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type_genre:"Sammelwerk"
~person:"Diebold, Francis X."
~person:"Kohn, Robert"
~subject:"Dynamic equilibrium"
~subject:"Korrelation"
~subject:"Matching"
~subject:"Schätzung"
~subject:"Stichprobenerhebung"
~subject:"Theorie"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Dynamic equilibrium
Korrelation
Matching
Schätzung
Stichprobenerhebung
Theorie
USA
Volatilität
Estimation theory
68
Schätztheorie
68
Theory
50
Time series analysis
15
Zeitreihenanalyse
15
Estimation
14
Capital income
9
Kapitaleinkommen
9
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8
Bayesian inference
8
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8
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7
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22
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Sammelwerk
Arbeitspapier
Aufsatz in Zeitschrift
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38
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34
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60
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Diebold, Francis X.
Kohn, Robert
Phillips, Peter C. B.
77
Härdle, Wolfgang
76
Pesaran, M. Hashem
75
Linton, Oliver
55
Gouriéroux, Christian
50
Andrews, Donald W. K.
45
Baltagi, Badi H.
45
Franses, Philip Hans
44
Imbens, Guido
44
McAleer, Michael
44
Newey, Whitney K.
44
Lechner, Michael
43
Gao, Jiti
39
Swanson, Norman R.
39
Giles, David E. A.
37
Heckman, James J.
35
Kapetanios, George
35
Li, Qi
34
Koop, Gary
32
Robinson, Peter M.
32
Zakoïan, Jean-Michel
32
Marcellino, Massimiliano
31
Ullah, Aman
31
Horowitz, Joel
29
Koopman, Siem Jan
29
Lucas, André
29
Lütkepohl, Helmut
29
Teräsvirta, Timo
29
Wooldridge, Jeffrey M.
29
Cai, Zongwu
28
Ghysels, Eric
28
Bera, Anil K.
27
Kleibergen, Frank
27
King, Maxwell L.
26
Lee, Lung-fei
26
White, Halbert
26
Bauwens, Luc
25
Francq, Christian
25
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Rodney L. White Center for Financial Research
3
The Wharton Financial Institutions Center
1
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Working paper series
16
Journal of econometrics
9
Working paper / National Bureau of Economic Research, Inc.
5
Technical working paper / National Bureau of Economic Research
4
Working papers / Rodney L. White Center for Financial Research
3
Financial Institutions Center
2
The journal of finance : the journal of the American Finance Association
2
The review of economic studies
2
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2
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1
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1
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ECONIS (ZBW)
60
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
3
Bayesian covariance matrix estimation using a mixture of decomposable graphical models
Armstrong, Helen
;
Carter, Chris K.
;
Wong, Kevin
;
Kohn, …
-
2007
Persistent link: https://www.econbiz.de/10003431594
Saved in:
4
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
5
Efficient estimation of covariance matrices using posterior mode multiple shrinkage
Giordani, Paolo
;
Mun, Xiuyan
;
Kohn, Robert
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 154-192
Persistent link: https://www.econbiz.de/10009708919
Saved in:
6
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:
7
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:
8
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
9
Bayesian estimation of a random effects heteroscedastic probit model
Gu, Yuanyuan
;
Fiebig, Denzil G.
;
Cripps, Edward
;
Kohn, …
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 324-339
Persistent link: https://www.econbiz.de/10003875768
Saved in:
10
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:
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