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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:"Guggenberger, Patrik"
~person:"Jong, Robert M. de"
~person:"Taylor, Robert"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Method of moments"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~subject:"nonstationarity"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Method of moments
Statistical inference
Zeitreihenanalyse
nonstationarity
Estimation theory
20
Schätztheorie
20
Time series analysis
10
Theorie
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Theory
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4
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Fractional integration
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Lagrange multiplier testing principle
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Metal market
1
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1
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English
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Guggenberger, Patrik
Jong, Robert M. de
Taylor, Robert
Nielsen, Morten Ørregaard
17
Johansen, Søren
11
Linton, Oliver
8
Teräsvirta, Timo
8
Cavaliere, Giuseppe
7
Phillips, Peter C. B.
7
Chan, Ngai Hang
6
Kristensen, Dennis
6
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
Leybourne, Stephen James
4
MacKinnon, James G.
4
Podolskij, Mark
4
Proietti, Tommaso
4
Rahbek, Anders
4
Robinson, Peter M.
4
Zakoïan, Jean-Michel
4
Zhang, Rongmao
4
Asai, Manabu
3
Bugni, Federico A.
3
Chambers, Marcus J.
3
Chen, Xiaohong
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
Lee, Lung-fei
3
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Published in...
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CREATES research paper
Econometric theory
Journal of time series econometrics
Journal of econometrics
13
Cowles Foundation Discussion Paper
7
Queen's Economics Department working paper
4
Cowles Foundation discussion paper
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Annales d'économie et de statistique
1
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Journal of empirical finance
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Oxford bulletin of economics and statistics
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Quantitative economics : QE ; journal of the Econometric Society
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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11
Bias-reduced log-periodogram and whittle estimation of the long-memory parameter without variance inflation
Guggenberger, Patrik
;
Sun, Yixiao
- In:
Econometric theory
22
(
2006
)
5
,
pp. 863-912
Persistent link: https://www.econbiz.de/10003379111
Saved in:
12
Generalized empirical likelihood estimators and tests under partial, weak, and strong identification
Guggenberger, Patrik
;
Smith, Richard J.
- In:
Econometric theory
21
(
2005
)
4
,
pp. 667-709
Persistent link: https://www.econbiz.de/10003004703
Saved in:
13
The properties of Lp-GMM estimators
Jong, Robert M. de
;
Han, Chirok
- In:
Econometric theory
18
(
2002
)
2
,
pp. 491-504
Persistent link: https://www.econbiz.de/10001661310
Saved in:
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