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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Wahrscheinlichkeitsrechnung"
~person:"Altonji, Joseph G."
~person:"Taylor, Robert"
~subject:"Time series analysis"
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Wahrscheinlichkeitsrechnung
Time series analysis
Estimation theory
3
Schätztheorie
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Fractional integration
2
Zeitreihenanalyse
2
Adaptive estimation
1
Bootstrap approach
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Conditional heteroscedasticity
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Estimation
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Lagrange multiplier testing principle
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Level breaks
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Altonji, Joseph G.
Taylor, Robert
Su, Liangjun
4
Franses, Philip Hans
3
Gao, Jiti
3
Ghysels, Eric
3
Akgiray, Vedat
2
Bera, Anil K.
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Bollerslev, Tim
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Escanciano, Juan Carlos
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González-Rivera, Gloria
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Higgins, Matthew Lawrence
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Jing, Bingyi
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Koop, Gary
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Liesenfeld, Roman
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Lütkepohl, Helmut
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Nielsen, Morten Ørregaard
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Peng, Bin
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Qin, Jing
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Shao, Xiaofeng
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Song, Xiaojun
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Tjostheim, Dag
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Tsay, Ruey S.
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Ullah, Aman
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Van Keilegom, Ingrid
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Westerlund, Joakim
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You, Jinhong
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Zhu, Ke
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Alfelt, Gustav
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Amado, Cristina
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Andrews, Donald W. K.
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Ascorbebeitia, Jone
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Bandi, Federico M.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
9
CREATES research paper
4
Queen's Economics Department working paper
4
Econometric theory
3
Econometric reviews
1
Journal of empirical finance
1
NBER Working Paper
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NBER technical working paper series
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Special section on small-sample properties of generalized method of moments (GMM)
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Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper series / Research Department, Federal Reserve Bank of Chicago
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ECONIS (ZBW)
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
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2
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
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3
Small-sample bias in GMM estimation of covariance structures
Altonji, Joseph G.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 353-366
Persistent link: https://www.econbiz.de/10001334391
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