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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Econometric theory"
~person:"Cavaliere, Giuseppe"
~person:"Chan, Ngai Hang"
~person:"Hong, Yongmiao"
~subject:"Heteroscedasticity"
~subject:"Zeitreihenanalyse"
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Monte-Carlo-Simulation
Panel study
Heteroscedasticity
Zeitreihenanalyse
Estimation theory
15
Schätztheorie
15
Time series analysis
9
Autocorrelation
4
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4
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Cavaliere, Giuseppe
Chan, Ngai Hang
Hong, Yongmiao
Phillips, Peter C. B.
9
Johansen, Søren
4
Leybourne, Stephen James
4
Peng, Liang
4
Sun, Yixiao
4
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Jong, Robert M. de
3
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3
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3
Saikkonen, Pentti
3
Seo, Won-Ki
3
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3
Velasco, Carlos
3
Vogelsang, Timothy J.
3
Zhang, Rongmao
3
Breitung, Jörg
2
Chao, John C.
2
Chen, Songnian
2
Chen, Xiaohong
2
Choi, In
2
Georgiev, Iliyan
2
Ghysels, Eric
2
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Hahn, Jinyong
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2
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2
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ECONIS (ZBW)
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1
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
2
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
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
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
Saved in:
5
Toward a unified interval estimation of autoregressions
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
- In:
Econometric theory
28
(
2012
)
3
,
pp. 705-717
Persistent link: https://www.econbiz.de/10009545785
Saved in:
6
Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
Chan, Ngai Hang
;
Peng, Liang
;
Zhang, Dabao
- In:
Econometric theory
27
(
2011
)
1
,
pp. 154-177
Persistent link: https://www.econbiz.de/10009127139
Saved in:
7
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:
8
An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
Hong, Yongmiao
;
Lee, Yoon-jin
- In:
Econometric theory
23
(
2007
)
1
,
pp. 106-154
Persistent link: https://www.econbiz.de/10003407425
Saved in:
9
Diagnostic checking for the adequacy of nonlinear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1065-1121
Persistent link: https://www.econbiz.de/10001818975
Saved in:
10
On the first-order autoregressive process with infinite variance
Chan, Ngai Hang
- In:
Econometric theory
5
(
1989
)
3
,
pp. 354-362
Persistent link: https://www.econbiz.de/10001079351
Saved in:
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