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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~person:"Bollerslev, Tim"
~person:"Cheng, Tingting"
~person:"Dufour, Jean-Marie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Statistical theory
Estimation theory
47
Schätztheorie
47
Theorie
17
Theory
17
Estimation
8
Schätzung
8
Statistical test
8
Statistischer Test
8
Time series analysis
8
Zeitreihenanalyse
8
Volatility
7
Volatilität
7
Capital income
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Regression analysis
6
Regressionsanalyse
6
Statistische Methodenlehre
6
Börsenkurs
4
Forecasting model
4
Induktive Statistik
4
Prognoseverfahren
4
Share price
4
Statistical inference
4
ARCH model
3
ARCH-Modell
3
CAPM
3
Exchange rate
3
High-frequency data
3
Markov chain
3
Markov-Kette
3
Monte Carlo test
3
Monte Carlo tests
3
Simulation
3
Wechselkurs
3
Bayes-Statistik
2
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Article
11
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Aufsatz in Zeitschrift
Article in journal
12
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10
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10
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8
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Bollerslev, Tim
Cheng, Tingting
Dufour, Jean-Marie
Kumar, Dilip
9
Maheswaran, S.
8
Andrews, Donald W. K.
6
King, Maxwell L.
6
Tauchen, George Eugene
6
White, Halbert
6
Andersen, Torben
5
Ghysels, Eric
5
Godfrey, L. G.
5
Hansen, Bruce E.
5
Todorov, Viktor
5
Bauwens, Luc
4
Bera, Anil K.
4
Demetrescu, Matei
4
Hall, Alastair R.
4
Hong, Yongmiao
4
Johansen, Søren
4
Kuan, Chung-ming
4
Li, Jia
4
Linton, Oliver
4
Luger, Richard
4
Mykland, Per A.
4
Ploberger, Werner
4
Rodrigues, Paulo M. M.
4
Startz, Richard
4
Sucarrat, Genaro
4
Teräsvirta, Timo
4
Bekaert, Geert
3
Corsi, Fulvio
3
Fan, Yanqin
3
Gouriéroux, Christian
3
Gungor, Sermin
3
Krämer, Walter
3
Li, Yingying
3
McAleer, Michael
3
Mizon, Grayham E.
3
Nelson, Charles R.
3
Pesaran, M. Hashem
3
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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
2
Journal of econometrics
2
The review of economics and statistics
2
Cambridge working papers in economics
1
Econometric reviews
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of quantitative economics
1
The review of economic studies
1
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ECONIS (ZBW)
12
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1
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1
Reverse regressions, symmetry and test distributions in linear models
Dufour, Jean-Marie
;
Kang, Byunguk
- In:
Journal of quantitative economics
20
(
2022
),
pp. 71-99
Persistent link: https://www.econbiz.de/10013441607
Saved in:
2
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
3
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
4
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
5
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
6
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
7
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
8
Exact nonparametric orthogonality and random walk tests
Campbell, Bryan
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001180427
Saved in:
9
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Saved in:
10
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim
- In:
Econometric reviews
11
(
1992
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
Saved in:
1
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