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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"The econometrics journal"
~isPartOf:"Working paper"
~subject:"Statistischer Test"
~type:"article"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistischer Test
Estimation theory
409
Schätztheorie
409
Regression analysis
74
Regressionsanalyse
74
Nichtparametrisches Verfahren
73
Nonparametric statistics
73
Theorie
65
Theory
65
Estimation
60
Schätzung
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Time series analysis
58
Zeitreihenanalyse
58
Panel
50
Panel study
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Statistical test
47
Induktive Statistik
26
Statistical inference
26
Forecasting model
22
Prognoseverfahren
22
Instrumental variables
21
Statistical distribution
21
Statistische Verteilung
21
Monte Carlo simulation
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Monte-Carlo-Simulation
20
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18
Bootstrap-Verfahren
18
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VAR-Modell
18
Bayes-Statistik
17
Bayesian inference
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67
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Phillips, Peter C. B.
5
Yu, Jun
5
Clark, Todd E.
2
Dalla, Violetta
2
Dufour, Jean-Marie
2
Giraitis, Liudas
2
Hsu, Yu-Chin
2
McCracken, Michael W.
2
Shi, Shuping
2
Sun, Yixiao
2
Wu, Ximing
2
Xiao, Zhijie
2
Abadir, Karim Maher
1
Alejo, Javier
1
Alfelt, Gustav
1
Baltagi, Badi H.
1
Bera, A. K.
1
Bera, Anil K.
1
Berger, Yves G.
1
Bodnar, Taras
1
Bolance, Catalina
1
Bruhin, Adrian
1
Camponovo, Lorenzo
1
Chen, Han
1
Chen, Jia
1
Cheng, Xu
1
Choi, Hwan-sik
1
Corradi, Valentina
1
Coudin, Elise
1
Craig, Ben R.
1
Davidson, Russell
1
Delgado, Miguel A.
1
Demetrescu, Matei
1
Doko Tchatoka, Firmin
1
Elliott, Robert J.
1
Elsinger, Helmut
1
Fei, Yijie
1
Feng, Qu
1
Fu, Jia-Young Michael
1
Gao, Jiti
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The econometrics journal
Working paper
Journal of econometrics
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
82
Economics letters
77
Econometric theory
66
Discussion paper / Tinbergen Institute
50
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Cowles Foundation discussion paper
43
Economic modelling
40
CREATES research paper
37
Econometrics : open access journal
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Cowles Foundation Discussion Paper
26
Journal of empirical finance
25
Quantitative economics : QE ; journal of the Econometric Society
25
Journal of financial econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
International journal of forecasting
22
Applied economics letters
21
Discussion papers of interdisciplinary research project 373
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SFB 649 discussion paper
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European journal of operational research : EJOR
19
Finance research letters
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Journal of banking & finance
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Journal of the American Statistical Association : JASA
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Discussion paper / Center for Economic Research, Tilburg University
17
Quantitative finance
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Computational economics
16
Discussion paper
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Cambridge working papers in economics
15
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Hypothesis testing via posterior-test-based Bayes factors
Li, Yong
;
Wang, Nianling
;
Yu, Jun
;
Zhang, Yonghui
-
2023
Persistent link: https://www.econbiz.de/10014320454
Saved in:
3
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
4
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
6
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
7
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
8
A new perspective on weak instruments
Keane, Michael P.
;
Neal, Timothy
-
2021
Persistent link: https://www.econbiz.de/10012616261
Saved in:
9
Testing for quantile sample selection
Corradi, Valentina
;
Gutknecht, Daniel
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 147-173
Persistent link: https://www.econbiz.de/10014319284
Saved in:
10
Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng
;
Li, Pengfei
;
Wu, Changbao
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
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