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subject:"Share price"
subject:"Japan"
~subject:"Statistical inference"
~isPartOf:"CREATES research paper"
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Search: subject_exact:"Estimation theory"
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Share price
Japan
Statistical inference
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
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MacKinnon, James G.
3
Nielsen, Morten Ørregaard
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Silvennoinen, Annastiina
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Teräsvirta, Timo
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Andersen, Torben
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Bennedsen, Mikkel
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Bugni, Federico A.
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Demetrescum, Matei
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Hanck, Christoph
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Jansson, Michael
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Kock, Anders B.
1
Kock, Anders Bredahl
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Lahiri, Soumendra
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Medeiros, Marcelo C.
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Podolskij, Mark
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Veliyev, Bezirgen
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CREATES research paper
Journal of econometrics
126
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
CEMMAP working papers / Centre for Microdata Methods and Practice
57
Cowles Foundation Discussion Paper
28
Econometric theory
25
Economics letters
25
The econometrics journal
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Cowles Foundation discussion paper
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Journal of the American Statistical Association : JASA
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Econometric reviews
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Working paper / Department of Econometrics and Business Statistics, Monash University
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9
Journal of banking & finance
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
Journal of forecasting
8
Monetary and economic studies
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
8
Applied economics letters
7
IZA Discussion Paper
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial econometrics
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Journal of risk and financial management : JRFM
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Quantitative finance
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Queen's Economics Department working paper
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ECONIS (ZBW)
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1
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
3
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
4
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
5
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
Saved in:
6
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
7
Bootstrap-based inference for cube root consistent estimators
Cattaneo, Matias D.
;
Jansson, Michael
;
Nagasawa, Kenichi
-
2017
Persistent link: https://www.econbiz.de/10011648638
Saved in:
8
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
9
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
10
Inference in partially identified models with many moment inequalities using Lasso
Bugni, Federico A.
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2016
Persistent link: https://www.econbiz.de/10011474717
Saved in:
11
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
12
Inference from high-frequency data : a subsampling approach
Christensen, Kim
;
Podolskij, Mark
;
Thamrongrat, Nopporn
; …
-
2015
Persistent link: https://www.econbiz.de/10011343488
Saved in:
13
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
14
Polynomial regressions and nonsense inference
Ventosa-Santaulària, Daniel
;
Rodríguez-Caballero, …
-
2013
Persistent link: https://www.econbiz.de/10010206202
Saved in:
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