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subject:"Japan"
subject:"Share price"
~isPartOf:"CREATES research paper"
~subject:"Autokorrelation"
~subject:"Statistical inference"
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Japan
Share price
Autokorrelation
Statistical inference
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
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Volatility
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Volatilität
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Cointegration
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Kointegration
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ARCH-Modell
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Statistical test
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Statistischer Test
12
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11
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11
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10
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10
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United States
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9
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9
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8
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VAR-Modell
8
Autocorrelation
6
Modellierung
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6
Nonlinear regression
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Teräsvirta, Timo
5
MacKinnon, James G.
3
Nielsen, Morten Ørregaard
3
Kruse, Robinson
2
Silvennoinen, Annastiina
2
Andersen, Torben
1
Bennedsen, Mikkel
1
Bugni, Federico A.
1
Callot, Laurent
1
Caner, Mehmet
1
Cattaneo, Matias D.
1
Cho, Jin Seo
1
Christensen, Kim
1
Demetrescu, Matei
1
Demetrescum, Matei
1
Djogbenou, Antoine A.
1
Grassi, Stefano
1
Hall, Anthony D.
1
Hanck, Christoph
1
He, Changli
1
Jansson, Michael
1
Kang, Jian
1
Kock, Anders B.
1
Kock, Anders Bredahl
1
Kruse-Becher, Robinson
1
Lahiri, Soumendra
1
Medeiros, Marcelo C.
1
Nagasawa, Kenichi
1
Podolskij, Mark
1
Rodríguez-Caballero, Carlos Vladimir
1
Sandberg, Rickard
1
Seong, Dakyung
1
Thamrongrat, Nopporn
1
Varneskov, Rasmus Tangsgaard
1
Veliyev, Bezirgen
1
Ventosa-Santaulària, Daniel
1
Violante, Francesco
1
Webb, Matthew
1
Yang, Yukai
1
Zhang, Shuhua
1
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CREATES research paper
Journal of econometrics
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Economics letters
61
CEMMAP working papers / Centre for Microdata Methods and Practice
60
Econometric theory
55
Econometric reviews
46
Cowles Foundation Discussion Paper
35
The econometrics journal
32
Cowles Foundation discussion paper
28
Discussion paper / Tinbergen Institute
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Journal of empirical finance
21
Journal of the American Statistical Association : JASA
21
CESifo working papers
19
Quantitative economics : QE ; journal of the Econometric Society
19
Econometrics : open access journal
18
NBER Working Paper
18
NBER working paper series
18
Economic modelling
17
Applied economics letters
16
Cambridge working papers in economics
15
Working paper
15
Regional science & urban economics
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Discussion paper series / IZA
12
Econometrics papers
11
Journal of forecasting
11
Working papers / TSE : WP
11
Journal of applied econometrics
10
Journal of banking & finance
10
International journal of economics and financial issues : IJEFI
9
Journal of financial econometrics
9
Finance research letters
8
Journal of risk and financial management : JRFM
8
Monetary and economic studies
8
The European journal of finance
8
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ECONIS (ZBW)
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1
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
3
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
6
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
Saved in:
7
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
8
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
9
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
10
Bootstrap-based inference for cube root consistent estimators
Cattaneo, Matias D.
;
Jansson, Michael
;
Nagasawa, Kenichi
-
2017
Persistent link: https://www.econbiz.de/10011648638
Saved in:
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