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Statistical test
344
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344
Estimation theory
187
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140
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140
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78
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Andrews, Donald W. K.
8
Sun, Yixiao
8
Delgado, Miguel A.
7
Phillips, Peter C. B.
7
Dufour, Jean-Marie
6
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6
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5
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5
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4
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4
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4
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4
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4
Hong, Yongmiao
4
Horowitz, Joel
4
Li, Qi
4
Linton, Oliver
4
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4
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4
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4
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4
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4
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3
Armstrong, Timothy B.
3
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Corradi, Valentina
3
Ding, Peng
3
Escanciano, J. Carlos
3
Francq, Christian
3
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3
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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82
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70
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57
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56
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51
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49
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48
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47
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42
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41
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38
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35
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
34
Journal of financial econometrics
34
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33
Discussion papers of interdisciplinary research project 373
33
Journal of empirical finance
33
Oxford bulletin of economics and statistics
33
Working paper / Department of Econometrics and Business Statistics, Monash University
32
CESifo working papers
31
Journal of banking & finance
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ECONIS (ZBW)
379
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1
Multi-scale tests for serial correlation
Gençay, Ramazan
;
Signori, Daniele
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 62-80
Persistent link: https://www.econbiz.de/10011326817
Saved in:
2
Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias
;
Mammen, Enno
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
Saved in:
3
Invariance and the Wald test
Kemp, Gordon C. R.
- In:
Journal of econometrics
104
(
2001
)
2
,
pp. 209-217
Persistent link: https://www.econbiz.de/10001606579
Saved in:
4
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
5
Testing super-diagonal structure in high dimensional covariance matrices
He, Jing
;
Chen, Song Xi
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 283-297
Persistent link: https://www.econbiz.de/10011705144
Saved in:
6
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
7
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 74-98
Persistent link: https://www.econbiz.de/10008839938
Saved in:
8
Realized range-based estimation of integrated variance
Christensen, Kimberly
;
Podolskij, Mark
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 323-349
Persistent link: https://www.econbiz.de/10003571292
Saved in:
9
Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10009242529
Saved in:
10
Estimating covariation : Epps effect, microstructure noise
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 33-47
Persistent link: https://www.econbiz.de/10009242560
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