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subject:"Statistical theory"
subject:"Wahrscheinlichkeitsrechnung"
~person:"King, Maxwell L."
~subject:"Time series analysis"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Wahrscheinlichkeitsrechnung
Time series analysis
Volatility
Estimation theory
42
Schätztheorie
42
Theorie
26
Theory
26
Statistische Methodenlehre
6
Zeitreihenanalyse
6
Regressionsanalyse
5
Regression analysis
4
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
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3
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2
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2
Donald Cochrane
2
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2
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2
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2
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Estimation
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15
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King, Maxwell L.
Phillips, Peter C. B.
105
Gao, Jiti
75
Koopman, Siem Jan
60
Teräsvirta, Timo
46
Johansen, Søren
44
Franses, Philip Hans
42
Lütkepohl, Helmut
42
Nielsen, Morten Ørregaard
39
Linton, Oliver
38
Gouriéroux, Christian
35
McAleer, Michael
35
Swanson, Norman R.
35
Pesaran, M. Hashem
34
Kapetanios, George
32
Nelson, Daniel B.
32
Stock, James H.
32
Diebold, Francis X.
31
Harvey, Andrew C.
31
Koop, Gary
31
Lucas, André
30
Sibbertsen, Philipp
29
Engle, Robert F.
28
Ghysels, Eric
28
Bauwens, Luc
26
Perron, Pierre
26
Robinson, Peter M.
26
Härdle, Wolfgang
25
Taylor, Robert
25
Watson, Mark W.
25
Brännäs, Kurt
24
Li, Degui
24
Maravall Herrero, Agustín
24
Nielsen, Bent
24
Cavaliere, Giuseppe
23
Chambers, Marcus J.
23
Hendry, David F.
23
Sentana, Enrique
23
Xiao, Zhijie
23
Bera, Anil K.
22
Haldrup, Niels
22
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Econometric reviews
2
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
Econometric theory
1
Economics letters
1
Essays in honor of Peter C. B. Phillips
1
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1
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1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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1
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ECONIS (ZBW)
15
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1
Specification testing in parametric trending models with unknown errors
Gao, Jiti
;
King, Maxwell L.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 151-202)
.
2014
Persistent link: https://www.econbiz.de/10010442867
Saved in:
2
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:
3
Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti
;
King, Maxwell L.
;
Lu, Zu-di
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
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
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
8
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:
9
Marginal likelihood based tests of a subvector of the parameter vector of linear regression disturbances
Ara, Ismat
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 69-106)
.
1995
Persistent link: https://www.econbiz.de/10001294225
Saved in:
10
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:
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