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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of econometrics"
~subject:"Börsenkurs"
~subject:"Schätztheorie"
~subject:"Zustandsraummodell"
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Börsenkurs
Schätztheorie
Zustandsraummodell
Zeitreihenanalyse
725
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724
Theorie
407
Theory
407
Estimation theory
379
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185
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Phillips, Peter C. B.
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7
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6
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5
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5
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Kim, Donggyu
5
Koop, Gary
5
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5
Li, Yingying
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Zhu, Ke
5
Francq, Christian
4
Georgiev, Iliyan
4
Hounyo, Ulrich
4
Kilian, Lutz
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3
Baillie, Richard
3
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3
Blasques, Francisco
3
Bollerslev, Tim
3
Chen, Rong
3
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3
Dong, Chaohua
3
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3
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3
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
Discussion paper / Tinbergen Institute
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Economics letters
182
Econometric theory
171
Econometric reviews
119
International journal of forecasting
111
Economic modelling
92
Working paper / Department of Econometrics and Business Statistics, Monash University
88
Journal of forecasting
87
CEMMAP working papers / Centre for Microdata Methods and Practice
84
Econometrics : open access journal
84
CREATES research paper
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
Applied economics letters
71
Cowles Foundation Discussion Paper
69
Computational economics
68
Applied economics
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Journal of empirical finance
58
The econometrics journal
55
Cowles Foundation discussion paper
53
NBER Working Paper
50
SFB 649 discussion paper
46
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Journal of the American Statistical Association : JASA
44
CESifo working papers
43
Journal of time series econometrics
42
Journal of applied econometrics
41
NBER working paper series
41
Journal of risk and financial management : JRFM
40
Energy economics
39
Journal of economic dynamics & control
39
Quantitative economics : QE ; journal of the Econometric Society
37
Finance research letters
33
Working paper
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Discussion paper
31
EUI working paper / ECO
31
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ECONIS (ZBW)
424
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1
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:
2
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:
3
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:
4
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
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5
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
Saved in:
6
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
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7
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju
;
Shin, Dong-wan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
Saved in:
8
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
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9
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:
10
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
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