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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Imbens, Guido"
~person:"Li, Dong"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~person:"Zakoïan, Jean-Michel"
~subject:"Bootstrap-Verfahren"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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Exchange rate
Bootstrap-Verfahren
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Estimation theory
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Statistical inference
Zeitreihenanalyse
Schätztheorie
67
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22
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19
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19
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15
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15
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13
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Craig, Ben R.
Imbens, Guido
Li, Dong
Park, Joon Y.
Taylor, Robert
Westerlund, Joakim
Zakoïan, Jean-Michel
Gouriéroux, Christian
37
Phillips, Peter C. B.
33
Francq, Christian
26
Linton, Oliver
22
Lee, Lung-fei
21
Chen, Songnian
20
Robert, Christian P.
20
Su, Liangjun
18
Jasiak, Joann
17
Li, Qi
17
Robinson, Peter M.
17
Monfort, Alain
15
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
White, Halbert
12
Andrews, Donald W. K.
11
Florens, Jean-Pierre
11
Ghysels, Eric
11
Hong, Han
11
Hsiao, Cheng
11
Scaillet, Olivier
11
Sun, Yixiao
11
Baltagi, Badi H.
10
Bertail, Patrice
10
Chib, Siddhartha
10
Guégan, Dominique
10
Newey, Whitney K.
10
Pesaran, M. Hashem
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
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9
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Econometric theory
15
Technical working paper / National Bureau of Economic Research
15
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12
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12
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11
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10
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8
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7
Oxford bulletin of economics and statistics
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Queen's Economics Department working paper
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Working paper / Department of Economics, Lund University
5
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4
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4
Econometric reviews
4
The econometrics journal
4
CORE discussion paper : DP
3
The review of economic studies
3
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3
Annales d'économie et de statistique
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CAEPR working papers
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2
Cowles Foundation discussion paper
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Journal of applied econometrics
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Journal of the American Statistical Association : JASA
2
Quantitative economics : QE ; journal of the Econometric Society
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of economics and statistics
1
Bundesbank Series 1 Discussion Paper
1
CAMA working paper series
1
CEMFI working paper
1
Cross-sectional methods and applications
1
Discussion paper / Deutsche Bundesbank
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ECONIS (ZBW)
67
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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
Maximum likelihood estimation for α-stable double autoregressive models
Li, Dong
;
Tao, Yuxin
;
Yang, Yaxing
;
Zhang, Rongmao
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332316
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
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
6
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:
7
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:
8
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:
9
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
10
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
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