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subject:"Germany"
~isPartOf:"The econometrics journal"
~person:"Camponovo, Lorenzo"
~person:"Preminger, Arie"
~subject:"Cointegration"
~subject:"Schätztheorie"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Germany
Cointegration
Schätztheorie
Estimation theory
5
Bootstrap approach
2
Bootstrap-Verfahren
2
Probability theory
2
Wahrscheinlichkeitsrechnung
2
ARCH model
1
ARCH-Modell
1
Asymptotic normality
1
Asymptotic refinements
1
Consistency
1
Extremum estimators
1
GARCH(1,1)
1
Heavy tails
1
Least-squares estimation
1
Nichtparametrisches Verfahren
1
Nonparametric bootstrap
1
Nonparametric statistics
1
Quasi-likelihood ratio tests
1
Statistical test
1
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1
Two-step estimator
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Aufsatz in Zeitschrift
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5
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Camponovo, Lorenzo
Preminger, Arie
Baltagi, Badi H.
4
Perron, Pierre
4
Phillips, Peter C. B.
4
Shin, Youngki
4
Bai, Jushan
3
Bravo, Francesco
3
Chen, Jia
3
Chong, Terence Tai-Leung
3
Davidson, Russell
3
Gørgens, Tue
3
Jochmans, Koen
3
Lee, Lung-fei
3
MacKinnon, James G.
3
Mammen, Enno
3
Moon, Hyungsik Roger
3
Otsu, Taisuke
3
Wu, Ximing
3
Xiao, Zhijie
3
Zhang, Zhengyu
3
Čížek, Pavel
3
Abrevaya, Jason
2
Ai, Chunrong
2
Blevins, Jason R.
2
Bohn Nielsen, Heino
2
Canay, Ivan A.
2
Chen, Le-Yu
2
Delgado, Miguel A.
2
Dufour, Jean-Marie
2
Fan, Jianqing
2
Florens, Jean-Pierre
2
Gao, Jiti
2
Haiqing Xu
2
Hausman, Jerry A.
2
Hoderlein, Stefan
2
Honoré, Bo E.
2
Hsu, Yu-Chin
2
Hu, Luojia
2
Hu, Yingyao
2
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The econometrics journal
Econometric theory
2
Economics letters
2
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of forecasting
1
Quantitative finance and economics
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ECONIS (ZBW)
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1
Least-squares estimation of GARCH(1,1) models with heavy-tailed errors
Preminger, Arie
;
Storti, Giuseppe
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 221-258
Persistent link: https://www.econbiz.de/10011757387
Saved in:
2
Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011487564
Saved in:
3
Breakdown point theory for implied probability bootstrap
Camponovo, Lorenzo
;
Otsu, Taisuke
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 32-55
Persistent link: https://www.econbiz.de/10009520549
Saved in:
4
ECF estimation of Markov models where the transition density is unknown
Jiang, George J.
;
Preminger, Arie
;
Knight, John L.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10003978523
Saved in:
5
A model selection method for S-estimation
Preminger, Arie
;
Sakata, Shinichi
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 294-319
Persistent link: https://www.econbiz.de/10003559954
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