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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of forecasting"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Maximum-Likelihood-Schätzung
Volatility
Estimation theory
560
Schätztheorie
560
Theorie
176
Theory
176
Time series analysis
141
Zeitreihenanalyse
141
Nichtparametrisches Verfahren
84
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84
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81
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72
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26
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Baltagi, Badi H.
10
Liu, Long
4
Maasoumi, Esfandiar
4
Breitung, Jörg
3
Cai, Zongwu
3
Kao, Chihwa
3
Teräsvirta, Timo
3
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2
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2
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2
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2
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2
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2
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2
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2
Lechner, Michael
2
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2
McAleer, Michael
2
Su, Liangjun
2
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2
Taylor, James W.
2
Tran, Kien C.
2
Tsay, Ruey S.
2
Tsionas, Efthymios G.
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1
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1
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1
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Econometric reviews
Journal of forecasting
Journal of econometrics
363
Economics letters
149
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Discussion paper / Tinbergen Institute
78
The econometrics journal
64
CEMMAP working papers / Centre for Microdata Methods and Practice
54
Econometric theory
50
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45
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39
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27
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25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Cambridge working papers in economics
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22
International journal of forecasting
22
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22
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21
Journal of empirical finance
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Oxford bulletin of economics and statistics
21
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18
Finance research letters
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IZA Discussion Paper
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ECONIS (ZBW)
123
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
5
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
6
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
7
Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
Saved in:
8
The two-way Mundlak estimator
Baltagi, Badi H.
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 240-246
Persistent link: https://www.econbiz.de/10014305504
Saved in:
9
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
10
The MLE of Aigner, Amemiya, and Poirier is not the expectile MLE
Philipps, Collin S.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 99-114
Persistent link: https://www.econbiz.de/10013167586
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