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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~person:"Cheng, Tingting"
~person:"Corsi, Fulvio"
~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
35
Schätztheorie
35
Theorie
11
Theory
11
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical test
8
Statistischer Test
8
Capital income
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation
5
Regression analysis
5
Regressionsanalyse
5
Schätzung
5
Statistische Methodenlehre
5
Correlation
4
Induktive Statistik
4
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4
Nichtparametrisches Verfahren
4
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4
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3
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3
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3
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3
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3
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10
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Aufsatz in Zeitschrift
Article in journal
11
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Cheng, Tingting
Corsi, Fulvio
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
Bollerslev, Tim
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
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
Cambridge working papers in economics
1
International economic review
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
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The review of economic studies
1
The review of economics and statistics
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ECONIS (ZBW)
11
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11
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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
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
4
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
5
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:
6
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
7
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:
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
Exact tests and confidence sets in linear regressions with autocorrelated errors
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
2
,
pp. 475-494
Persistent link: https://www.econbiz.de/10001084384
Saved in:
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