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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mul"
~language:"spa"
~language:"vie"
~person:"Horowitz, Joel"
~person:"Zhu, Ke"
~subject:"Estimation theory"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Estimation theory
Schätztheorie
17
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9
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7
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7
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Horowitz, Joel
Zhu, Ke
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
19
Su, Liangjun
18
Li, Qi
17
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17
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11
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11
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11
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11
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10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
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10
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10
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10
Todorov, Viktor
10
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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8
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Econometric theory
4
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Annual review of economics
2
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
17
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17
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date (oldest first)
1
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
2
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
3
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
4
Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
Horowitz, Joel
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10012619819
Saved in:
5
Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Horowitz, Joel
;
Nesheim, Lars
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 44-55
Persistent link: https://www.econbiz.de/10012619339
Saved in:
6
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
7
Model checks for nonlinear cointegrating regression
Wang, Qiying
;
Wu, Dongsheng
;
Zhu, Ke
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012116349
Saved in:
8
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong
;
Zhang, Xingfa
;
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
Saved in:
9
A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
Saved in:
10
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations
Chen, Min
;
Zhu, Ke
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 313-320
Persistent link: https://www.econbiz.de/10011504541
Saved in:
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