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subject:"Statistical theory"
subject:"Wahrscheinlichkeitsrechnung"
~person:"King, Maxwell L."
~subject:"Statistischer Test"
~subject:"Volatility"
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Statistical theory
Wahrscheinlichkeitsrechnung
Statistischer Test
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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Monte-Carlo-Simulation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Markov chain
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Estimation
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King, Maxwell L.
Phillips, Peter C. B.
50
Dufour, Jean-Marie
36
Sentana, Enrique
30
Andrews, Donald W. K.
28
Bera, Anil K.
26
McAleer, Michael
26
Shi, Xiaoxia
22
White, Halbert
22
Hsu, Yu-Chin
21
Stock, James H.
21
Sun, Yixiao
21
Teräsvirta, Timo
21
Koopman, Siem Jan
20
Amengual, Dante
19
Pesaran, M. Hashem
19
Todorov, Viktor
19
Cai, Zongwu
18
Diebold, Francis X.
18
Gouriéroux, Christian
18
Härdle, Wolfgang
18
Kristensen, Dennis
18
Li, Jia
18
Canay, Ivan A.
17
Ghysels, Eric
17
Horowitz, Joel
17
Linton, Oliver
17
West, Kenneth D.
17
Fiorentini, Gabriele
16
Kleibergen, Frank
16
Kuan, Chung-ming
16
Kumar, Dilip
16
Li, Yingying
16
Baltagi, Badi H.
15
Guggenberger, Patrik
15
Khalaf, Lynda
15
Tauchen, George Eugene
15
Xu, Ke-Li
15
Angrist, Joshua D.
14
Lucas, André
14
Maheswaran, S.
14
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Working paper / Department of Econometrics and Business Statistics, Monash University
3
Econometric reviews
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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ECONIS (ZBW)
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1
A model validation procedure
Polak, Julia
;
King, Maxwell L.
;
Zhang, Xibin
-
2014
Persistent link: https://www.econbiz.de/10011780832
Saved in:
2
Parameter estimation in semi-linear models using a maximal invariant likelihood function
Bhowmik, Jahar L.
;
King, Maxwell L.
-
2005
Persistent link: https://www.econbiz.de/10003048197
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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