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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Giles, David E. A."
~person:"Shin, Dong-wan"
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Estimation theory
Share price
Schätztheorie
15
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9
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9
Statistical test
4
Statistischer Test
4
Time series analysis
4
Zeitreihenanalyse
4
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3
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Giles, David E. A.
Shin, Dong-wan
Gao, Jiti
63
Peng, Bin
24
Hyndman, Rob J.
19
Martin, Gael M.
16
Poskitt, Donald Stephen
16
King, Maxwell L.
13
Krämer, Walter
12
Zhang, Xibin
11
Cheng, Tingting
10
Frazier, David T.
10
Hahn, Jinyong
10
Tran-van-Hoa
10
Ullah, Aman
10
Yang, Yanrong
10
Baltagi, Badi H.
9
Dong, Chaohua
9
Wooldridge, Jeffrey M.
9
Yan, Yayi
9
Forchini, Giovanni
8
Hassler, Uwe
7
Kumbhakar, Subal
7
Li, Qi
7
Linton, Oliver
7
Parmeter, Christopher F.
7
Robert, Christian P.
7
Silvapulle, Mervyn J.
7
Stengos, Thanasēs
7
Tu, Yundong
7
Westerlund, Joakim
7
Han, Chirok
6
Kapetanios, George
6
Ohtani, Kazuhiro
6
Pesaran, M. Hashem
6
Phillips, Peter C. B.
6
Silvapulle, Paramsothy
6
Su, Liangjun
6
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6
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5
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Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Department of Economics, University of Canterbury
18
Discussion paper
8
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Oxford bulletin of economics and statistics
4
Econometric theory
3
Journal of quantitative economics
3
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2
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ECONIS (ZBW)
15
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1
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
2
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
3
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
4
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
5
Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
Shin, Dong-wan
;
Park, Sangun
- In:
Economics letters
115
(
2012
)
3
,
pp. 334-337
Persistent link: https://www.econbiz.de/10009631616
Saved in:
6
Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators
Shin, Dong-wan
;
So, Beong Soo
- In:
Economics letters
71
(
2001
)
2
,
pp. 181-189
Persistent link: https://www.econbiz.de/10001569101
Saved in:
7
Preliminary-test estimation in a dynamic linear model
Giles, David E. A.
- In:
Economics letters
44
(
1994
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10001164051
Saved in:
8
Pre-test estimation in regression under absolute error loss
Giles, David E. A.
- In:
Economics letters
41
(
1993
)
4
,
pp. 339-343
Persistent link: https://www.econbiz.de/10001144910
Saved in:
9
Some consequences of using the Chow test in the context of autocorrelated disturbances
Giles, David E. A.
- In:
Economics letters
38
(
1992
)
2
,
pp. 145-150
Persistent link: https://www.econbiz.de/10001122959
Saved in:
10
The exact distribution of R2 when the regression disturbances are autocorrelated
Carrodus, Mark L.
- In:
Economics letters
38
(
1992
)
4
,
pp. 375-380
Persistent link: https://www.econbiz.de/10001125479
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