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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Estimation"
~subject:"Stock market"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Search: subject_exact:"Autokorrelation"
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Estimation
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Autocorrelation
49
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Bec, Frédérique
1
BenSalem, Mélika
1
Bohn Nielsen, Heino
1
Carrasco, Marine
1
Cavaliere, Giuseppe
1
Engle, Robert F.
1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics letters
13
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12
Journal of econometrics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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The European journal of finance
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CBN journal of applied statistics
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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International journal of finance & economics : IJFE
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International journal of forecasting
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International review of economics & finance : IREF
4
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Risks : open access journal
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ECONIS (ZBW)
7
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1
Composite likelihood estimation of an autoregressive panel ordered probit model with random effects
Tuzcuoglu, Kerem
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 593-607
Persistent link: https://www.econbiz.de/10014448376
Saved in:
2
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
3
Extreme quantile estimation for autoregressive models
Li, Deyuan
;
Wang, Huixia
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 661-670
Persistent link: https://www.econbiz.de/10012179004
Saved in:
4
Semiparametric spatial autoregressive models with endogenous regressors : with an application to crime data
Hoshino, Tadao
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 160-172
Persistent link: https://www.econbiz.de/10011894483
Saved in:
5
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
Saved in:
6
A discrete-state continuous-time model of financial transactions prices and times : the autoregressive conditional multinomial-autoregressive conditional duration model
Russell, Jeffrey R.
;
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 166-180
Persistent link: https://www.econbiz.de/10002781639
Saved in:
7
Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship
Bec, Frédérique
;
BenSalem, Mélika
;
Carrasco, Marine
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 382-395
Persistent link: https://www.econbiz.de/10002372870
Saved in:
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