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subject:"Wechselkurs"
type:"article"
~person:"Bossaerts, Peter L."
~person:"Kuan, Chung-ming"
~person:"Lobato, Ignacio N."
~person:"Paul, M. Thomas"
~subject:"Devisenmarkt"
~subject:"Statistical test"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Bossaerts, Peter L.
Kuan, Chung-ming
Lobato, Ignacio N.
Paul, M. Thomas
Phillips, Peter C. B.
39
Andrews, Donald W. K.
38
Baltagi, Badi H.
31
Newey, Whitney K.
29
Li, Qi
28
Pesaran, M. Hashem
27
Gouriéroux, Christian
25
Bera, Anil K.
24
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23
Dufour, Jean-Marie
22
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22
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22
Ohtani, Kazuhiro
22
Robinson, Peter M.
22
King, Maxwell L.
20
Lee, Lung-fei
20
Ullah, Aman
20
White, Halbert
20
Wooldridge, Jeffrey M.
20
Giles, David E. A.
19
Perron, Pierre
19
Granger, C. W. J.
17
Srivastava, Virendra K.
16
Hahn, Jinyong
15
Hausman, Jerry A.
15
Hsiao, Cheng
15
Linton, Oliver
15
Maddala, Gangadharrao S.
15
Schmidt, Peter
15
Smith, Richard J.
15
Bai, Jushan
14
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14
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14
Kelejian, Harry H.
14
Lütkepohl, Helmut
14
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13
Godfrey, L. G.
13
Hill, Rufus Carter
13
Lee, Myoung-jae
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4
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Journal of foreign exchange and international finance : JFEIF
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Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
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ECONIS (ZBW)
25
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1
Specification testing with estimated variables
Domínguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 476-494
Persistent link: https://www.econbiz.de/10012181406
Saved in:
2
Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Lee, Wei-Ming
;
Hsu, Yu-Chin
;
Kuan, Chung-ming
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10011345990
Saved in:
3
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-Ming
;
Kuan, Chung-ming
;
Hsu, Yu-Chin
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10010473309
Saved in:
4
Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos
;
Lobato, Ignacio N.
;
Zhu, Lin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
Saved in:
5
Filtering returns for unspecified biases in priors when testing asset pricing theory
Bossaerts, Peter L.
- In:
The review of economic studies
71
(
2004
)
1
,
pp. 63-86
Persistent link: https://www.econbiz.de/10001879682
Saved in:
6
Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
- In:
Journal of financial markets
6
(
2003
)
4
,
pp. 573-605
Persistent link: https://www.econbiz.de/10001780139
Saved in:
7
Testing parameter constancy in models with infinite variance errors
Chen, Mei-yuan
;
Kuan, Chung-ming
- In:
Economics letters
72
(
2001
)
1
,
pp. 11-18
Persistent link: https://www.econbiz.de/10001577873
Saved in:
8
Monitoring structural changes with the generalized fluctuation test
Leisch, Friedrich
;
Hornik, Kurt
;
Kuan, Chung-ming
- In:
Econometric theory
16
(
2000
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10001548329
Saved in:
9
A semiparametric two-step estimator in a multivariate long memory model
Lobato, Ignacio N.
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10001353790
Saved in:
10
Tests for changes in models with a polynomial trend
Kuan, Chung-ming
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10001234511
Saved in:
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