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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Gonzalo, Jesús"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
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Schätztheorie
Monte Carlo simulation
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Gonzalo, Jesús
Chib, Siddhartha
11
Koop, Gary
7
Aït-Sahalia, Yacine
6
Gouriéroux, Christian
6
King, Maxwell L.
6
Kohn, Robert
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Lee, Lung-fei
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Li, Qi
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Phillips, Peter C. B.
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Baltagi, Badi H.
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Chen, Songnian
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Hallin, Marc
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McAleer, Michael
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Renault, Eric
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Schmidt, Peter
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Swanson, Norman R.
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Tauchen, George Eugene
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Todorov, Viktor
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Ali, Mukhtar M.
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Andrews, Donald W. K.
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Asai, Manabu
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Barigozzi, Matteo
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Boswijk, Herman Peter
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Christensen, Bent Jesper
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Donald, Stephen G.
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Journal of econometrics
Economics letters
3
CORE discussion paper : DP
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Memo / Økonomisk Institut, Aarhus Universitet
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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Working paper / Quantitative economics & computing / Reading University Business School
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ECONIS (ZBW)
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Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 319-352
Persistent link: https://www.econbiz.de/10001703519
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2
Pitfalls in testing for long run relationships
Gonzalo, Jesús
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10001243864
Saved in:
3
Five alternative methods of estimating long-run equilibrium relationships
Gonzalo, Jesús
- In:
Journal of econometrics
60
(
1994
)
1
,
pp. 203-233
Persistent link: https://www.econbiz.de/10001152376
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