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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"Börsenkurs"
~subject:"Schätztheorie"
~subject:"Zustandsraummodell"
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Börsenkurs
Schätztheorie
Zustandsraummodell
Zeitreihenanalyse
840
Time series analysis
839
Theorie
465
Theory
465
Estimation theory
407
Bootstrap approach
204
Bootstrap-Verfahren
204
Estimation
183
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182
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167
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Taylor, Robert
13
Phillips, Peter C. B.
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10
Linton, Oliver
8
Chen, Xiaohong
7
Harvey, David I.
7
Koop, Gary
7
Todorov, Viktor
7
Andersen, Torben
6
Chambers, Marcus J.
6
Davis, Richard A.
6
Li, Jia
6
Li, Qi
6
Inoue, Atsushi
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Yingying
5
Nielsen, Morten Ørregaard
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Zhu, Ke
5
Baillie, Richard
4
Francq, Christian
4
Georgiev, Iliyan
4
Harvey, Andrew C.
4
Hounyo, Ulrich
4
Kilian, Lutz
4
Ng, Serena
4
Perron, Pierre
4
Sun, Yixiao
4
Varneskov, Rasmus Tangsgaard
4
Zakoïan, Jean-Michel
4
Andrews, Donald W. K.
3
Baltagi, Badi H.
3
Blasques, Francisco
3
Bollerslev, Tim
3
Chen, Rong
3
Demetrescu, Matei
3
Dong, Chaohua
3
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
Journal of empirical finance
Discussion paper / Tinbergen Institute
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Economics letters
182
Econometric theory
172
Econometric reviews
121
International journal of forecasting
115
Economic modelling
92
Working paper / Department of Econometrics and Business Statistics, Monash University
92
Journal of forecasting
87
Econometrics : open access journal
85
CEMMAP working papers / Centre for Microdata Methods and Practice
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
CREATES research paper
77
Applied economics letters
72
Computational economics
71
Cowles Foundation Discussion Paper
69
Applied economics
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
The econometrics journal
57
Cowles Foundation discussion paper
54
NBER Working Paper
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
SFB 649 discussion paper
46
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
CESifo working papers
44
Finance research letters
44
Journal of the American Statistical Association : JASA
44
Journal of economic dynamics & control
43
Journal of time series econometrics
42
NBER working paper series
42
Energy economics
41
Journal of applied econometrics
41
Journal of risk and financial management : JRFM
40
Quantitative economics : QE ; journal of the Econometric Society
39
Working paper
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Queen's Economics Department working paper
32
Discussion paper
31
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ECONIS (ZBW)
487
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1
Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping
;
Liang, Zhongwen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
Saved in:
2
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
3
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:
4
Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012438108
Saved in:
5
Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
Saved in:
6
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
7
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
8
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
9
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
Saved in:
10
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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