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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:"Jong, Robert M. de"
~person:"Leybourne, Stephen James"
~person:"Taylor, Robert"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~subject:"nonstationarity"
~type_genre:"Aufsatz in Zeitschrift"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Statistical inference
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nonstationarity
Estimation theory
14
Schätztheorie
14
Time series analysis
7
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Jong, Robert M. de
Leybourne, Stephen James
Taylor, Robert
Linton, Oliver
7
Phillips, Peter C. B.
7
Chan, Ngai Hang
5
Horváth, Lajos
5
Politis, Dimitris N.
5
Saikkonen, Pentti
5
Cavaliere, Giuseppe
4
Francq, Christian
4
Johansen, Søren
4
Robinson, Peter M.
4
Zakoïan, Jean-Michel
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4
Asai, Manabu
3
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3
Gao, Jiti
3
Georgiev, Iliyan
3
Grégoir, Stéphane
3
Hafner, Christian M.
3
Hahn, Jinyong
3
Kokoszka, Piotr
3
Li, Qi
3
Ling, Shiqing
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Nielsen, Morten Ørregaard
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Peng, Liang
3
Seo, Won-Ki
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Sun, Yixiao
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Velasco, Carlos
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Zaffaroni, Paolo
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Breitung, Jörg
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Bugni, Federico A.
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Chen, Haiqiang
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Chen, Xiaohong
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CREATES research paper
Econometric theory
Journal of time series econometrics
Journal of econometrics
12
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of forecasting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Econometric reviews
1
Journal of empirical finance
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
7
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1
A property of the Hodrick-Prescott filter and its application
Sakarya, Neslihan
;
Jong, Robert M. de
- In:
Econometric theory
36
(
2020
)
5
,
pp. 840-870
Persistent link: https://www.econbiz.de/10012307241
Saved in:
2
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
3
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
4
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:
5
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:
6
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:
7
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:
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