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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~person:"Li, Kunpeng"
~person:"Zakoïan, Jean-Michel"
~subject:"Germany"
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Estimation
Zeitreihenanalyse
Germany
Schätzung
9
Estimation theory
6
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6
ARCH model
5
ARCH-Modell
5
Panel
3
Panel study
3
Risikomaß
3
Risk measure
3
Volatility
3
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Capital income
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Forecasting model
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Kapitaleinkommen
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Maximum likelihood estimation
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Method of moments
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Momentenmethode
2
Panel data models
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Quasi maximum likelihood estimation
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Regression analysis
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Regressionsanalyse
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Simulation
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VAR model
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VAR-Modell
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Li, Kunpeng
Zakoïan, Jean-Michel
Todorov, Viktor
15
Pesaran, M. Hashem
12
Phillips, Peter C. B.
12
Koop, Gary
11
Bollerslev, Tim
9
Linton, Oliver
9
Marcellino, Massimiliano
9
Tauchen, George Eugene
9
Su, Liangjun
8
Baltagi, Badi H.
7
Andersen, Torben
6
Ghysels, Eric
6
Shin, Yongcheol
6
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Hsiao, Cheng
5
Kim, Donggyu
5
Lee, Lung-fei
5
Li, Jia
5
Lu, Xun
5
Pendakur, Krishna
5
Barigozzi, Matteo
4
Callaway, Brantly
4
Clark, Todd E.
4
Francq, Christian
4
Frühwirth-Schnatter, Sylvia
4
Gouriéroux, Christian
4
Harding, Matthew C.
4
Heckman, James J.
4
Kapetanios, George
4
Kilian, Lutz
4
Koopman, Siem Jan
4
Lamarche, Carlos
4
Park, Joon Y.
4
Sasaki, Yuya
4
Sickles, Robin C.
4
Steel, Mark F. J.
4
Tobias, Justin L.
4
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Journal of applied econometrics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annals of economics and statistics
1
CORE discussion paper : DP
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
9
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1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
Revisiting the location of FDI in China : a panel data approach with heterogeneous shocks
Hou, Lei
;
Li, Kunpeng
;
Li, Qi
;
Ouyang, Min
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10012619246
Saved in:
3
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
4
Panel threshold models with interactive fixed effects
Miao, Ke
;
Li, Kunpeng
;
Su, Liangjun
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
Saved in:
5
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
6
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
7
Fixed-effects dynamic spatial panel data models and impulse response analysis
Li, Kunpeng
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 102-121
Persistent link: https://www.econbiz.de/10011818371
Saved in:
8
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
9
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001554899
Saved in:
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