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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of time series econometrics"
~language:"eng"
~person:"Francq, Christian"
~person:"Hualde, Javier"
~person:"Hyndman, Rob J."
~person:"Kristensen, Dennis"
~person:"Linton, Oliver"
~person:"Zhang, Rongmao"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Method of moments"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~subject:"consistency"
~subject:"generalized polynomial trend"
~subject:"nonstationarity"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Estimation
Method of moments
Statistical inference
Zeitreihenanalyse
consistency
generalized polynomial trend
nonstationarity
Estimation theory
87
Schätztheorie
87
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Time series analysis
30
Regression analysis
13
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Börsenkurs
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Innovation diffusion
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Innovationsdiffusion
3
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3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtlineare Regression
3
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3
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3
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Francq, Christian
Hualde, Javier
Hyndman, Rob J.
Kristensen, Dennis
Linton, Oliver
Zhang, Rongmao
Phillips, Peter C. B.
23
Nielsen, Morten Ørregaard
20
Taylor, Robert
16
Johansen, Søren
15
Gao, Jiti
14
Lee, Lung-fei
13
Robinson, Peter M.
13
Su, Liangjun
12
Chen, Xiaohong
11
Leybourne, Stephen James
11
Todorov, Viktor
11
Zakoïan, Jean-Michel
11
Andersen, Torben
10
Baltagi, Badi H.
10
Sun, Yixiao
10
Teräsvirta, Timo
10
Cavaliere, Giuseppe
9
Li, Qi
9
Saikkonen, Pentti
9
Sun, Yiguo
9
Cai, Zongwu
8
Hsiao, Cheng
8
Li, Jia
8
Park, Joon Y.
8
Pesaran, M. Hashem
8
Tauchen, George Eugene
8
White, Halbert
8
Xiao, Zhijie
8
Chambers, Marcus J.
7
Christensen, Bent Jesper
7
Horváth, Lajos
7
Li, Degui
7
Rahbek, Anders
7
Varneskov, Rasmus Tangsgaard
7
Zhu, Ke
7
Andrews, Donald W. K.
6
Bai, Jushan
6
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CREATES research paper
Econometric theory
Journal of econometrics
Journal of time series econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
19
CEMMAP working papers / Centre for Microdata Methods and Practice
17
Cambridge working papers in economics
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
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5
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4
International journal of forecasting
4
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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3
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2
CREATES Research Paper
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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
Economics letters
2
Handbook of financial time series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Queen's Economics Department working paper
2
The econometrics journal
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2
Annals of economics and statistics
1
Barcelona GSE working paper series : working paper
1
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CREATES Research Paper 2007-1
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Cowles Foundation discussion paper
1
Discussion papers / Department of Economics, University of Copenhagen
1
Discussion papers in economics
1
Documentos de trabajo / Universidad Pública de Navarra, Departamento de Economía
1
Econometric reviews
1
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 financial economics
1
LSE STICERD Research Paper
1
Quantitative economics : QE ; journal of the Econometric Society
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
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ECONIS (ZBW)
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1
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
2
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:
3
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:
4
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
5
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
6
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
7
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
8
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
9
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
10
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
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