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subject:"Volatility"
type:"book"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Statistical test"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical test
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Estimation theory
162
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Nichtparametrisches Verfahren
41
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Gao, Jiti
6
King, Maxwell L.
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Maneesoonthorn, Worapree
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Martin, Gael M.
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Pan, Guangming
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Yan, Yayi
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Yang, Yanrong
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Han, Xiao
1
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1
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1
Karavias, Yiannis
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
55
Discussion paper / Tinbergen Institute
44
Working paper / National Bureau of Economic Research, Inc.
40
Cowles Foundation discussion paper
35
CREATES research paper
34
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
30
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25
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OECD Guidelines for the Testing of Chemicals, Section 2
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On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
2
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
4
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
5
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
6
A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
;
Zhang, Xiaohui
-
2015
Persistent link: https://www.econbiz.de/10011781225
Saved in:
7
Testing for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583297
Saved in:
8
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
9
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
;
Guo, Meihui
-
2015
Persistent link: https://www.econbiz.de/10011781344
Saved in:
10
A model validation procedure
Polak, Julia
;
King, Maxwell L.
;
Zhang, Xibin
-
2014
Persistent link: https://www.econbiz.de/10011780832
Saved in:
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