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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper series"
~language:"eng"
~person:"Francq, Christian"
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
~person:"Sarafidis, Vasilis"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Australia"
~subject:"Statistical inference"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Australia
Statistical inference
Statistische Verteilung
Zeitreihenanalyse
Estimation theory
66
Schätztheorie
66
Time series analysis
23
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Estimation
14
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12
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Method of moments
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Francq, Christian
Hyndman, Rob J.
Linton, Oliver
Sarafidis, Vasilis
Gao, Jiti
53
Peng, Bin
20
Nielsen, Morten Ørregaard
17
Johansen, Søren
11
Martin, Gael M.
11
Poskitt, Donald Stephen
10
Dong, Chaohua
9
Kohn, Robert
9
Phillips, Peter C. B.
9
Yang, Yanrong
9
Taylor, Robert
8
Teräsvirta, Timo
8
Cavaliere, Giuseppe
7
Kristensen, Dennis
7
Li, Degui
7
Saikkonen, Pentti
6
Tjostheim, Dag
6
Yan, Yayi
6
Zakoïan, Jean-Michel
6
Canepa, Alessandra
5
Chan, Ngai Hang
5
Cheng, Tingting
5
Horváth, Lajos
5
Pan, Guangming
5
Politis, Dimitris N.
5
Zhang, Xibin
5
Andersen, Torben
4
Christensen, Kim
4
Frazier, David T.
4
Gong, Xiaodong
4
Grose, Simone D.
4
Jiang, Bin
4
Kanaya, Shin
4
Leybourne, Stephen James
4
Liu, Fei
4
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CREATES research paper
Cambridge-INET working papers
Econometric theory
Journal of time series econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper series
Journal of econometrics
27
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Cambridge working papers in economics
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Econometrics papers
6
International journal of forecasting
4
Janeway Institute working paper series
3
The econometrics journal
3
Discussion paper / Institute of Social and Economic Research
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Handbook of financial time series
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2
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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Working papers / Department of Economics, Universidad Carlos III de Madrid
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ECONIS (ZBW)
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1
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
3
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
4
Two-stage instrumental variable estimation of linear panel data models with interactive effects
Cui, Guowei
;
Norkutė, Milda
;
Sarafidis, Vasilis
; …
-
2021
Persistent link: https://www.econbiz.de/10012546456
Saved in:
5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
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
Saved in:
7
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
8
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
-
2020
Persistent link: https://www.econbiz.de/10012606889
Saved in:
9
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
10
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
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