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Optimal CAR simulation
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Theorie
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Phillips, Peter C. B.
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19
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17
Koop, Gary
16
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16
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16
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15
Ghysels, Eric
15
Gouriéroux, Christian
15
Pesaran, M. Hashem
15
Todorov, Viktor
15
Park, Joon Y.
14
Tauchen, George Eugene
14
Bai, Jushan
13
Chib, Siddhartha
12
Corradi, Valentina
12
Diebold, Francis X.
12
Granger, C. W. J.
12
Hsiao, Cheng
12
Robinson, Peter M.
12
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12
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11
Chen, Xiaohong
11
Dufour, Jean-Marie
11
Li, Qi
11
Renault, Eric
11
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11
Taylor, Robert
11
Timmermann, Allan
11
Xiao, Zhijie
11
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10
Ng, Serena
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Zakoïan, Jean-Michel
10
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9
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9
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9
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Journal of econometrics
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1,848
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1,832
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1,808
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1,775
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1,767
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1,720
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1,696
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1,652
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1,622
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1,611
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ECONIS (ZBW)
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1
Vehicle size choice and automobile externalities : a dynamic analysis
Winston, Clifford
;
Yan, Jia
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10012619397
Saved in:
2
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
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3
Closed-form likelihood approcimation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan
Yu, Jialin
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1245-1280
Persistent link: https://www.econbiz.de/10003571451
Saved in:
4
On leverage in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10002905096
Saved in:
5
Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios
;
Topaloglou, Nikolas
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
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6
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
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7
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
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8
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
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9
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
10
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
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