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isPartOf:"Journal of econometrics"
subject:"Schätztheorie"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics"
~person:"Leybourne, Stephen James"
~person:"Park, Joon Y."
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Estimation theory
22
Time series analysis
10
Zeitreihenanalyse
10
Structural break
6
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6
Forecasting model
4
Prognoseverfahren
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Leybourne, Stephen James
Park, Joon Y.
Phillips, Peter C. B.
32
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21
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21
Chen, Songnian
20
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18
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17
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11
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11
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10
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10
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10
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10
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10
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10
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10
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9
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9
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9
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8
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8
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8
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8
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8
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Journal of econometrics
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
Econometric theory
10
Economic research paper / Loughborough University, Department of Economics
3
Economics letters
3
An Elgar reference collection
2
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2
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2
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2
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2
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
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1
International journal of forecasting
1
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Memo / Økonomisk Institut, Aarhus Universitet
1
Oxford bulletin of economics and statistics
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
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ECONIS (ZBW)
22
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1
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
2
Estimation of longrun variance of continuous time stochastic process using discrete sample
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 236-267
Persistent link: https://www.econbiz.de/10012303516
Saved in:
3
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
4
Asymptotics for recurrent diffusions with application to high frequency regression
Kim, Jihyun
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10011743485
Saved in:
5
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
Saved in:
6
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
7
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
Saved in:
8
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
9
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
Saved in:
10
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
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