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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~person:"Nielsen, Bent"
~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
9
Schätztheorie
9
Time series analysis
4
Regression analysis
3
Regressionsanalyse
3
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2
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1-step Huber-skip
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Stationarity
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Statistical method
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Nielsen, Bent
Zaffaroni, Paolo
Nielsen, Morten Ørregaard
14
Johansen, Søren
11
Teräsvirta, Timo
8
Linton, Oliver
7
Phillips, Peter C. B.
7
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7
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6
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6
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6
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5
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5
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4
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4
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4
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4
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4
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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
Peng, Liang
3
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
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3
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CREATES research paper
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3
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2
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1
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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ECONIS (ZBW)
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1
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
2
Boundedness of m-estimators for linear regression in time series
Johansen, Søren
;
Nielsen, Bent
- In:
Econometric theory
35
(
2019
)
3
,
pp. 653-683
Persistent link: https://www.econbiz.de/10012146163
Saved in:
3
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:
4
Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009377349
Saved in:
5
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:
6
Stationarity and memory of ARCH(∞) models
Zaffaroni, Paolo
- In:
Econometric theory
20
(
2004
)
1
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001904870
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