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person:"Craig, Ben R."
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Andrews, Donald W. K."
~person:"Fan, Jianqing"
~person:"Francq, Christian"
~person:"Imbens, Guido"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Prognoseverfahren"
~subject:"Statistical test"
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Prognoseverfahren
Statistical test
Estimation theory
66
Schätztheorie
66
Time series analysis
20
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20
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16
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16
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Craig, Ben R.
Andrews, Donald W. K.
Fan, Jianqing
Francq, Christian
Imbens, Guido
Park, Joon Y.
Taylor, Robert
Westerlund, Joakim
Sun, Yixiao
6
Cai, Zongwu
5
Lee, Ji Hyung
5
White, Halbert
5
Demetrescu, Matei
4
Hsiao, Cheng
4
Phillips, Peter C. B.
4
Su, Liangjun
4
Andersen, Torben
3
Baltagi, Badi H.
3
Corradi, Valentina
3
Escanciano, Juan Carlos
3
Georgiev, Iliyan
3
Kim, Donggyu
3
Koopman, Siem Jan
3
Lavergne, Pascal
3
Li, Qi
3
Lu, Xun
3
McCracken, Michael W.
3
Moreira, Marcelo J.
3
Robinson, Peter M.
3
Rodrigues, Paulo M. M.
3
Rossi, Barbara
3
Shi, Xiaoxia
3
Swanson, Norman R.
3
Tu, Yundong
3
Varneskov, Rasmus Tangsgaard
3
Zakoïan, Jean-Michel
3
Armstrong, Timothy B.
2
Aït-Sahalia, Yacine
2
Caner, Mehmet
2
Cheng, Xu
2
Clark, Todd E.
2
Doko Tchatoka, Firmin
2
Elliott, Graham
2
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation Discussion Paper
7
Cowles Foundation discussion paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
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2
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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Queen's Economics Department working paper
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ECONIS (ZBW)
15
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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
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:
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
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
Saved in:
6
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
7
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
8
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
9
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
10
Inference based on many conditional moment inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 275-287
Persistent link: https://www.econbiz.de/10011818293
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