiz.de/10003878744
Saved in:
46
The regression discontinuity design : theory and applications
Imbens, Guido
(
contributor
);
Lemieux, Thomas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003645484
Saved in:
47
Estimating cointegrated panels with common factors and the forwrd rate unbiasedness hypothesis
Westerlund, Joakim
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 491-522
Persistent link: https://www.econbiz.de/10003518507
Saved in:
48
Estimation of copula-based semiparametric time series models
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003277967
Saved in:
49
Confidence intervals in generalized method of moments model
Imbens, Guido
;
Spady, Richard Henry
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 87-98
Persistent link: https://www.econbiz.de/10001651263
Saved in:
50
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
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