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subject:"Statistical theory"
subject:"Wahrscheinlichkeitsrechnung"
~person:"King, Maxwell L."
~subject:"Theorie"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Wahrscheinlichkeitsrechnung
Theorie
Volatility
Estimation theory
42
Schätztheorie
42
Theory
26
Statistische Methodenlehre
6
Time series analysis
6
Zeitreihenanalyse
6
Regressionsanalyse
5
Regression analysis
4
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Bayes-Statistik
2
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2
Donald Cochrane
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2
Markov chain
2
Markov-Kette
2
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Statistical test
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Algorithm
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Estimation
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Forecasting model
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Heteroscedasticity
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28
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King, Maxwell L.
Härdle, Wolfgang
71
Phillips, Peter C. B.
63
Pesaran, M. Hashem
62
Gouriéroux, Christian
55
McAleer, Michael
48
Andrews, Donald W. K.
46
Franses, Philip Hans
43
Newey, Whitney K.
42
Swanson, Norman R.
42
Imbens, Guido
41
Giles, David E. A.
37
Heckman, James J.
34
Teräsvirta, Timo
34
Diebold, Francis X.
33
Bera, Anil K.
32
Horowitz, Joel
31
Robinson, Peter M.
31
Dufour, Jean-Marie
29
Zakoïan, Jean-Michel
29
Angrist, Joshua D.
28
Baltagi, Badi H.
28
Linton, Oliver
28
Lucas, André
28
White, Halbert
28
Brännäs, Kurt
27
Kohn, Robert
27
Krämer, Walter
27
Ohtani, Kazuhiro
27
Robert, Christian P.
27
Wooldridge, Jeffrey M.
27
Granger, C. W. J.
26
Koopman, Siem Jan
26
Li, Qi
26
Stock, James H.
26
Ghysels, Eric
25
Stahlecker, Peter
25
Ullah, Aman
25
Hahn, Jinyong
24
Maravall Herrero, Agustín
24
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Working paper / Department of Econometrics and Business Statistics, Monash University
5
Journal of econometrics
4
Econometric reviews
3
Economics letters
3
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Discussion paper / School of Economics, The University of New South Wales
1
Journal of empirical finance
1
Journal of forecasting
1
The review of economic studies
1
The review of economics and statistics
1
Working paper / The University of Adelaide, School of Economics
1
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ECONIS (ZBW)
28
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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
Selecting the order of an ARCH model
Hughes, Anthony W.
;
King, Maxwell L.
;
Teng, Kwek Kian
-
1999
Persistent link: https://www.econbiz.de/10000998602
Saved in:
4
Modified likelihood and related methods for handling nuisance parameters in the linear regression model
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000988065
Saved in:
5
Comparisons of estimators and tests based on modified likelihood and message length functions
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000988094
Saved in:
6
Model selection when a key parameter is constrained to be in an interval
Hossain, Md. Zakir
-
1998
Persistent link: https://www.econbiz.de/10000995965
Saved in:
7
Comparisons of estimators and tests based on modified likelihood and message length functions
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000995978
Saved in:
8
An iterative approach to variable selection based on the Kullback-Leibler information
Hughes, Anthony W.
;
King, Maxwell L.
-
1997
Persistent link: https://www.econbiz.de/10000970016
Saved in:
9
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:
10
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
Rahman, Shahidur
- In:
Journal of econometrics
82
(
1998
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001228498
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