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subject:"Stochastischer Prozess"
subject:"Volatility"
~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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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kointegration
Schätztheorie
Estimation theory
31
Theorie
12
Theory
12
Statistical test
9
Statistischer Test
9
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Induktive Statistik
5
Statistical inference
5
Statistical theory
5
Statistische Methodenlehre
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Monte Carlo test
4
Regression analysis
4
Regressionsanalyse
4
Volatilität
4
Capital income
3
Estimation
3
Kapitaleinkommen
3
Markov chain
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Markov-Kette
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Method of moments
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Endogeneity
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Aufsatz in Zeitschrift
Book section
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24
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20
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Aufsatz im Buch
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Dufour, Jean-Marie
Phillips, Peter C. B.
95
Baltagi, Badi H.
73
Lee, Lung-fei
68
Li, Qi
65
Linton, Oliver
65
Ullah, Aman
56
Newey, Whitney K.
53
Andrews, Donald W. K.
52
Tsionas, Efthymios G.
50
Su, Liangjun
48
Wooldridge, Jeffrey M.
42
Gao, Jiti
41
Kumbhakar, Subal
41
Pesaran, M. Hashem
41
Robinson, Peter M.
41
Gouriéroux, Christian
40
Ohtani, Kazuhiro
40
White, Halbert
37
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
Horowitz, Joel
35
Parmeter, Christopher F.
35
Bera, Anil K.
34
Hsiao, Cheng
34
Bai, Jushan
32
Cai, Zongwu
32
Fan, Yanqin
32
Hahn, Jinyong
32
Krämer, Walter
32
Lütkepohl, Helmut
32
Perron, Pierre
32
Florens, Jean-Pierre
30
Chen, Xiaohong
29
Giles, David E. A.
29
Hausman, Jerry A.
29
Hansen, Bruce E.
28
Hendry, David F.
28
Westerlund, Joakim
28
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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.
2
The econometrics journal
2
The review of economics and statistics
2
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Economics letters
1
Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of empirical finance
1
Journal of quantitative economics
1
Model reliability
1
Numéro spécial "Modélisation des systèmes dynamiques"
1
Productivity and Inequality
1
The review of economic studies
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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ECONIS (ZBW)
31
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1
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
2
Identification‐robust inference for endogeneity parameters in models with an incomplete reduced form
Dufour, Jean-Marie
;
Nguyen, Vinh
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 337-)
.
2022
Persistent link: https://www.econbiz.de/10013194682
Saved in:
3
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
Saved in:
4
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk
;
Dufour, Jean-Marie
- In:
Econometric reviews
40
(
2021
)
7
,
pp. 657-687
Persistent link: https://www.econbiz.de/10012624528
Saved in:
5
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
6
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
7
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
8
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
9
Confidence sets for inequality measures : Fieller-type methods
Dufour, Jean-Marie
;
Flachaire, Emmanuel
;
Khalaf, Lynda
; …
- In:
Productivity and Inequality
,
(pp. 143-155)
.
2018
Persistent link: https://www.econbiz.de/10013357122
Saved in:
10
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
Dufour, Jean-Marie
;
Trognon, Alain
;
Tuvaandorj, Purevdorj
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 182-204
Persistent link: https://www.econbiz.de/10011795165
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