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subject:"Monte-Carlo-Simulation"
subject:"Statistischer Test"
~isPartOf:"Journal of time series econometrics"
~subject:"Time series analysis"
~type:"article"
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Monte-Carlo-Simulation
Statistischer Test
Time series analysis
Estimation theory
59
Schätztheorie
59
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
10
Statistical test
10
Einheitswurzeltest
9
Unit root test
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Estimation
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cointegration
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bootstrap
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43
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Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
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1
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1
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1
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1
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1
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1
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1
Chen, Jie
1
Chiann, Chang
1
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1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Game, Aaron
1
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1
Javed, Farrukh
1
Jensen, Anders Tolver
1
Lange, Theis
1
Larsson, Rolf
1
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Journal of time series econometrics
Journal of econometrics
460
Econometric theory
196
Economics letters
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
190
Econometric reviews
141
The econometrics journal
77
Applied economics letters
71
International journal of forecasting
70
Econometrics : open access journal
68
Journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Computational economics
50
Economic modelling
50
Journal of the American Statistical Association : JASA
50
Applied economics
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Journal of applied econometrics
36
Oxford bulletin of economics and statistics
32
Quantitative economics : QE ; journal of the Econometric Society
30
Journal of empirical finance
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of financial econometrics
23
Journal of economic dynamics & control
21
Journal of risk and financial management : JRFM
21
European journal of operational research : EJOR
20
Finance research letters
20
Insurance / Mathematics & economics
17
The review of economic studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
The review of economics and statistics
16
Journal of banking & finance
15
Journal of macroeconomics
15
Risks : open access journal
13
Journal of quantitative economics
12
Journal of quantitative economics : official journal of the Indian Econometric Society
12
Quantitative finance
12
Statistical papers
12
Annales d'économie et de statistique
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
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:
3
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:
4
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:
5
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
6
Goodness-of-fit tests for SPARMA models with dependent error terms
Maïnassara, Yacouba Boubacar
;
Amir, Abdoulkarim Ilmi
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 107-140
Persistent link: https://www.econbiz.de/10013260167
Saved in:
7
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
8
A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard
;
Peiris, Shelton
;
Weber, Neville C.
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
Saved in:
9
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
10
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
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