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person:"King, Maxwell L."
subject:"Schätztheorie"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Koopman, Siem Jan"
~person:"Silvapulle, Mervyn J."
~subject:"Chow test"
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Schätztheorie
Chow test
Estimation theory
17
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Theorie
4
Theory
4
Ausreißer
2
Bootstrap approach
2
Bootstrap-Verfahren
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King, Maxwell L.
Koopman, Siem Jan
Silvapulle, Mervyn J.
Gao, Jiti
63
Peng, Bin
24
Hyndman, Rob J.
19
Martin, Gael M.
16
Poskitt, Donald Stephen
16
Zhang, Xibin
11
Dong, Chaohua
10
Frazier, David T.
10
Cheng, Tingting
9
Yan, Yayi
9
Yang, Yanrong
9
Robert, Christian P.
7
Li, Degui
6
Linton, Oliver
6
Forchini, Giovanni
5
Gong, Xiaodong
5
Pan, Guangming
5
Sarafidis, Vasilis
5
Silvapulle, Paramsothy
5
Athanasopoulos, George
4
Feng, Guohua
4
Forbes, Catherine Scipione
4
Grose, Simone D.
4
Jiang, Bin
4
Koo, Bonsoo
4
Liu, Fei
4
Phillips, Peter C. B.
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Vahid, Farshid
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Zhao, Xueyan
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3
Hong, Han
3
Laskar, Mizan R.
3
Nadarajah, K.
3
Skeels, Christopher L.
3
Smith, Michael S.
3
Tjostheim, Dag
3
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3
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
31
Journal of econometrics
12
Econometric reviews
7
Econometric theory
4
Discussion paper / Center for Economic Research, Tilburg University
3
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Economics letters
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
3
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2
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Tinbergen Institute Discussion Paper 15-138/III
2
A history of market performance : from ancient Babylonia to the modern world
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Tinbergen Institute Discussion Paper 14-046/III
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Tinbergen Institute Discussion Paper 15-131/III, 2015
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1
Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2020
Persistent link: https://www.econbiz.de/10012607652
Saved in:
2
Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2018
Persistent link: https://www.econbiz.de/10012583470
Saved in:
3
Point optimal testing : a survey of the post 1987 Literature
King, Maxwell L.
;
Sriananthakumar, Sivagowry
-
2015
Persistent link: https://www.econbiz.de/10011781155
Saved in:
4
Testing for a structural break in dynamic panel data models with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781404
Saved in:
5
A model validation procedure
Polak, Julia
;
King, Maxwell L.
;
Zhang, Xibin
-
2014
Persistent link: https://www.econbiz.de/10011780832
Saved in:
6
Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10009775496
Saved in:
7
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10010189540
Saved in:
8
Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown
Ranasinghe, Kulan
(
contributor
); …
-
2008
-
January 2008
Persistent link: https://www.econbiz.de/10003778327
Saved in:
9
Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown
Ranasinghe, Kulan
(
contributor
); …
-
2008
-
June 2008
Persistent link: https://www.econbiz.de/10003778333
Saved in:
10
Estimating the error distribution in multivariate heteroscedastic time series models
Kim, Gunky
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
-
2007
Persistent link: https://www.econbiz.de/10003486438
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