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subject:"Monte-Carlo-Simulation"
~person:"Chen, Qiang"
~subject:"Estimation"
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Chen, Qiang
Pesaran, M. Hashem
49
Gao, Jiti
44
Kapetanios, George
35
Linton, Oliver
32
Lechner, Michael
26
Schorfheide, Frank
26
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Cai, Zongwu
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Hsiao, Cheng
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Härdle, Wolfgang
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Kumbhakar, Subal
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Lütkepohl, Helmut
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Tauchen, George Eugene
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Heckman, James J.
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Su, Liangjun
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Fernández-Villaverde, Jesús
14
Hoderlein, Stefan
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Kim, Donggyu
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Pei, Zhuan
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Todorov, Viktor
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Jochmans, Koen
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A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
2
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
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