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subject:"Maximum-Likelihood-Schätzung"
subject:"Monte Carlo simulation"
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Maximum-Likelihood-Schätzung
Monte Carlo simulation
ARCH model
Time series analysis
USA
Estimation theory
1,638
Schätztheorie
1,638
Theorie
368
Theory
368
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Zeitreihenanalyse
309
Regression analysis
268
Regressionsanalyse
268
Estimation
216
Schätzung
212
Panel
156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatility
116
Volatilität
116
Method of moments
99
Momentenmethode
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82
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82
Maximum likelihood estimation
81
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77
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73
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73
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71
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71
Instrumental variables
69
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Statistical distribution
60
Statistische Verteilung
60
Causality analysis
59
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59
IV-Schätzung
58
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463
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Phillips, Peter C. B.
13
Francq, Christian
10
Taylor, Robert
9
Lee, Lung-fei
8
Linton, Oliver
8
Robinson, Peter M.
8
Zakoïan, Jean-Michel
8
Leybourne, Stephen James
7
Li, Dong
7
Li, Qi
7
Todorov, Viktor
7
Zhu, Ke
7
Chen, Xiaohong
6
Koopman, Siem Jan
6
Li, Jia
6
Tauchen, George Eugene
6
Andersen, Torben
5
Baltagi, Badi H.
5
Davis, Richard A.
5
Kim, Donggyu
5
Li, Kunpeng
5
Li, Yingying
5
Pesaran, M. Hashem
5
Shephard, Neil G.
5
Xiao, Zhijie
5
Bai, Jushan
4
Chambers, Marcus J.
4
Harvey, David I.
4
Kristensen, Dennis
4
Ng, Serena
4
Sun, Yixiao
4
Aït-Sahalia, Yacine
3
Baillie, Richard
3
Bollerslev, Tim
3
Chen, Rong
3
Chib, Siddhartha
3
Christensen, Bent Jesper
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
260
Econometric theory
206
Economics letters
206
Discussion paper / Tinbergen Institute
133
Econometric reviews
122
Working paper / Department of Econometrics and Business Statistics, Monash University
77
International journal of forecasting
76
CREATES research paper
72
Applied economics letters
71
Journal of forecasting
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
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65
The econometrics journal
64
Econometrics : open access journal
63
Applied economics
62
NBER Working Paper
60
Journal of the American Statistical Association : JASA
59
Computational economics
56
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
Economic modelling
55
Journal of applied econometrics
55
The review of economics and statistics
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
NBER working paper series
48
Série des documents de travail / Centre de Recherche en Économie et Statistique
46
Journal of time series econometrics
45
Cowles Foundation discussion paper
44
CEMMAP working papers / Centre for Microdata Methods and Practice
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Journal of empirical finance
38
Working paper
37
Oxford bulletin of economics and statistics
36
Technical working paper / National Bureau of Economic Research
35
EUI working paper / ECO
34
Discussion paper
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Discussion paper / Center for Economic Research, Tilburg University
30
Discussion paper / Department of Economics, University of California San Diego
30
Journal of economic dynamics & control
30
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ECONIS (ZBW)
463
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
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4
Efficient peer effects estimators with group effects
Kuersteiner, Guido M.
;
Prucha, Ingmar R.
;
Zeng, Ying
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2155-2194
Persistent link: https://www.econbiz.de/10014471449
Saved in:
5
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
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6
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
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7
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
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8
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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9
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
10
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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