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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:"King, Maxwell L."
~person:"Taylor, Robert"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Monte Carlo simulation
Volatilität
Zeitreihenanalyse
Theorie
18
Theory
18
Estimation theory
6
Einheitswurzeltest
5
Statistical theory
5
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5
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5
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5
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King, Maxwell L.
Taylor, Robert
Phillips, Peter C. B.
20
Yu, Jun
12
Chib, Siddhartha
11
Koop, Gary
11
Gouriéroux, Christian
9
Ullah, Aman
9
Srivastava, Virendra K.
8
Swanson, Norman R.
8
Aït-Sahalia, Yacine
7
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7
Lee, Lung-fei
7
Li, Qi
7
Teräsvirta, Timo
7
Diebold, Francis X.
6
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6
Giles, David E. A.
6
Granger, C. W. J.
6
Linton, Oliver
6
Mariano, Roberto S.
6
Nachane, Dilip M.
6
Xiao, Zhijie
6
Bollerslev, Tim
5
Chen, Xiaohong
5
Gonzalo, Jesús
5
Hallin, Marc
5
Herwartz, Helmut
5
Hong, Yongmiao
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Park, Joon Y.
5
Pesaran, M. Hashem
5
Robinson, Peter M.
5
Schmidt, Peter
5
Singh, Radhey S.
5
Tauchen, George Eugene
5
Todorov, Viktor
5
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4
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4
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Econometric reviews
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric theory
4
Economics letters
3
The econometrics journal
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Journal of empirical finance
2
Oxford bulletin of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
2
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
3
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
4
A new approximate point optimal test of a composite null hypothesis
Sriananthakumar, Sivagowry
;
King, Maxwell L.
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10003228627
Saved in:
5
Tests of stationarity against a change in persistence
Busetti, Fabio
;
Taylor, Robert
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10002223712
Saved in:
6
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 309-336
Persistent link: https://www.econbiz.de/10001633661
Saved in:
7
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
8
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
Rahman, Shahidur
- In:
Journal of econometrics
82
(
1998
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001228498
Saved in:
9
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
10
Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert
- In:
Journal of quantitative economics : official journal of …
10
(
1994
)
1
,
pp. 33-52
Persistent link: https://www.econbiz.de/10001177303
Saved in:
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