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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:"Li, Qi"
~person:"Lu, Xun"
~person:"Park, Joon Y."
~person:"Westerlund, Joakim"
~subject:"Forecasting model"
~subject:"Maximum likelihood estimation"
~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
Monte Carlo simulation
Panel study
Schätzung
Statistical inference
Stochastischer Prozess
Estimation theory
63
Schätztheorie
63
Nichtparametrisches Verfahren
16
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16
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15
Regressionsanalyse
15
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Asymptotic size
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Cointegration
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Factor analysis
3
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Craig, Ben R.
Andersen, Torben
Andrews, Donald W. K.
Imbens, Guido
Li, Qi
Lu, Xun
Park, Joon Y.
Westerlund, Joakim
Su, Liangjun
13
Lee, Lung-fei
12
Phillips, Peter C. B.
12
Francq, Christian
10
Todorov, Viktor
9
Zakoïan, Jean-Michel
9
Gao, Jiti
8
Linton, Oliver
8
Bai, Jushan
7
Baltagi, Badi H.
7
Li, Kunpeng
7
Robinson, Peter M.
7
Tauchen, George Eugene
7
Taylor, Robert
7
Hsiao, Cheng
6
Lee, Ji Hyung
6
Cai, Zongwu
5
Fan, Yanqin
5
Hansen, Christian Bailey
5
Hong, Han
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Jia
5
Peng, Bin
5
Pesaran, M. Hashem
5
White, Halbert
5
Jin, Sainan
4
Khalaf, Lynda
4
Kilian, Lutz
4
Kitagawa, Toru
4
Ng, Serena
4
Nielsen, Morten Ørregaard
4
Rodrigues, Paulo M. M.
4
Sarafidis, Vasilis
4
Sun, Yiguo
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Economic review
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
The econometrics journal
3
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2
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1
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ECONIS (ZBW)
27
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Quasi maximum likelihood analysis of high dimensional constrained factor models
Li, Kunpeng
;
Li, Qi
;
Lu, Lina
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 574-612
Persistent link: https://www.econbiz.de/10012110418
Saved in:
9
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
Saved in:
10
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande
;
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 60-64
Persistent link: https://www.econbiz.de/10011818341
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