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~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~subject:"Statistical test"
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ARCH model
Statistical test
Theorie
1,610
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1,610
Estimation theory
802
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802
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677
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674
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Francq, Christian
9
Zakoïan, Jean-Michel
8
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6
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6
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5
Delgado, Miguel A.
5
Phillips, Peter C. B.
5
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4
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4
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4
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4
Li, Guodong
4
Linton, Oliver
4
Paolella, Marc S.
4
Park, Joon Y.
4
Sun, Yixiao
4
Taylor, Robert
4
Xiao, Zhijie
4
Bollerslev, Tim
3
Cai, Zongwu
3
Corradi, Valentina
3
Hill, Jonathan B.
3
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3
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3
Kim, Donggyu
3
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3
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3
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3
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3
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3
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3
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2
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2
Bai, Jushan
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Bera, Anil K.
2
Blasques, F.
2
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Journal of econometrics
Economics letters
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Energy economics
121
Applied economics
120
Econometric reviews
120
Econometric theory
117
Finance research letters
110
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100
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99
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98
International journal of forecasting
97
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96
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81
International review of financial analysis
80
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74
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69
International review of economics & finance : IREF
67
The North American journal of economics and finance : a journal of financial economics studies
66
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65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
63
Journal of banking & finance
63
Journal of applied econometrics
60
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Journal of risk and financial management : JRFM
55
Research in international business and finance
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Journal of international financial markets, institutions & money
53
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48
The European journal of finance
47
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45
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39
CEMMAP working papers / Centre for Microdata Methods and Practice
38
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38
Journal of financial econometrics
37
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ECONIS (ZBW)
278
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1
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
2
The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
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3
Beyond panel unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10009666772
Saved in:
4
Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
5
Portmanteau-type tests for unit-root and cointegration
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012116354
Saved in:
6
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
7
A test for second order stationarity of a multivariate time series
Jentsch, Carsten
;
Subba Rao, Suhasini
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 124-161
Persistent link: https://www.econbiz.de/10011339888
Saved in:
8
Distribution
theory
for unit root tests with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001382163
Saved in:
9
A residual-based ADF test for stationary cointegration in I (2) settings
Gomez-Biscarri, Javier
;
Hualde, Javier
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 280-294
Persistent link: https://www.econbiz.de/10011339328
Saved in:
10
Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg
;
Demetrescu, Matei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 358-375
Persistent link: https://www.econbiz.de/10011499478
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