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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Imbens, Guido"
~person:"Li, Dong"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Exchange rate
ARCH model
Börsenkurs
Estimation theory
Forecasting model
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Statistical inference
Zeitreihenanalyse
Schätztheorie
60
Time series analysis
21
Regression analysis
17
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17
Estimation
14
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14
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Craig, Ben R.
Imbens, Guido
Li, Dong
Park, Joon Y.
Taylor, Robert
Westerlund, Joakim
Zakoïan, Jean-Michel
Phillips, Peter C. B.
35
Lee, Lung-fei
26
Li, Qi
24
Linton, Oliver
23
Su, Liangjun
23
Chen, Songnian
22
Baltagi, Badi H.
19
Robinson, Peter M.
18
Cai, Zongwu
15
Fan, Yanqin
15
Francq, Christian
14
Gao, Jiti
14
Hahn, Jinyong
14
Krämer, Walter
14
Pesaran, M. Hashem
14
Ullah, Aman
14
Wooldridge, Jeffrey M.
14
Chen, Xiaohong
13
Chib, Siddhartha
12
Schmidt, Peter
12
Sun, Yixiao
12
Tu, Yundong
12
White, Halbert
12
Zhang, Xinyu
12
Andrews, Donald W. K.
11
Florens, Jean-Pierre
11
Gouriéroux, Christian
11
Hall, Alastair R.
11
Hsiao, Cheng
11
Kumbhakar, Subal
11
Leybourne, Stephen James
11
Newey, Whitney K.
11
Giles, David E. A.
10
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10
Li, Kunpeng
10
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10
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Economics letters
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of international financial markets, institutions & money
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Econometric theory
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15
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12
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12
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11
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Annals of economics and statistics
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Bundesbank Series 1 Discussion Paper
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CAMA working paper series
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31
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
32
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
33
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
34
The effect of recursive detrending on panel unit root tests
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 453-467
Persistent link: https://www.econbiz.de/10011348966
Saved in:
35
Cross-sectional averages versus principal components
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 372-377
Persistent link: https://www.econbiz.de/10011349044
Saved in:
36
A simple test for nonstationarity in mixed panels with incidental trends
Westerlund, Joakim
- In:
Economics letters
125
(
2014
)
2
,
pp. 160-163
Persistent link: https://www.econbiz.de/10010505429
Saved in:
37
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, Robert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
Saved in:
38
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Saved in:
39
Testing slope homogeneity in large panels with serial correlation
Blomquist, Johan
;
Westerlund, Joakim
- In:
Economics letters
121
(
2013
)
3
,
pp. 374-378
Persistent link: https://www.econbiz.de/10010391213
Saved in:
40
On the estimation and inference in factor-augmented panel regressions with correlated loadings
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Economics letters
119
(
2013
)
3
,
pp. 247-250
Persistent link: https://www.econbiz.de/10009755754
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