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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~person:"Kanaya, Shin"
~person:"Zaffaroni, Paolo"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Zeitreihenanalyse
Estimation theory
10
Schätztheorie
10
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Time series analysis
5
Stochastic process
3
Stochastischer Prozess
3
Estimation
2
Schätzung
2
Volatility
2
Volatilität
2
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
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Multivariate Analyse
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Kanaya, Shin
Zaffaroni, Paolo
Nielsen, Morten Ørregaard
14
Johansen, Søren
11
Teräsvirta, Timo
8
Linton, Oliver
7
Phillips, Peter C. B.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Kristensen, Dennis
6
Saikkonen, Pentti
6
Chan, Ngai Hang
5
Horváth, Lajos
5
Gao, Jiti
4
Leybourne, Stephen James
4
Proietti, Tommaso
4
Rahbek, Anders
4
Robinson, Peter M.
4
Zakoïan, Jean-Michel
4
Chambers, Marcus J.
3
Christensen, Kim
3
Francq, Christian
3
Grégoir, Stéphane
3
Hualde, Javier
3
Kokoszka, Piotr
3
Li, Degui
3
Nielsen, Bent
3
Peng, Liang
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Podolskij, Mark
3
Politis, Dimitris N.
3
Santucci de Magistris, Paolo
3
Seo, Won-Ki
3
Seong, Dakyung
3
Silvennoinen, Annastiina
3
Sun, Yixiao
3
Tjostheim, Dag
3
Velasco, Carlos
3
Zhang, Rongmao
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CREATES research paper
Econometric theory
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion paper series / LSE Financial Markets Group
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ECONIS (ZBW)
7
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1
Asymptotic theory for spectral density estimates of general multivariate time series
Wu, Wei Biao
;
Zaffaroni, Paolo
- In:
Econometric theory
34
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011950919
Saved in:
2
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
Saved in:
3
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:
4
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
5
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
Saved in:
6
On moment conditions for quasi-maximum likelihood estimation of multivariate arch models
Avarucci, Marco
;
Beutner, Eric
;
Zaffaroni, Paolo
- In:
Econometric theory
29
(
2013
)
3
,
pp. 545-566
Persistent link: https://www.econbiz.de/10009778514
Saved in:
7
Stationarity and memory of ARCH(∞) models
Zaffaroni, Paolo
- In:
Econometric theory
20
(
2004
)
1
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001904870
Saved in:
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