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subject:"Statistical theory"
subject:"Wahrscheinlichkeitsrechnung"
~person:"King, Maxwell L."
~subject:"Forecasting model"
~subject:"Volatility"
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Statistical theory
Wahrscheinlichkeitsrechnung
Forecasting model
Volatility
Estimation theory
42
Schätztheorie
42
Theorie
26
Theory
26
Statistische Methodenlehre
6
Time series analysis
6
Zeitreihenanalyse
6
Regressionsanalyse
5
Regression analysis
4
Monte Carlo simulation
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3
Nichtparametrisches Verfahren
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Estimation
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King, Maxwell L.
Swanson, Norman R.
41
Koopman, Siem Jan
28
Corradi, Valentina
24
Teräsvirta, Timo
24
Diebold, Francis X.
23
Marcellino, Massimiliano
23
Phillips, Peter C. B.
23
McAleer, Michael
20
Todorov, Viktor
19
White, Halbert
19
Koop, Gary
18
Linton, Oliver
18
West, Kenneth D.
18
Clark, Todd E.
17
Gao, Jiti
17
Ghysels, Eric
17
Gouriéroux, Christian
17
Li, Jia
17
Pesaran, M. Hashem
17
Cai, Zongwu
16
Kumar, Dilip
16
Li, Yingying
16
McCracken, Michael W.
16
Bera, Anil K.
15
Lucas, André
15
Magnus, Jan R.
15
Stock, James H.
15
Tauchen, George Eugene
15
Xu, Ke-Li
15
Andersen, Torben
14
Bauwens, Luc
14
Croux, Christophe
14
Hendry, David F.
14
Huber, Florian
14
Hyndman, Rob J.
14
Maheswaran, S.
14
Rossi, Barbara
14
Angrist, Joshua D.
13
Brandt, Michael W.
13
Hafner, Christian M.
13
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Econometric reviews
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of forecasting
1
The review of economics and statistics
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1
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
2
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
Saved in:
3
Modified Wald test for regression disturbances
Laskar, Mizan R.
- In:
Economics letters
56
(
1997
)
1
,
pp. 5-11
Persistent link: https://www.econbiz.de/10001226471
Saved in:
4
Locally optimal one-sided tests for multiparameter hypotheses
King, Maxwell L.
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 131-156
Persistent link: https://www.econbiz.de/10001220188
Saved in:
5
The application of the Durbin-Watson test to the dynamic regression model under normal and non-normal errors
King, Maxwell L.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 487-510
Persistent link: https://www.econbiz.de/10001189077
Saved in:
6
Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert
- In:
Journal of quantitative economics : official journal of …
10
(
1994
)
1
,
pp. 33-52
Persistent link: https://www.econbiz.de/10001177303
Saved in:
7
Locally optimal testing when a nuisance parameter is present only under the alternative
King, Maxwell L.
- In:
The review of economics and statistics
75
(
1993
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001142346
Saved in:
8
Linear regression forecasting in the presence of AR(1) disturbances
Latif, Abdul
- In:
Journal of forecasting
12
(
1993
)
6
,
pp. 513-524
Persistent link: https://www.econbiz.de/10001146888
Saved in:
9
Testing moving average against autoregressive disturbances in the linear-regression model
Silvapulle, Paramsothy
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
3
,
pp. 329-335
Persistent link: https://www.econbiz.de/10001108812
Saved in:
10
Efficient estimation and testing of regressions with a serially correlated error component
King, Maxwell L.
- In:
Journal of quantitative economics : official journal of …
2
(
1986
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10001056666
Saved in:
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