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subject:"Großbritannien"
subject:"Kanada"
~isPartOf:"Econometric theory"
~subject:"Statistical test"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Kanada
Statistical test
Volatility
Estimation theory
728
Schätztheorie
728
Theorie
285
Theory
285
Time series analysis
160
Zeitreihenanalyse
160
Nichtparametrisches Verfahren
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IV-Schätzung
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Guggenberger, Patrik
3
Hidalgo, Javier
2
Kristensen, Dennis
2
Leybourne, Stephen James
2
Li, Jia
2
Whang, Yoon-jae
2
Zheng, John Xu
2
Anderson, Theodore W.
1
Andrews, Donald W. K.
1
Beckert, Walter
1
Bera, Anil K.
1
Breitung, Jörg
1
Bugni, Federico A.
1
Burridge, Peter
1
Busetti, Fabio
1
Cavaliere, Giuseppe
1
Chan, Ngai Hang
1
Chen, Xiaohong
1
Chernozhukov, Victor
1
Dehling, Herold
1
Delgado, Miguel A.
1
Duffy, James A.
1
Figueroa-López, José E.
1
Francq, Christian
1
Fu, Zhonghao
1
Gao, Shang
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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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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Econometric theory
Journal of econometrics
264
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Econometric reviews
77
Economics letters
73
CEMMAP working papers / Centre for Microdata Methods and Practice
52
The econometrics journal
48
Discussion paper / Tinbergen Institute
43
Cowles Foundation discussion paper
33
Economic modelling
33
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Econometrics : open access journal
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
CREATES research paper
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Cowles Foundation Discussion Paper
25
Journal of empirical finance
24
Applied economics letters
23
Journal of financial econometrics
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Oxford bulletin of economics and statistics
22
Quantitative economics : QE ; journal of the Econometric Society
22
International journal of forecasting
21
Working paper
21
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20
Journal of applied econometrics
20
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Quantitative finance
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
NBER Working Paper
17
Applied economics
16
Discussion papers of interdisciplinary research project 373
16
Finance research letters
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Cambridge working papers in economics
15
Discussion paper / Center for Economic Research, Tilburg University
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of forecasting
15
Journal of the American Statistical Association : JASA
15
SFB 649 discussion paper
15
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ECONIS (ZBW)
62
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Testing for homogeneous thresholds in threshold regression models
Lee, Yoonseok
;
Wang, Yulong
- In:
Econometric theory
40
(
2024
)
3
,
pp. 608-651
Persistent link: https://www.econbiz.de/10015055108
Saved in:
3
Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
4
Kernel estimation of spot volatility with microstructure noise using pre-averaging
Figueroa-López, José E.
;
Wu, Bei
- In:
Econometric theory
40
(
2024
)
3
,
pp. 558-607
Persistent link: https://www.econbiz.de/10015055107
Saved in:
5
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
6
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
7
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
8
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
9
Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
Saved in:
10
Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei
;
Lee, Lung-fei
- In:
Econometric theory
37
(
2021
)
3
,
pp. 573-612
Persistent link: https://www.econbiz.de/10012593449
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