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subject:"Schätzung"
subject:"Statistical theory"
~person:"Dufour, Jean-Marie"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Schätzung
Statistical theory
Volatilität
Estimation theory
24
Schätztheorie
24
Theorie
10
Theory
10
Statistical test
8
Statistischer Test
8
Monte Carlo simulation
5
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non-normality
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1969-1989
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AR-type statistic
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Article
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Dufour, Jean-Marie
Kumar, Dilip
16
Maheswaran, S.
15
Kumbhakar, Subal
14
Linton, Oliver
13
Su, Liangjun
13
Tauchen, George Eugene
13
Gao, Jiti
12
Ghysels, Eric
12
Todorov, Viktor
12
Li, Jia
11
White, Halbert
11
Gouriéroux, Christian
10
Li, Qi
10
Phillips, Peter C. B.
10
Baltagi, Badi H.
9
Francq, Christian
9
Hsiao, Cheng
9
Lee, Lung-fei
9
Teräsvirta, Timo
9
Bollerslev, Tim
8
Hsu, Yu-Chin
8
Kapetanios, George
8
Koop, Gary
8
Park, Joon Y.
8
Pesaran, M. Hashem
8
Ramírez, Miguel D.
8
Andersen, Torben
7
Bauwens, Luc
7
Cai, Zongwu
7
Hafner, Christian M.
7
Hansen, Bruce E.
7
Jochmans, Koen
7
Kim, Donggyu
7
King, Maxwell L.
7
Li, Yingying
7
Liu, Zhi
7
McAleer, Michael
7
Mykland, Per A.
7
Tsionas, Efthymios G.
7
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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
2
International economic review
2
Journal of econometrics
1
Journal of quantitative economics
1
The econometrics journal
1
The review of economic studies
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The review of economics and statistics
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ECONIS (ZBW)
9
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1
Reverse regressions, symmetry and test distributions in linear models
Dufour, Jean-Marie
;
Kang, Byunguk
- In:
Journal of quantitative economics
20
(
2022
),
pp. 71-99
Persistent link: https://www.econbiz.de/10013441607
Saved in:
2
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
3
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
4
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
5
Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter
Campbell, Bryan
- In:
International economic review
38
(
1997
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10001215675
Saved in:
6
Exact nonparametric orthogonality and random walk tests
Campbell, Bryan
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001180427
Saved in:
7
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Saved in:
8
Exact tests and confidence sets in linear regressions with autocorrelated errors
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
2
,
pp. 475-494
Persistent link: https://www.econbiz.de/10001084384
Saved in:
9
Nonlinear hypotheses, inequality restrictions, and non-nested hypotheses : exact simultaneous tests in linear regressions
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10001064309
Saved in:
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