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subject:"Wechselkurs"
type:"article"
~isPartOf:"Essays in honor of Joon Y. Park : econometric theory"
~language:"eng"
~subject:"Kointegration"
~subject:"Sampling"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Kointegration
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Statistical test
Estimation theory
11
Schätztheorie
11
Time series analysis
9
Zeitreihenanalyse
9
Cointegration
6
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Einheitswurzeltest
2
Forecasting model
2
Nichtlineare Regression
2
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2
Nonlinear regression
2
Nonparametric statistics
2
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2
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2
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2
Unit root test
2
asymptotic power
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unit root
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Best linear prediction
1
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Currency derivative
1
DDS Brownian motion
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Estimation
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Infinite-order cointegrated vector autoregressive process
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Least squares
1
Least squares method
1
Non-linearity
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1
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Bouhaddioui, Chafik
1
Dufour, Jean-Marie
1
Gao, Jiti
1
Gospodinov, Nikolaj
1
Hidalgo, Javier
1
Hitomi, Kohtaro
1
Kew, Hsein
1
Kim, Yun-Yeong
1
Lee, Heejun
1
Lee, Jungyoon
1
Liang, Han-Ying
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Maynard, Alex
1
Nagai, Keiji
1
Nishiyama, Yoshihiko
1
Pesavento, Elena
1
Seo, Myung Hwan
1
Shen, Yu
1
Takano, Masaya
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Tao, Junfan
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Wang, Qiying
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Zhou, Ying
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Essays in honor of Joon Y. Park : econometric theory
Journal of econometrics
247
Economics letters
95
Econometric reviews
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Econometric theory
70
The econometrics journal
50
Econometrics : open access journal
44
Applied economics letters
36
Economic modelling
35
Journal of the American Statistical Association : JASA
35
Statistics in transition : an international journal of the Polish Statistical Association
35
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Quantitative economics : QE ; journal of the Econometric Society
24
Journal of applied econometrics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Applied economics
22
International journal of economics and financial issues : IJEFI
17
Oxford bulletin of economics and statistics
16
International journal of forecasting
14
Journal of time series econometrics
14
Computational economics
12
European journal of operational research : EJOR
12
Journal of empirical finance
12
Journal of financial econometrics
12
Statistical papers
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of forecasting
11
The review of economics and statistics
11
International journal of economics and finance
10
The review of economic studies
9
Insurance / Mathematics & economics
8
Journal of econometric methods
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of macroeconomics
8
Theoretical economics letters
8
Finance research letters
7
Journal of banking & finance
7
Journal of international money and finance
7
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1
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
2
Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
Saved in:
3
Minimax risk in estimating kink threshold and testing continuity
Hidalgo, Javier
;
Lee, Heejun
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 233-259)
.
2023
Persistent link: https://www.econbiz.de/10014313688
Saved in:
4
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:
5
Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj
;
Maynard, Alex
;
Pesavento, Elena
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 295-318)
.
2023
Persistent link: https://www.econbiz.de/10014313744
Saved in:
6
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
7
Best linear prediction in cointegrated systems
Kim, Yun-Yeong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 367-391)
.
2023
Persistent link: https://www.econbiz.de/10014313816
Saved in:
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