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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"Economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Andersen, Torben"
~person:"Andrews, Donald W. K."
~person:"Imbens, Guido"
~person:"Lee, Ji Hyung"
~person:"Li, Qi"
~person:"Park, Joon Y."
~person:"Westerlund, Joakim"
~subject:"Forecasting model"
~subject:"Maximum likelihood estimation"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Panel study"
~subject:"Schätzung"
~subject:"Statistical inference"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Forecasting model
Maximum likelihood estimation
Momentenmethode
Monte Carlo simulation
Panel study
Schätzung
Statistical inference
Stochastischer Prozess
Estimation theory
63
Schätztheorie
63
Regression analysis
20
Regressionsanalyse
20
Theorie
15
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15
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14
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14
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Nonparametric statistics
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Statistical test
9
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9
Volatility
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Prognoseverfahren
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Estimation
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Stochastic process
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Cointegration
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Predictive regression
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Capital income
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Kapitaleinkommen
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Kointegration
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Method of moments
4
Asymptotic size
3
Correlation
3
Factor analysis
3
Faktorenanalyse
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Craig, Ben R.
Andersen, Torben
Andrews, Donald W. K.
Imbens, Guido
Lee, Ji Hyung
Li, Qi
Park, Joon Y.
Westerlund, Joakim
Lee, Lung-fei
15
Su, Liangjun
13
Phillips, Peter C. B.
12
Francq, Christian
10
Todorov, Viktor
9
Zakoïan, Jean-Michel
9
Baltagi, Badi H.
8
Gao, Jiti
8
Linton, Oliver
8
Bai, Jushan
7
Hsiao, Cheng
7
Li, Kunpeng
7
Robinson, Peter M.
7
Sun, Yiguo
7
Tauchen, George Eugene
7
Taylor, Robert
7
Pesaran, M. Hashem
6
Cai, Zongwu
5
Chen, Xiaohong
5
Fan, Yanqin
5
Hansen, Christian Bailey
5
Hong, Han
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Jia
5
Lu, Xun
5
Peng, Bin
5
White, Halbert
5
Antoine, Bertille
4
Cheng, Xu
4
Gouriéroux, Christian
4
Jin, Sainan
4
Khalaf, Lynda
4
Kilian, Lutz
4
Kitagawa, Toru
4
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Economic review
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric theory
7
Economics letters
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The econometrics journal
3
Econometric reviews
2
Journal of financial econometrics
2
Journal of international financial markets, institutions & money
2
Oxford bulletin of economics and statistics
2
Annales d'économie et de statistique
1
Econometrics : open access journal
1
Energy economics
1
Journal of applied econometrics
1
Journal of risk and financial management : JRFM
1
Quantitative economics : QE ; journal of the Econometric Society
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The review of economic studies : RES
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ECONIS (ZBW)
31
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
3
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
4
Design-based analysis in Difference-In-Differences settings with staggered adoption
Athey, Susan
;
Imbens, Guido
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10013440512
Saved in:
5
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
6
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:
7
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
8
Estimation of longrun variance of continuous time stochastic process using discrete sample
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 236-267
Persistent link: https://www.econbiz.de/10012303516
Saved in:
9
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
10
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
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