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subject:"Statistical test"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The European journal of finance"
~subject:"Bootstrap approach"
~subject:"Schätzung"
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Search: subject_exact:"Autoregressives Modell"
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Statistical test
Bootstrap approach
Schätzung
Autocorrelation
154
Autokorrelation
154
Estimation theory
84
Schätztheorie
84
Theorie
50
Theory
50
Time series analysis
44
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Spatial interaction
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Maximum likelihood estimation
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Regional economics
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Sun, Yixiao
4
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2
Lee, Lung-fei
2
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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
Chan, Ngai Hang
1
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1
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Dufour, Jean-Marie
1
Escanciano, J. Carlos
1
Galvão Júnior, Antônio Fialho
1
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1
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1
Giersbergen, Noud P. A. van
1
Glass, Anthony
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
Kenjegalieva, Karligash
1
Khalaf, Lynda
1
Kilian, Lutz
1
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1
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Journal of econometrics
Journal of financial econometrics
The European journal of finance
Econometric reviews
21
Economics letters
17
Applied economics letters
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Discussion paper / Tinbergen Institute
11
Economic modelling
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Econometric theory
9
Journal of empirical finance
9
The econometrics journal
9
Regional science & urban economics
8
The empirical economics letters : a monthly international journal of economics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometrics : open access journal
6
Spatial economic analysis : the journal of the Regional Studies Association
6
Applied economics
5
Applied financial economics
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International journal of forecasting
5
Journal of forecasting
5
Journal of risk and financial management : JRFM
5
CESifo working papers
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Cambridge working papers in economics
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Cowles Foundation discussion paper
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Discussion paper / Center for Economic Research, Tilburg University
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Economics bulletin : EB
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International journal of finance & economics : IJFE
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International review of financial analysis
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Risks : open access journal
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SFB 649 discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
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CBN journal of applied statistics
3
CREATES research paper
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Columbia economics discussion paper series / Department of Economics, Columbia University
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ECONIS (ZBW)
44
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1
A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 157-186
Persistent link: https://www.econbiz.de/10014526309
Saved in:
2
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
Saved in:
3
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
4
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
5
Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
Hoshino, Tadao
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 263-275
Persistent link: https://www.econbiz.de/10013441870
Saved in:
6
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
7
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 601-624
Persistent link: https://www.econbiz.de/10012619762
Saved in:
8
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
Saved in:
9
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
Saved in:
10
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
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