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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~person:"Diebold, Francis X."
~person:"Francq, Christian"
~subject:"Autocorrelation"
~subject:"Bootstrap-Verfahren"
~subject:"Panel study"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Theorie
Autocorrelation
Bootstrap-Verfahren
Panel study
Estimation theory
40
Schätztheorie
40
Theory
27
ARCH model
8
ARCH-Modell
8
Estimation
8
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8
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7
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7
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7
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29
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29
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28
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6
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29
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Diebold, Francis X.
Francq, Christian
Härdle, Wolfgang
63
Pesaran, M. Hashem
53
Phillips, Peter C. B.
40
Franses, Philip Hans
29
Swanson, Norman R.
27
Imbens, Guido
24
Maravall Herrero, Agustín
23
Gouriéroux, Christian
22
Kohn, Robert
19
McAleer, Michael
19
Heckman, James J.
18
Stahlecker, Peter
18
Weidner, Martin
18
Andrews, Donald W. K.
17
Kiviet, J. F.
17
Robert, Christian P.
17
Fernández-Val, Iván
16
Gao, Jiti
16
Giles, David E. A.
16
Kilian, Lutz
16
Kleibergen, Frank
16
MacKinnon, James G.
16
Zakoïan, Jean-Michel
16
Robinson, Peter M.
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Angrist, Joshua D.
14
Baltagi, Badi H.
14
Breitung, Jörg
14
Chernozhukov, Victor
14
Giles, Judith A.
14
Lucas, André
14
Newey, Whitney K.
14
Scaillet, Olivier
14
Teräsvirta, Timo
14
Dette, Holger
13
Horowitz, Joel
13
Lütkepohl, Helmut
13
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Rodney L. White Center for Financial Research
3
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Working paper / National Bureau of Economic Research, Inc.
4
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3
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3
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2
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1
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1
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ECONIS (ZBW)
29
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1
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
Saved in:
2
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003349886
Saved in:
4
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
5
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
6
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
7
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
8
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
9
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
-
2000
Persistent link: https://www.econbiz.de/10001534206
Saved in:
10
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
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