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~person:"Dufour, Jean-Marie"
~person:"Tsionas, Efthymios G."
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"Technische Effizienz"
~type_genre:"Arbeitspapier"
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Dufour, Jean-Marie
Tsionas, Efthymios G.
Koopman, Siem Jan
15
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7
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6
Martin, Gael M.
6
McAleer, Michael
6
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6
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5
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5
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5
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4
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4
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4
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4
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3
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3
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3
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2
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1
Novel techniques for Bayesian inference in univariate and multivariate stochastic volatility models
Tsionas, Efthymios G.
-
2022
Persistent link: https://www.econbiz.de/10013193282
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2
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011578259
Saved in:
3
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011592683
Saved in:
4
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947817
Saved in:
5
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
Saved in:
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