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subject:"Germany"
~person:"Cavaliere, Giuseppe"
~person:"Li, Yong"
~subject:"Cointegration"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Estimation theory"
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Germany
Cointegration
Monte Carlo simulation
Estimation theory
23
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7
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7
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6
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Cavaliere, Giuseppe
Li, Yong
Phillips, Peter C. B.
14
Lütkepohl, Helmut
11
Paruolo, Paolo
10
Winkelmann, Rainer
10
Lechner, Michael
8
Ramírez, Miguel D.
8
Tsionas, Efthymios G.
8
Wagner, Martin
8
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7
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6
Kurita, Takamitsu
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
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5
Li, Qi
5
Wang, Qiying
5
Wolters, Jürgen
5
Zhang, Xibin
5
Baltagi, Badi H.
4
Fingleton, Bernard
4
Gao, Jiti
4
Hoffman, Dennis L.
4
Juodis, Artūras
4
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4
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4
Korn, Ralf
4
Lux, Thomas
4
Moosa, Imad A.
4
Månsson, Kristofer
4
Nielsen, Morten Ørregaard
4
Rahbek, Anders
4
Rasche, Robert H.
4
Schorfheide, Frank
4
Sun, Yiguo
4
Tang, Chor Foon
4
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4
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4
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3
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2
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2
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2
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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
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
Saved in:
3
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
4
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
Saved in:
5
Sequential Bayesian bandwidth selection for multivariate kernel regression with applications
Li, Yong
;
Zhang, Mingzhi
;
Zhang, Yonghui
- In:
Economic modelling
112
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013349100
Saved in:
6
Specification tests based on MCMC output
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 237-260
Persistent link: https://www.econbiz.de/10012116303
Saved in:
7
Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
8
Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
5
,
pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
Saved in:
9
Bootstrap cointegration rank testing : the role of deterministic variables and initial values in the bootstrap recursion
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10009758616
Saved in:
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