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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~language:"eng"
~person:"Chan, Ngai Hang"
~person:"Jong, Robert M. de"
~person:"Leybourne, Stephen James"
~person:"Taylor, Robert"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Statistical inference"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~subject:"nonstationarity"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Statistical inference
Volatility
Zeitreihenanalyse
nonstationarity
Estimation theory
25
Schätztheorie
25
Time series analysis
15
Theorie
7
Theory
7
Heteroscedasticity
5
Heteroskedastizität
5
Einheitswurzeltest
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Statistical test
3
Statistischer Test
3
Structural break
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Strukturbruch
3
Unit root test
3
Bootstrap approach
2
Bootstrap-Verfahren
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Estimation
2
Method of moments
2
Momentenmethode
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätzung
2
Volatilität
2
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
Causality analysis
1
Commodity derivative
1
Commodity exchange
1
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1
Correlation
1
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1
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Chan, Ngai Hang
Jong, Robert M. de
Leybourne, Stephen James
Taylor, Robert
Nielsen, Morten Ørregaard
17
Johansen, Søren
11
Teräsvirta, Timo
9
Linton, Oliver
8
Cavaliere, Giuseppe
7
Kristensen, Dennis
7
Phillips, Peter C. B.
7
Saikkonen, Pentti
6
Horváth, Lajos
5
Politis, Dimitris N.
5
Andersen, Torben
4
Christensen, Kim
4
Francq, Christian
4
Gao, Jiti
4
Kanaya, Shin
4
MacKinnon, James G.
4
Podolskij, Mark
4
Proietti, Tommaso
4
Rahbek, Anders
4
Robinson, Peter M.
4
Silvennoinen, Annastiina
4
Zakoïan, Jean-Michel
4
Zhang, Rongmao
4
Asai, Manabu
3
Bugni, Federico A.
3
Chambers, Marcus J.
3
Georgiev, Iliyan
3
Grégoir, Stéphane
3
Hafner, Christian M.
3
Hahn, Jinyong
3
Hualde, Javier
3
Kock, Anders Bredahl
3
Kokoszka, Piotr
3
Kruse, Robinson
3
Li, Degui
3
Li, Qi
3
Ling, Shiqing
3
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CREATES research paper
Econometric theory
Journal of time series econometrics
Journal of econometrics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Queen's Economics Department working paper
4
Economics letters
3
Journal of forecasting
3
An Elgar reference collection
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The international library of critical writings in econometrics
2
CREDIT research paper
1
Econometric analysis of financial and economic time series ; part B
1
Econometric reviews
1
Econometrics : open access journal
1
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Handbook of financial time series
1
Journal of empirical finance
1
Oxford bulletin of economics and statistics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
16
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11
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
12
Dynamic time series binary choice
Jong, Robert M. de
;
Woutersen, Tiemen
- In:
Econometric theory
27
(
2011
)
4
,
pp. 673-702
Persistent link: https://www.econbiz.de/10009311780
Saved in:
13
Testing for long memory
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
Saved in:
14
Modified KPSS tests for near integration
Harris, David
;
Leybourne, Stephen James
;
McCabe, …
- In:
Econometric theory
23
(
2007
)
2
,
pp. 355-363
Persistent link: https://www.econbiz.de/10003429743
Saved in:
15
Empirical likelihood for GARCH models
Chan, Ngai Hang
;
Ling, Shiqing
- In:
Econometric theory
22
(
2006
)
3
,
pp. 403-428
Persistent link: https://www.econbiz.de/10003307474
Saved in:
16
On the first-order autoregressive process with infinite variance
Chan, Ngai Hang
- In:
Econometric theory
5
(
1989
)
3
,
pp. 354-362
Persistent link: https://www.econbiz.de/10001079351
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