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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of time series econometrics"
~person:"Abergel, Frédéric"
~person:"Canepa, Alessandra"
~subject:"Bootstrap approach"
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Probability theory
Time series analysis
Bootstrap approach
Estimation theory
2
Schätztheorie
2
Zeitreihenanalyse
2
Bartlett correction
1
Bootstrap-Verfahren
1
Cointegration
1
Correlation
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Estimation
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Hayashi-Yoshida estimator
1
High frequency correlation
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Kointegration
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Korrelation
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LR test
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Lead/lag
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Schätzung
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bootstrap
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cointegration
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Abergel, Frédéric
Canepa, Alessandra
Phillips, Peter C. B.
31
Andrews, Donald W. K.
11
Chen, Xiaohong
7
Lieberman, Offer
3
Yu, Jun
3
Arvanitis, Stelios
2
Asai, Manabu
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Dalla, Violetta
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Gao, Jiti
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2
Kim, Chang-Jin
2
Kurozumi, Eiji
2
McKenzie, Michael D.
2
Nelson, Charles R.
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Peiris, Shelton
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Ploberger, Werner
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Politis, Dimitris N.
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Pouzo, Demian
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Satchell, Stephen
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Skrobotov, Anton
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Wongwachara, Warapong
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Xiao, Zhijie
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Aleksandrov, Boris
1
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Bohn Nielsen, Heino
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Born, Benjamin
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1
Broze, Laurence
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Cowles Foundation discussion paper
Journal of empirical finance
Journal of time series econometrics
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4
Economics and finance working paper series
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ECONIS (ZBW)
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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
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2
High frequency lead/lag relationships : empirical facts
Huth, Nicolas
;
Abergel, Frédéric
- In:
Journal of empirical finance
26
(
2014
),
pp. 41-58
Persistent link: https://www.econbiz.de/10010472008
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