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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The review of economic studies"
~person:"Horowitz, Joel"
~person:"Imbens, Guido"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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Exchange rate
Börsenkurs
Estimation theory
Forecasting model
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Zeitreihenanalyse
Schätztheorie
48
Regression analysis
15
Regressionsanalyse
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Craig, Ben R.
Horowitz, Joel
Imbens, Guido
Park, Joon Y.
Taylor, Robert
Westerlund, Joakim
Phillips, Peter C. B.
36
Linton, Oliver
22
Chen, Songnian
21
Lee, Lung-fei
21
Robinson, Peter M.
19
Su, Liangjun
18
Li, Qi
17
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15
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13
Chen, Xiaohong
13
Fan, Yanqin
13
Francq, Christian
13
Gao, Jiti
13
Hsiao, Cheng
13
Chib, Siddhartha
11
Gouriéroux, Christian
11
Hong, Han
11
Newey, Whitney K.
11
Sun, Yixiao
11
White, Halbert
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Baltagi, Badi H.
10
Florens, Jean-Pierre
10
Shephard, Neil G.
10
Todorov, Viktor
10
Zakoïan, Jean-Michel
10
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9
Kristensen, Dennis
9
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9
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9
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9
Schmidt, Peter
9
Sentana, Enrique
9
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8
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8
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8
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Energy economics
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The review of economic studies
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24
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17
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1
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:
2
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:
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
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
On the robustness of the pooled CCE estimator
Juodis, Artūras
;
Karabiyik, Hande
;
Westerlund, Joakim
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
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
Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
Horowitz, Joel
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10012619819
Saved in:
9
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:
10
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
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