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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~accessRights:"restricted"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of time series econometrics"
~language:"eng"
~person:"Francq, Christian"
~person:"Hualde, Javier"
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Method of moments"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~subject:"generalized polynomial trend"
~subject:"nonstationarity"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Method of moments
Statistical inference
Zeitreihenanalyse
generalized polynomial trend
nonstationarity
Estimation theory
10
Schätztheorie
10
Time series analysis
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Estimation
1
Fractional integration
1
GARCH
1
Induktive Statistik
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Large-m and fixed-m asymptotic theory
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Long run variance estimation
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Momentenmethode
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Score statistic
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Statistical distribution
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Statistical method
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Statistical theory
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Statistische Methodenlehre
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Statistische Verteilung
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Stochastic trend
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Stochastischer Prozess
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Francq, Christian
Hualde, Javier
Hyndman, Rob J.
Linton, Oliver
Jin, Fei
4
Arvanitis, Stelios
3
Han, Chirok
3
Hassler, Uwe
3
Lee, Lung-fei
3
Nielsen, Morten Ørregaard
3
Skrobotov, Anton
3
Zhang, Yonghui
3
Asai, Manabu
2
Bin, Peng
2
Cavaliere, Giuseppe
2
Chen, Liang
2
Chudik, Alexander
2
Deistler, Manfred
2
Gao, Jiti
2
Gørgens, Tue
2
Hafner, Christian M.
2
Hahn, Jinyong
2
Han, Xiaoyi
2
Hayakawa, Kazuhiko
2
Iacone, Fabrizio
2
Johansen, Søren
2
Kanaya, Shin
2
Kurita, Takamitsu
2
Kurozumi, Eiji
2
Leybourne, Stephen James
2
Li, Chen
2
Li, Luyang
2
Li, Shuo
2
Louka, Alexandros
2
McAleer, Michael
2
Okui, Ryo
2
Peiris, Shelton
2
Phillips, Robert F.
2
Politis, Dimitris N.
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Rahbek, Anders
2
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CREATES research paper
Econometric theory
Economics letters
Journal of time series econometrics
Journal of econometrics
14
International journal of forecasting
4
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
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2
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
3
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
36
(
2020
)
4
,
pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
Saved in:
4
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
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5
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes
Hualde, Javier
;
Iacone, Fabrizio
- In:
Economics letters
150
(
2017
),
pp. 39-43
Persistent link: https://www.econbiz.de/10011762253
Saved in:
6
Averaging of an increasing number of moment condition estimators
Chen, Xiaohong
;
Jacho-Chávez, David T.
;
Linton, Oliver
- In:
Econometric theory
32
(
2016
)
1
,
pp. 30-70
Persistent link: https://www.econbiz.de/10011578413
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