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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Monte Carlo simulation"
~subject:"Monte-Carlo-Simulation"
~subject:"Nonparametric statistics"
~subject:"Volatilität"
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Panel
Stochastic process
Monte Carlo simulation
Monte-Carlo-Simulation
Nonparametric statistics
Volatilität
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
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33
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17
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17
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cointegration
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VAR model
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Enders, Walter
2
Li, Jing
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Blazsek, Szabolcs
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Kok Haur Ng
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1
Lee, Cheng-Feng
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
582
Economics letters
212
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
Econometric reviews
165
CEMMAP working papers / Centre for Microdata Methods and Practice
164
Econometric theory
148
The econometrics journal
114
Journal of the American Statistical Association : JASA
90
Discussion paper / Tinbergen Institute
88
Discussion paper series / IZA
73
Working paper / Department of Econometrics and Business Statistics, Monash University
66
Economic modelling
59
Discussion papers of interdisciplinary research project 373
56
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
Quantitative economics : QE ; journal of the Econometric Society
55
Cowles Foundation discussion paper
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
Applied economics letters
48
European journal of operational research : EJOR
48
NBER Working Paper
48
Econometrics : open access journal
45
CREATES research paper
44
NBER working paper series
44
Computational economics
43
SFB 649 discussion paper
42
Applied economics
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
Working paper
36
CESifo working papers
35
Cambridge working papers in economics
34
Econometrics papers
34
IZA Discussion Paper
34
Cowles Foundation Discussion Paper
33
International journal of forecasting
33
Working paper / National Bureau of Economic Research, Inc.
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Panel data models with two threshold variables
Lamadrid-Contreras, Arturo
;
Ramírez-Rondán, Nelson R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10014372881
Saved in:
3
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
4
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
5
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
6
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
Saved in:
7
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
8
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
9
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
10
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
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