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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Essays in honor of Jerry Hausman"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Working paper series"
~person:"Asai, Manabu"
~person:"Canepa, Alessandra"
~person:"Newey, Whitney K."
~person:"Nielsen, Bent"
~person:"Wooldridge, Jeffrey M."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Robustes Verfahren"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Estimation theory
Robustes Verfahren
Stochastischer Prozess
Zeitreihenanalyse
Schätztheorie
31
Time series analysis
10
Theorie
9
Theory
9
Regression analysis
6
Regressionsanalyse
6
Cointegration
5
Kointegration
5
Bootstrap approach
4
Bootstrap-Verfahren
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LR test
3
Robust statistics
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Statistical test
3
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2
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VAR-Modell
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cointegration
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quasi-maximum likelihood estimation
2
1-step Huber-skip
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Analysis of variance
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Bartlett correction
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Asai, Manabu
Canepa, Alessandra
Newey, Whitney K.
Nielsen, Bent
Wooldridge, Jeffrey M.
Kohn, Robert
23
Sheather, Simon J.
23
Phillips, Peter C. B.
22
Linton, Oliver
20
Nielsen, Morten Ørregaard
18
Johansen, Søren
15
Jansson, Michael
12
Kristensen, Dennis
12
Lee, Lung-fei
12
Hettmansperger, Thomas P.
11
McKean, Joseph W.
11
Teräsvirta, Timo
11
Cattaneo, Matias D.
10
Cavaliere, Giuseppe
10
Saikkonen, Pentti
10
White, Halbert
10
Li, Qi
9
Taylor, Robert
9
Andrews, Donald W. K.
8
Chen, Songnian
8
Pötscher, Benedikt M.
8
Wand, M. P.
8
Ansley, Craig F.
7
Chan, Ngai Hang
7
Francq, Christian
7
Gao, Jiti
7
Horváth, Lajos
7
Jong, Robert M. de
7
Kanaya, Shin
7
Otsu, Taisuke
7
Podolskij, Mark
7
Rahbek, Anders
7
Su, Liangjun
7
Varneskov, Rasmus Tangsgaard
7
Wang, Qiying
7
Zakoïan, Jean-Michel
7
Baltagi, Badi H.
6
Chambers, Marcus J.
6
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CREATES research paper
Econometric theory
Essays in honor of Jerry Hausman
Journal of time series econometrics
Working paper series
CEMMAP working papers / Centre for Microdata Methods and Practice
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Journal of econometrics
15
Economics discussion papers
14
Economics letters
10
Working paper / Massachusetts Institute of Technology, Department of Economics
7
Econometrics : open access journal
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Discussion papers / Department of Economics, University of Copenhagen
5
Econometric Research Program research memorandum
5
Department of Economics discussion paper series / University of Oxford
4
Discussion paper series / IZA
4
Quantitative economics : QE ; journal of the Econometric Society
4
Working paper / National Bureau of Economic Research, Inc.
4
Working papers / Rutgers University, Department of Economics
4
Econometric reviews
3
Journal of economic literature
3
NBER Working Paper
3
NBER technical working paper series
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Working papers / Department of Economics, Eller College
3
BLS working papers
2
CESifo working papers
2
Cowles Foundation Discussion Paper
2
Discussion paper / University of Bristol, Department of Economics
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Handbook of econometrics : volume 4
2
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
2
International economic review
2
Journal of applied econometrics
2
Journal of human resources : JHR
2
NBER working paper series
2
Technical working paper / National Bureau of Economic Research
2
The econometrics journal
2
Working paper
2
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ECONIS (ZBW)
31
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
3
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167436
Saved in:
4
Bootstrap Bartlett adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386989
Saved in:
5
Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386990
Saved in:
6
Unified theory for the large family of time varying models with arma representations : one solution fits all
Karanasos, Menelaos
;
Paraskevopoulos, Athanasios
; …
-
2020
Persistent link: https://www.econbiz.de/10012387088
Saved in:
7
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
8
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
9
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012316436
Saved in:
10
Cumulated sum of squares statistics for nonlinear and nonstationary regressions
Berenguer-Rico, Vanessa
;
Nielsen, Bent
- In:
Econometric theory
36
(
2020
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012156782
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