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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:"Kristensen, Dennis"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Theorie
Zeitreihenanalyse
Estimation theory
12
Schätztheorie
12
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Time series analysis
5
Statistical test
4
Statistischer Test
4
Estimation
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Cointegration
2
Core
2
Kointegration
2
Innovation diffusion
1
Innovationsdiffusion
1
Modellierung
1
Multivariate Verteilung
1
Multivariate distribution
1
Nichtlineare Regression
1
Nonlinear regression
1
Scientific modelling
1
Statistical distribution
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Statistische Verteilung
1
Structural change
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Strukturwandel
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Theory
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4
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English
6
Author
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Kristensen, Dennis
Kohn, Robert
17
Sheather, Simon J.
15
Nielsen, Morten Ørregaard
14
Linton, Oliver
12
Phillips, Peter C. B.
12
Johansen, Søren
11
Saikkonen, Pentti
10
Hettmansperger, Thomas P.
8
Lee, Lung-fei
8
Teräsvirta, Timo
8
Jong, Robert M. de
7
McKean, Joseph W.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Wand, M. P.
6
White, Halbert
6
Wooldridge, Jeffrey M.
6
Ansley, Craig F.
5
Canepa, Alessandra
5
Carter, Chris K.
5
Chambers, Marcus J.
5
Chan, Ngai Hang
5
Davidson, James E. H.
5
Horváth, Lajos
5
Leybourne, Stephen James
5
Politis, Dimitris N.
5
Zakoïan, Jean-Michel
5
Andrews, Donald W. K.
4
Chen, Songnian
4
Chen, Xiaohong
4
Eagleson, Geoff K.
4
Fan, Yanqin
4
Francq, Christian
4
Gao, Jiti
4
Hahn, Jinyong
4
Hidalgo, Javier
4
Kanaya, Shin
4
Knight, John L.
4
Li, Qi
4
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CREATES research paper
Econometric theory
Journal of time series econometrics
Working paper series
Journal of econometrics
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Journal of empirical finance
2
CREATES Research Paper
1
CREATES Research Paper 2007-1
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Discussion papers / Department of Economics, University of Copenhagen
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
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ECONIS (ZBW)
6
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1
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
Saved in:
2
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
3
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
4
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008651700
Saved in:
5
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003878806
Saved in:
6
A closed-form estimator for the GARCH (1,1) model
Kristensen, Dennis
;
Linton, Oliver
- In:
Econometric theory
22
(
2006
)
2
,
pp. 323-337
Persistent link: https://www.econbiz.de/10003301258
Saved in:
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