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subject:"Simulation"
subject:"Theory"
~person:"Diebold, Francis X."
~person:"Lee, Lung-fei"
~subject:"Near-epoch dependence"
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Search: subject_exact:"Estimation theory"
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Simulation
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Near-epoch dependence
Estimation theory
141
Schätztheorie
141
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45
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30
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30
Autocorrelation
29
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29
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Diebold, Francis X.
Lee, Lung-fei
Härdle, Wolfgang
68
Pesaran, M. Hashem
59
Phillips, Peter C. B.
53
Gouriéroux, Christian
50
Andrews, Donald W. K.
45
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42
Newey, Whitney K.
42
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38
McAleer, Michael
37
Swanson, Norman R.
36
Giles, David E. A.
35
Heckman, James J.
33
Baltagi, Badi H.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Wooldridge, Jeffrey M.
29
Dufour, Jean-Marie
28
Brännäs, Kurt
26
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Granger, C. W. J.
25
Kohn, Robert
25
Stahlecker, Peter
25
Zakoïan, Jean-Michel
25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Winkelmann, Rainer
24
Hall, Alastair R.
23
Kiviet, J. F.
23
Ullah, Aman
23
Hahn, Jinyong
22
Robert, Christian P.
22
Srivastava, Virendra K.
22
Angrist, Joshua D.
21
Hsiao, Cheng
21
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8
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ECONIS (ZBW)
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1
A likelihood ratio test for spatial model selection
Liu, Tuo
;
Lee, Lung-fei
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 434-458
Persistent link: https://www.econbiz.de/10012304571
Saved in:
2
Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
Xu, Xingbai
;
Lee, Lung-fei
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 96-112
Persistent link: https://www.econbiz.de/10011974620
Saved in:
3
Maximum likelihood estimation of a spatial autoregressive Tobit model
Xu, Xingbai
;
Lee, Lung-fei
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 264-280
Persistent link: https://www.econbiz.de/10011500347
Saved in:
4
A spatial autoregressive model with a nonlinear transformation of the dependent variable
Xu, Xingbai
;
Lee, Lung-fei
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011348914
Saved in:
5
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
6
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003349886
Saved in:
7
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
8
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
9
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
10
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
-
2000
Persistent link: https://www.econbiz.de/10001534206
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