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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Sampling"
~subject:"Statistical test"
~subject:"Statistischer Test"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatility
Sampling
Statistical test
Statistischer Test
USA
Estimation theory
509
Schätztheorie
509
Theorie
140
Theory
140
Time series analysis
106
Zeitreihenanalyse
106
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90
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Dufour, Jean-Marie
4
Teräsvirta, Timo
4
Baltagi, Badi H.
3
Chen, Yi-ting
3
Maasoumi, Esfandiar
3
Audrino, Francesco
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Cai, Zongwu
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2
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1
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1
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Econometric reviews
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
323
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Economics letters
106
Econometric theory
64
The econometrics journal
55
The review of economics and statistics
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
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39
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32
International journal of forecasting
31
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30
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26
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25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Journal of financial econometrics
24
American journal of agricultural economics
22
Journal of banking & finance
22
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21
Oxford bulletin of economics and statistics
19
The journal of futures markets
19
Finance research letters
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The journal of finance : the journal of the American Finance Association
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European journal of operational research : EJOR
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International journal of theoretical and applied finance
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Journal of macroeconomics
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Statistical papers
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Journal of time series econometrics
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ECONIS (ZBW)
114
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1
Testing Granger non-causality in expectiles
Bouezmarni, Taoufik
;
Doukali, Mohamed
;
Taamouti, Abderrahim
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 30-51
Persistent link: https://www.econbiz.de/10014486380
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro
;
Iwasawa, Masamune
;
Nishiyama, Yoshihiko
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 487-512
Persistent link: https://www.econbiz.de/10014305572
Saved in:
5
A simple test of completeness in a class of nonparametric specification
Hu, Yingyao
;
Shiu, Ji-Liang
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 373-399
Persistent link: https://www.econbiz.de/10013364886
Saved in:
6
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models
Bailey, Natalia
;
Jiang, Dandan
;
Yao, Jianfeng
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 564-582
Persistent link: https://www.econbiz.de/10013364894
Saved in:
7
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
8
Testing independence between exogenous variables and unobserved errors
Li, Shuo
;
Peng, Liuhua
;
Tu, Yundong
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 697-728
Persistent link: https://www.econbiz.de/10013364903
Saved in:
9
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
10
A robust test for serial correlation in panel data models
Chen, Bin
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
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