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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Journal of econometrics"
~person:"Rodrigues, Paulo M. M."
~person:"Teräsvirta, Timo"
~subject:"Schätztheorie"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Estimation theory
8
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4
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4
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4
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4
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3
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Stambaugh, Robert F.
Rodrigues, Paulo M. M.
Teräsvirta, Timo
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Chen, Xiaohong
13
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13
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12
Fan, Yanqin
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Hsiao, Cheng
10
Todorov, Viktor
10
Horowitz, Joel
9
Li, Degui
9
Newey, Whitney K.
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
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8
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8
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8
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Li, Dong
8
Magnus, Jan R.
8
Ng, Serena
8
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8
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Zakoïan, Jean-Michel
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Journal of econometrics
Econometric reviews
5
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3
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3
Econometrics : open access journal
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
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:
3
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:
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
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
6
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind
;
Teräsvirta, Timo
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10001755364
Saved in:
7
Testing the constancy of regression parameters against continuous structural change
Lin, Chien-fu Jeff
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 211-228
Persistent link: https://www.econbiz.de/10001162303
Saved in:
8
Usefulness of proxy variables in linear models with sthochastic regressors
Teräsvirta, Timo
- In:
Journal of econometrics
36
(
1987
)
3
,
pp. 377-382
Persistent link: https://www.econbiz.de/10003693105
Saved in:
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