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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"The econometrics journal"
~person:"Bera, Anil K."
~person:"Doğan, Osman"
~person:"Kim, Kyoo Il"
~person:"Shi, Xiaoxia"
~subject:"Statistical test"
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Volatility
Statistical test
Estimation theory
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Schätztheorie
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Statistischer Test
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GMM
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Lagrange multiplier tests
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Nichtparametrisches Verfahren
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Specification testing
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Bera, Anil K.
Doğan, Osman
Kim, Kyoo Il
Shi, Xiaoxia
Dufour, Jean-Marie
2
Hsu, Yu-Chin
2
Phillips, Peter C. B.
2
Sun, Yixiao
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The econometrics journal
Quantitative economics : QE ; journal of the Econometric Society
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Journal of econometrics
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Regional science & urban economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Spatial economic analysis : the journal of the Regional Studies Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses
Bera, Anil K.
;
Montes-Rojas, Gabriel
;
Sosa Escudero, Walter
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 41-57
Persistent link: https://www.econbiz.de/10012504446
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2
Uniform convergence rate of the semiparametric density estimator and testing for similarity of two unknown densities
Kim, Kyoo Il
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003451745
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