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subject:"Risk"
subject:"United States"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of banking & finance"
~subject:"Cointegration"
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Search: subject_exact:"Estimation theory"
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Risk
United States
Cointegration
Estimation theory
290
Schätztheorie
290
Time series analysis
52
Zeitreihenanalyse
52
Theorie
51
Theory
51
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47
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47
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31
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Phillips, Peter C. B.
14
Wang, Qiying
3
Rösch, Daniel
2
Wang, Ying
2
Alexander, Carol
1
Bekiros, Stelios D.
1
Calvet, Laurent E.
1
Chan, Kam C.
1
Chen, Xiaohong
1
Cheng, Xu
1
Claußen, Arndt
1
Feng, Guohua
1
Fisher, Adlai
1
Gao, Jiti
1
Han, Chulwoo
1
Hansen, Anne Lundgaard
1
Hanson, Samuel G.
1
Hu, Zhishui
1
Jorion, Philippe
1
Kaeck, Andreas
1
Kheifets, Igor
1
Kheifets, Igor L.
1
Kircher, Felix
1
Koch, Paul Douglas
1
Li, Degui
1
Liao, Zhipeng
1
Magdalinos, Tassos
1
Mandelbrot, Benoît B.
1
Moon, Hyungsik R.
1
Paulusch, Joachim
1
Philips, Peter C.
1
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1
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1
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1
Schmidt, Thorsten
1
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1
Shi, Xiaoxia
1
Sul, Donggyu
1
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1
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Cowles Foundation discussion paper
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Journal of econometrics
99
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
38
Economics letters
36
Econometric reviews
31
Econometric theory
29
Journal of applied econometrics
29
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25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
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24
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23
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22
International journal of forecasting
21
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19
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19
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18
Oxford bulletin of economics and statistics
18
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17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Insurance / Mathematics & economics
17
The journal of futures markets
17
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16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
The econometrics journal
16
Journal of macroeconomics
15
The review of financial studies
15
Discussion paper / Centre for Economic Policy Research
14
The journal of finance : the journal of the American Finance Association
14
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Discussion paper / Department of Economics, University of California San Diego
12
Discussion paper series / IZA
12
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
12
Journal of forecasting
12
Technical working paper / National Bureau of Economic Research
12
CESifo working papers
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Cowles Foundation Discussion Paper
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ECONIS (ZBW)
31
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1
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
2
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
3
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
4
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
-
2020
Persistent link: https://www.econbiz.de/10012320628
Saved in:
5
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
6
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
7
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
-
2019
Persistent link: https://www.econbiz.de/10012132062
Saved in:
8
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
9
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
10
A nonparametric approach to portfolio shrinkage
Han, Chulwoo
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012521350
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