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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Regressionsanalyse
Estimation theory
540
Schätztheorie
540
Time series analysis
137
Zeitreihenanalyse
137
Theorie
134
Theory
134
Nichtparametrisches Verfahren
91
Nonparametric statistics
91
Estimation
87
Schätzung
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Statistischer Test
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Bootstrap-Verfahren
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25
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126
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Otsu, Taisuke
4
Teräsvirta, Timo
4
Maasoumi, Esfandiar
3
Taylor, Luke
3
Chu, Ba
2
De Angelis, Luca
2
Dong, Hao
2
Gao, Jiti
2
Li, Jing
2
Li, Shuo
2
Linton, Oliver
2
McAleer, Michael
2
Nishiyama, Yoshihiko
2
Perron, Pierre
2
Silvennoinen, Annastiina
2
Sun, Yiguo
2
Troster, Victor
2
Tu, Yundong
2
Wan, Alan T. K.
2
Abbara, Omar
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Aristodemou, Katerina
1
Atems, Bebonchu
1
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1
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Brownlees, Christian
1
Bu, Ruijun
1
Bun, Maurice J. G.
1
Cai, Yuzhi
1
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1
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Econometric reviews
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
395
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
Economics letters
124
Econometric theory
114
CEMMAP working papers / Centre for Microdata Methods and Practice
98
Journal of the American Statistical Association : JASA
95
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
82
The econometrics journal
67
Discussion paper / Tinbergen Institute
64
Cowles Foundation discussion paper
52
Discussion papers of interdisciplinary research project 373
52
Economic modelling
48
NBER Working Paper
42
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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41
European journal of operational research : EJOR
40
Econometrics : open access journal
38
CREATES research paper
36
International journal of forecasting
34
SFB 649 discussion paper
34
NBER working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of risk and financial management : JRFM
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Working paper / Department of Econometrics and Business Statistics, Monash University
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KBI
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Cowles Foundation Discussion Paper
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Journal of empirical finance
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Working papers / TSE : WP
26
Discussion paper
25
Journal of forecasting
25
Applied economics letters
24
Discussion paper / Center for Economic Research, Tilburg University
24
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ECONIS (ZBW)
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1
Testing Granger non-causality in expectiles
Bouezmarni, Taoufik
;
Doukali, Mohamed
;
Taamouti, Abderrahim
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 30-51
Persistent link: https://www.econbiz.de/10014486380
Saved in:
2
A unifying switching regime regression framework with applications in health economics
Marra, Giampiero
;
Radice, Rosalba
;
Zimmer, David
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10014486391
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3
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
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4
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
5
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
6
Moment conditions for the quadratic regression model with measurement error
Meijer, Erik
;
Spierdijk, Laura
;
Wansbeek, Tom
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 749-774
Persistent link: https://www.econbiz.de/10013364905
Saved in:
7
Optimal model averaging for divergent-dimensional Poisson regressions
Zou, Jiahui
;
Wang, Wendun
;
Zhang, Xinyu
;
Zou, Guohua
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 775-805
Persistent link: https://www.econbiz.de/10013364906
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8
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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9
Robust nonparametric frontier estimation in two steps
Chen, Yining
;
Torrent, Hudson S.
;
Ziegelmann, Flávio A.
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 612-634
Persistent link: https://www.econbiz.de/10014321657
Saved in:
10
Automatic variable selection for semiparametric spatial autoregressive model
Lu, Fang
;
Liu, Sisheng
;
Yang, Jing
;
Lu, Xuewen
- In:
Econometric reviews
42
(
2023
)
8
,
pp. 655-675
Persistent link: https://www.econbiz.de/10014321660
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