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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"
~person:"Imbens, Guido"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~person:"Zakoïan, Jean-Michel"
~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
Monte Carlo simulation
Statistical inference
Zeitreihenanalyse
Schätztheorie
44
Time series analysis
16
Regression analysis
13
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13
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10
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10
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4
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Craig, Ben R.
Imbens, Guido
Park, Joon Y.
Taylor, Robert
Westerlund, Joakim
Zakoïan, Jean-Michel
Phillips, Peter C. B.
33
Linton, Oliver
22
Lee, Lung-fei
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Francq, Christian
13
Gao, Jiti
13
Fan, Yanqin
12
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Fan, Jianqing
8
Gallant, A. Ronald
8
Kohn, Robert
8
Koopman, Siem Jan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
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8
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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
16
Technical working paper / National Bureau of Economic Research
15
Econometric theory
14
Discussion paper series / Harvard Institute of Economic Research
12
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12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
NBER working paper series
8
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7
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7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Oxford bulletin of economics and statistics
6
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5
Queen's Economics Department working paper
5
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5
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5
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4
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4
CORE discussion paper : DP
3
Econometric reviews
3
The econometrics journal
3
The review of economic studies
3
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3
Annales d'économie et de statistique
2
CAEPR working papers
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cowles Foundation discussion paper
2
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
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
44
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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 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:
5
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:
6
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:
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
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
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
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
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