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~isPartOf:"Econometric theory"
~person:"Deo, Rohit S."
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~subject:"Statistischer Test"
~subject:"Volatility"
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Deo, Rohit S.
Phillips, Peter C. B.
17
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14
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11
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8
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7
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7
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Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood
Chen, Willa W.
;
Deo, Rohit S.
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1143-119
Persistent link: https://www.econbiz.de/10003885740
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2
A generalized portmanteau goodness-of-fit test for time series models
Chen, Willa W.
;
Deo, Rohit S.
- In:
Econometric theory
20
(
2004
)
2
,
pp. 382-416
Persistent link: https://www.econbiz.de/10001988207
Saved in:
3
On the asymptotic power of the variance ratio test
Deo, Rohit S.
;
Richardson, Matthew
- In:
Econometric theory
19
(
2003
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10001743397
Saved in:
4
On the log periodogram regression estimator of the memory parameter in long memory stochastic volatility models
Deo, Rohit S.
;
Hurvich, Clifford M.
- In:
Econometric theory
17
(
2001
)
4
,
pp. 686-710
Persistent link: https://www.econbiz.de/10001606768
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