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~subject:"Long-run variance estimation"
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Long-run variance estimation
Estimation theory
31
Schätztheorie
31
Time series analysis
23
Zeitreihenanalyse
23
Statistical test
15
Statistischer Test
15
Long-run variance
14
long-run variance
12
Asymptotic expansion
9
HAC estimator
9
Long run variance estimator
9
Market frictions
8
Quadratic variation
8
Realised variance
8
Long run variance
7
Volatility
7
Volatilität
7
long run variance
7
Autocorrelation
6
Autokorrelation
6
Bias
5
F distribution
5
F-distribution
5
Forecasting model
5
Prognoseverfahren
5
long run variance estimation
5
Cointegration
4
Misspecification
4
Regression analysis
4
Regressionsanalyse
4
Robust standard error
4
Structural break
4
Strukturbruch
4
Einheitswurzeltest
3
Estimation
3
HAC estimation
3
Heteroscedasticity
3
Heteroskedastizität
3
Irregular functional
3
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Kara, Alper
2
Tunç, Gül Ipek
2
Carrion-i-Silvestre, Josep
1
Harvey, David I.
1
Leybourne, Stephen James
1
Sansó, Andreu
1
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Empirical Economics
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International journal of forecasting
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Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes
Kara, Alper
;
Yıldırım, Dilem
;
Tunç, Gül Ipek
-
2021
Persistent link: https://www.econbiz.de/10013550334
Saved in:
2
Market efficiency in non-renewable resource markets : evidence from stationarity tests with structural changes
Kara, Alper
;
Yildirim, Dilem
;
Tunç, Gül Ipek
- In:
Mineral economics : raw materials report
36
(
2023
)
2
,
pp. 279-290
Persistent link: https://www.econbiz.de/10014251404
Saved in:
3
Forecast evaluation tests and negative
long-run
variance
estimates in small samples
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
Saved in:
4
A guide to the computation of stationarity tests
Carrion-i-Silvestre, Josep
;
Sansó, Andreu
- In:
Empirical Economics
31
(
2006
)
2
,
pp. 433-448
Persistent link: https://www.econbiz.de/10005166676
Saved in:
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