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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"The econometrics journal"
~person:"Dufour, Jean-Marie"
~person:"Hauzenberger, Klemens"
~person:"Peters, Jonas"
~subject:"Statistical distribution"
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Stochastischer Prozess
Volatility
Statistical distribution
Estimation theory
4
Schätztheorie
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Statistical test
2
Statistischer Test
2
Volatilität
2
AR-type statistic
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ARCH model
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Bayes-Statistik
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Bayesian methods
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Estimation
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Identification-robust confidence sets
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Induktive Statistik
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Dufour, Jean-Marie
Hauzenberger, Klemens
Peters, Jonas
Wu, Ximing
2
Abadir, Karim Maher
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Adams, Christopher P.
1
Bao, Yong
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The econometrics journal
Journal of econometrics
2
Econometric analysis of financial and economic time series ; part a
1
Productivity and Inequality
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
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Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
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2
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
3
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
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