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person:"Giles, David E. A."
subject:"Estimation theory"
~person:"Andrews, Donald W. K."
~person:"Zakoïan, Jean-Michel"
~subject:"Börsenkurs"
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Estimation theory
Börsenkurs
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200
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200
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30
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19
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Giles, David E. A.
Andrews, Donald W. K.
Zakoïan, Jean-Michel
Härdle, Wolfgang
97
Pesaran, M. Hashem
67
Phillips, Peter C. B.
59
Gouriéroux, Christian
54
Franses, Philip Hans
49
Caporale, Guglielmo Maria
48
Lux, Thomas
45
McAleer, Michael
44
Hautsch, Nikolaus
42
Newey, Whitney K.
42
Swanson, Norman R.
39
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35
Imbens, Guido
35
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33
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32
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31
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29
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29
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29
Foucault, Thierry
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Granger, C. W. J.
29
Horowitz, Joel
29
Krämer, Walter
29
Timmermann, Allan
29
Baltagi, Badi H.
28
Lo, Andrew W.
27
Chiarella, Carl
26
Dufour, Jean-Marie
26
Gupta, Rangan
26
King, Maxwell L.
26
Li, Qi
26
Lütkepohl, Helmut
26
Ohtani, Kazuhiro
26
Veronesi, Pietro
26
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25
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25
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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
19
Cowles Foundation discussion paper
11
Discussion paper / Department of Economics, University of Canterbury
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
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9
Econometric theory
6
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6
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6
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4
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3
The review of economic studies
3
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2
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2
Oxford bulletin of economics and statistics
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
2
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
(
contributor
);
Jia, Panle
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003773569
Saved in:
3
A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
The review of economics and statistics
96
(
2014
)
2
,
pp. 376-381
Persistent link: https://www.econbiz.de/10010392945
Saved in:
4
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723205
Saved in:
5
Estimation and inference with weak , semi-strong, and strong identification
Andrews, Donald W. K.
;
Cheng, Xu
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2153-2211
Persistent link: https://www.econbiz.de/10009665466
Saved in:
6
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
7
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
;
Barwick, Panle Jia
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2805-2826
Persistent link: https://www.econbiz.de/10009689444
Saved in:
8
Cross-section regression with common shocks
Andrews, Donald W. K.
-
2003
Persistent link: https://www.econbiz.de/10001774955
Saved in:
9
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001711721
Saved in:
10
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001719152
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