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~subject:"Stochastischer Prozess"
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Explosive Behavior in the 1990...
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Stochastischer Prozess
Theorie
420
Theory
418
Estimation theory
318
Schätztheorie
318
Time series analysis
262
Zeitreihenanalyse
261
Regression analysis
143
Regressionsanalyse
143
Unit root test
116
Einheitswurzeltest
108
Stochastic process
108
Statistical test
84
Statistischer Test
84
Cointegration
82
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79
Estimation
74
Nichtparametrisches Verfahren
73
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73
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66
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63
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47
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47
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46
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37
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33
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33
Nonlinear regression
31
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3
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1
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English
108
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Phillips, Peter C. B.
75
Yu, Jun
40
Lieberman, Offer
10
Hu, Ling
6
Wang, Qiying
6
Wang, Xiaohu
6
Chang, Yoosoon
5
Han, Chirok
5
Meyer, Renate
5
Park, Joon Y.
5
Zhang, Chen
4
Jin, Sainan
3
Knight, John L.
3
Liang, Hanying
3
Shimotsu, Katsumi
3
Sul, Donggyu
3
Wang, Hanchao
3
Bao, Yong
2
Berg, Andreas
2
Gao, Jiti
2
Kasparis, Ioannis
2
Kim, Chang Sik
2
Liao, Zhipeng
2
Park, Joon
2
Shi, Shuping
2
Tse, Yiu Kuen
2
Ullah, Aman
2
Wang, Yun
2
Xiao, Weilin
2
Xiao, Zhijie
2
Yang, Zhenlin
2
Zhang, Xibin
2
Asai, Manabu
1
Baek, Yae In
1
Biswas, Eva
1
Cavaliere, Giuseppe
1
Chen, Han
1
Cho, Jin Seo
1
Fei, Yijie
1
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1
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Cowles Foundation discussion paper
23
Journal of econometrics
13
Cowles Foundation Discussion Paper
10
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Econometric theory
7
Econometric reviews
5
Working paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Economics letters
2
Global COE Hi-Stat discussion paper series
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
The econometrics journal
2
Annals of economics and finance
1
Asia-Pacific financial markets
1
CAFE Research Paper
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of quantitative economics
1
Quantitative finance
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Time series analysis : in memory of E. J. Hannan
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ECONIS (ZBW)
108
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1
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
2
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003854432
Saved in:
3
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462519
Saved in:
4
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
5
Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001558290
Saved in:
6
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
7
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
8
A semiparametric stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 473-482
Persistent link: https://www.econbiz.de/10009613920
Saved in:
9
Empirical characteristic functions estimation and its applications
Yu, Jun
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
Saved in:
10
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
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