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~subject:"Nonparametric statistics"
~subject:"Statistical distribution"
~subject:"Stochastic process"
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Nonparametric statistics
Statistical distribution
Stochastic process
Volatility
Theorie
1,608
Theory
1,608
Estimation theory
368
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368
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326
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Phillips, Peter C. B.
13
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8
Yu, Jun
8
Aït-Sahalia, Yacine
7
Andersen, Torben
5
Bollerslev, Tim
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Chen, Xiaohong
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Gouriéroux, Christian
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Park, Joon Y.
5
Renault, Eric
5
Robinson, Peter M.
5
Gallant, A. Ronald
4
Gao, Jiti
4
Hallin, Marc
4
Hidalgo, Javier
4
Hong, Yongmiao
4
Jensen, Mark J.
4
Lewbel, Arthur
4
Maheu, John M.
4
Patton, Andrew J.
4
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4
Taylor, Robert
4
Todorov, Viktor
4
Whang, Yoon-jae
4
Asai, Manabu
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
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3
Chan, Joshua
3
Chang, Chia-Lin
3
Chen, Songnian
3
Delgado, Miguel A.
3
Diebold, Francis X.
3
Fan, Yanqin
3
Gagliardini, Patrick
3
Ghysels, Eric
3
Koop, Gary
3
Ling, Shiqing
3
Mariano, Roberto S.
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Journal of econometrics
European journal of operational research : EJOR
528
Insurance / Mathematics & economics
295
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223
Working paper / National Bureau of Economic Research, Inc.
221
NBER Working Paper
215
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Economics letters
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187
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180
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156
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154
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152
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152
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148
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137
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135
International journal of forecasting
135
Risks : open access journal
133
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131
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130
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99
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98
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90
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ECONIS (ZBW)
368
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1
A simple way of computing the inverse moments of a non-central chi-square random variable
Xie, Wen Zhi
- In:
Journal of econometrics
37
(
1988
)
3
,
pp. 389-393
Persistent link: https://www.econbiz.de/10003712704
Saved in:
2
Manipulation of the running variable in the regression discontinuity design : a density test
McCrary, Justin
- In:
Journal of econometrics
142
(
2008
)
2
,
pp. 698-714
Persistent link: https://www.econbiz.de/10003645812
Saved in:
3
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
4
Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
5
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
6
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
;
Yao, Qiwei
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
Saved in:
7
Local likelihood estimation of truncated regression and its partial derivatives : theory and application
Park, Byeong U.
;
Simar, Léopold
;
Zelenyuk, Valentin
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 185-198
Persistent link: https://www.econbiz.de/10003778287
Saved in:
8
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Lee, Sokbae
;
Seo, Myung Hwan
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 492-499
Persistent link: https://www.econbiz.de/10003774693
Saved in:
9
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu
;
Linton, Oliver
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
Saved in:
10
Nonstationary discrete choice
Hu, Ling
;
Phillips, Peter C. B.
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
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