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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Working paper series"
~person:"Asai, Manabu"
~person:"Canepa, Alessandra"
~person:"Newey, Whitney K."
~person:"Nielsen, Bent"
~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
22
Time series analysis
10
Regression analysis
6
Regressionsanalyse
6
Cointegration
5
Kointegration
5
Bootstrap approach
4
Bootstrap-Verfahren
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cointegration
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quasi-maximum likelihood estimation
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1-step Huber-skip
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Analysis of variance
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Bootstrap methods
1
Chebychev estimator
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Cointegrating vectors
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Dickey-Fuller Tests
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Asai, Manabu
Canepa, Alessandra
Newey, Whitney K.
Nielsen, Bent
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
Li, Qi
9
Taylor, Robert
9
White, Halbert
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
Varneskov, Rasmus Tangsgaard
7
Wang, Qiying
7
Wooldridge, Jeffrey M.
7
Zakoïan, Jean-Michel
7
Chambers, Marcus J.
6
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6
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6
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CREATES research paper
Econometric theory
Journal of time series econometrics
Working paper series
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Economics discussion papers
14
Journal of econometrics
10
Working paper / Massachusetts Institute of Technology, Department of Economics
7
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6
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5
Econometric Research Program research memorandum
5
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4
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4
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4
Working papers / Rutgers University, Department of Economics
4
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
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
Essays in honor of Jerry Hausman
2
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
2
Technical working paper / National Bureau of Economic Research
2
Advances in econometrics
1
Annales d'économie et de statistique
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
CREATES Research Paper 2008-9
1
Cowles Foundation discussion paper
1
Discussion papers in economics and business
1
Econometric Institute research papers
1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
Economics and finance working paper series
1
Economics letters
1
Econométrie non linéaire asymptotique
1
Financial engineering and the Japanese markets
1
Handbook of econometrics : volume 4
1
Handbook of financial time series
1
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ECONIS (ZBW)
22
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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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