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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of quantitative economics"
~person:"Dufour, Jean-Marie"
~subject:"Kointegration"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Multi-volume publication"
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Stochastischer Prozess
Volatility
Kointegration
Schätztheorie
Bartlett-Nanda-Pillai statistic
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Estimation theory
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F statistic
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Lawley-Hotelling statistic
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Measurement error model
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Regressionsanalyse
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Dufour, Jean-Marie
Giles, David E. A.
3
Chaturvedi, Anoop
2
Kayal, Parthajit
2
Maheswaran, S.
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Rilstone, Paul
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Vinod, Hrishikesh D.
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Abraham, Vinoj
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Kang, Byunguk
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Khandelwal, Vipul
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Kotlyarova, Yulia
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Journal of quantitative economics
Econometric reviews
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International economic review
2
Journal of econometrics
2
L' Actualité économique : revue trimest.
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The econometrics journal
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The review of economics and statistics
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Econometric analysis of financial and economic time series ; part a
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Econometric theory
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Economics letters
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Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
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Essays in honor of Joon Y. Park : econometric theory
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Journal of empirical finance
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Model reliability
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Numéro spécial "Modélisation des systèmes dynamiques"
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Productivity and Inequality
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The review of economic studies
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Reverse regressions, symmetry and test distributions in linear models
Dufour, Jean-Marie
;
Kang, Byunguk
- In:
Journal of quantitative economics
20
(
2022
),
pp. 71-99
Persistent link: https://www.econbiz.de/10013441607
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