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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Ali, Mukhtar M."
~person:"Nachane, Dilip M."
~person:"Stengos, Thanasēs"
~subject:"Indien"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Indien
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Theorie
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Theory
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10
Time series analysis
2
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2
1978-1989
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Ali, Mukhtar M.
Nachane, Dilip M.
Stengos, Thanasēs
Chib, Siddhartha
11
Ullah, Aman
9
King, Maxwell L.
8
Srivastava, Virendra K.
8
Koop, Gary
7
Li, Qi
7
Aït-Sahalia, Yacine
6
Giles, David E. A.
6
Gouriéroux, Christian
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6
Lee, Lung-fei
6
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6
Yu, Jun
6
Bollerslev, Tim
5
Diebold, Francis X.
5
Granger, C. W. J.
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Singh, Radhey S.
5
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4
Bera, Anil K.
4
Fry, Tim R. L.
4
Hallin, Marc
4
Renault, Eric
4
Rilstone, Paul
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Swanson, Norman R.
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
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2
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2
Indian journal of agricultural economics
1
International economic review
1
Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Bootstrap and pretest J-type non-nested tests for orthogonal regression models : some Monte Carlo evidence
Michelis, Leo
;
Stengos, Thanasēs
;
Yang, Ling
- In:
Journal of quantitative economics : official journal of …
3
(
2005
)
2
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003314499
Saved in:
2
Semiparametric estimation of partially linear panel data models
Li, Qi
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 389-397
Persistent link: https://www.econbiz.de/10001194725
Saved in:
3
Robustness to nonnormality of regression F-tests
Ali, Mukhtar M.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 175-205
Persistent link: https://www.econbiz.de/10001194737
Saved in:
4
Fractional differencing and purchasing power parity
Nachane, Dilip M.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
2
,
pp. 123-136
Persistent link: https://www.econbiz.de/10001208310
Saved in:
5
Root-N-consistent semiparametric regression with conditionally heteroskedastic disturbances
Fan, Yanqin
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 229-240
Persistent link: https://www.econbiz.de/10001196284
Saved in:
6
Robustness to nonnormality of the Durbin-Watson test for autocorrelation
Ali, Mukhtar M.
- In:
Journal of econometrics
57
(
1993
)
1
,
pp. 117-136
Persistent link: https://www.econbiz.de/10001142529
Saved in:
7
A note on the exact mean of the estimator of the nesting parameter in the artificial regression of the J-test
Michelis, Leo
- In:
Journal of quantitative economics : official journal of …
9
(
1993
)
1
,
pp. 177-181
Persistent link: https://www.econbiz.de/10001147591
Saved in:
8
Testing for Gaussianity and linearity via the bispectrum : an application to exchange rates
Nachane, Dilip M.
- In:
Journal of quantitative economics : official journal of …
9
(
1993
)
1
,
pp. 139-146
Persistent link: https://www.econbiz.de/10001147597
Saved in:
9
The money-multiplier in India : short-run and long-run aspects
Nachane, Dilip M.
- In:
Journal of quantitative economics : official journal of …
8
(
1992
)
1
,
pp. 51-66
Persistent link: https://www.econbiz.de/10001131449
Saved in:
10
Testing Slutsky symmetry in systems of linear demand equations
Silver, J. Lew
- In:
Journal of econometrics
2
(
1989
),
pp. 251-266
Persistent link: https://www.econbiz.de/10001063354
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