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subject:"Monte-Carlo-Simulation"
subject:"Statistischer Test"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of time series econometrics"
~subject:"Risk measure"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Statistischer Test
Risk measure
Estimation theory
107
Schätztheorie
107
Time series analysis
53
Zeitreihenanalyse
53
Estimation
24
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Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Khalaf, Lynda
2
Kurozumi, Eiji
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
2
Amir, Abdoulkarim Ilmi
1
Ardia, David
1
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1
Becker, William
1
Bluteau, Keven
1
Born, Benjamin
1
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1
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1
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1
Chen, Feng
1
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1
Demetrescu, Matei
1
Dola, Béchir
1
Dunsmuir, William T.M.
1
Game, Aaron
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Guo, Junjie
1
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Lee, Ji Hyung
1
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1
Luger, Richard
1
Margaritella, Luca
1
Maïnassara, Yacouba Boubacar
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Journal of financial econometrics
Journal of time series econometrics
Journal of econometrics
195
Econometric reviews
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Economics letters
69
CEMMAP working papers / Centre for Microdata Methods and Practice
55
Econometric theory
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The econometrics journal
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35
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Insurance / Mathematics & economics
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Cowles Foundation discussion paper
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23
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Quantitative economics : QE ; journal of the Econometric Society
21
European journal of operational research : EJOR
20
Journal of the American Statistical Association : JASA
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
4
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
5
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
6
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
7
Variable selection in regression models using global sensitivity analysis
Becker, William
;
Paruolo, Paolo
;
Saltelli, Andrea
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 187-233
Persistent link: https://www.econbiz.de/10012612768
Saved in:
8
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
9
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
10
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
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