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subject:"Germany"
~person:"Luger, Richard"
~person:"Lütkepohl, Helmut"
~person:"Winkelmann, Rainer"
~subject:"Börsenkurs"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Börsenkurs
Monte Carlo simulation
Estimation theory
51
Schätztheorie
51
Theorie
21
Theory
21
Time series analysis
16
Zeitreihenanalyse
16
Estimation
13
Schätzung
13
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12
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12
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12
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6
ARCH-Modell
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Bootstrap approach
6
Bootstrap-Verfahren
6
Heteroscedasticity
6
Heteroskedastizität
6
Geldnachfrage
5
Money demand
5
Regression analysis
5
Regressionsanalyse
5
Structural vector autoregression
5
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4
Cointegration
4
Conditional heteroskedasticity
4
Kapitaleinkommen
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3
Impulse responses
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Monte-Carlo-Simulation
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Share price
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Aufsatz in Zeitschrift
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Language
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English
16
German
2
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Luger, Richard
Lütkepohl, Helmut
Winkelmann, Rainer
Maheswaran, S.
9
Tauchen, George Eugene
9
Lechner, Michael
8
Li, Jia
8
Todorov, Viktor
7
Tsionas, Efthymios G.
7
Kim, Donggyu
6
Dufour, Jean-Marie
5
Faff, Robert W.
5
Francq, Christian
5
Koopman, Siem Jan
5
Kumar, Dilip
5
Li, Yong
5
Shephard, Neil G.
5
Wang, Yazhen
5
Wolters, Jürgen
5
Zhang, Xibin
5
Bauwens, Luc
4
Brooks, Robert
4
Cheung, Yin-Wong
4
Engle, Robert F.
4
Fingleton, Bernard
4
Fičura, Milan
4
Kilian, Lutz
4
Korn, Ralf
4
Lux, Thomas
4
Mills, Terence C.
4
Mykland, Per A.
4
Teräsvirta, Timo
4
Tse, Yiu Kuen
4
Zakoïan, Jean-Michel
4
Agiakloglou, Christos N.
3
Allen, David E.
3
Baltagi, Badi H.
3
Bekaert, Geert
3
Bollerslev, Tim
3
Boubaker, Heni
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Health economics
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of risk
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Special issue on "money demand in Europe"
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Swiss journal of economics and statistics
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ECONIS (ZBW)
18
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1
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
2
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin
;
Luger, Richard
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
Saved in:
3
Econometric analysis of ratings - with an application to health and wellbeing
Studer, Raphael
;
Winkelmann, Rainer
- In:
Swiss journal of economics and statistics
153
(
2017
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011662086
Saved in:
4
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
5
An econometric model of healthcare demand with nonlinear pricing
Kunz, Johannes
;
Winkelmann, Rainer
- In:
Health economics
26
(
2017
)
6
,
pp. 691-702
Persistent link: https://www.econbiz.de/10011815733
Saved in:
6
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
7
Testing for GARCH effects with quasilikelihood ratios
Luger, Richard
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 23-59
Persistent link: https://www.econbiz.de/10013262927
Saved in:
8
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
Saved in:
9
Zur korrekten Interpretation der Ergebnisse einer log-linearen Regression bei Heteroskedastie : eine methodische Untersuchung mit einer Anwendung auf die relativen Löhne von Auslän...
Winkelmann, Rainer
- In:
Jahrbücher für Nationalökonomie und Statistik
221
(
2001
)
4
,
pp. 418-431
Persistent link: https://www.econbiz.de/10001598462
Saved in:
10
Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut
;
Teräsvirta, Timo
;
Wolters, Jürgen
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 511-525
Persistent link: https://www.econbiz.de/10001421492
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