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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Hallin, Marc"
~person:"White, Halbert"
~subject:"Theorie"
~subject:"Volatilität"
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Capital income
Zeitreihenanalyse
Theorie
Volatilität
Theory
15
Time series analysis
6
Volatility
4
ARCH model
3
ARCH-Modell
3
Bootstrap approach
3
Bootstrap-Verfahren
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Hallin, Marc
White, Halbert
Phillips, Peter C. B.
36
Aït-Sahalia, Yacine
16
Ghysels, Eric
16
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Diebold, Francis X.
14
Pesaran, M. Hashem
14
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13
Granger, C. W. J.
12
McAleer, Michael
12
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12
Bollerslev, Tim
11
Chib, Siddhartha
11
O'Hara, Maureen
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Titman, Sheridan
10
Whang, Yoon-jae
10
Brennan, Michael J.
9
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lo, Andrew W.
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Thakor, Anjan V.
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
ECARES working paper
33
Discussion paper / Department of Economics, University of California San Diego
18
Econometric theory
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Discussion paper / Center for Economic Research, Tilburg University
5
Boston College working papers in economics
4
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4
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3
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International journal of forecasting
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1
Cahier / Département de Sciences Économiques, Université de Montréal
1
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Maximum likelihood estimation of misspecified models : twenty years later
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Oxford bulletin of economics and statistics
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The Canadian journal of economics
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ECONIS (ZBW)
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1
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
3
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
4
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
5
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large small panels
Bennala, Nezar
;
Hallin, Marc
;
Paindaveine, Davy
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 50-67
Persistent link: https://www.econbiz.de/10009673156
Saved in:
6
A class of simple distribution-free-rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 200-214
Persistent link: https://www.econbiz.de/10009270609
Saved in:
7
The construction of empirical credit scoring rules based on maximization principles
Lieli, Robert P.
;
White, Halbert
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 110-119
Persistent link: https://www.econbiz.de/10008661798
Saved in:
8
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Saved in:
9
Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia
;
White, Halbert
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 199-219
Persistent link: https://www.econbiz.de/10001944127
Saved in:
10
S-estimation of non-linear regression models with dependent and heterogeneous observations
Sakata, Shinichi
;
White, Halbert
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 5-72
Persistent link: https://www.econbiz.de/10001585160
Saved in:
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