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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Dufour, Jean-Marie"
~subject:"Multivariate Analyse"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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Volatility
Multivariate Analyse
Schätztheorie
Estimation theory
3
Monte Carlo simulation
2
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2
Asymptotic distribution
1
Bias
1
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Croux, Christophe
Dufour, Jean-Marie
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
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Chen, Xiaohong
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Gao, Jiti
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Fan, Yanqin
12
Taylor, Robert
12
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11
Gouriéroux, Christian
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Hsiao, Cheng
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Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
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Kristensen, Dennis
9
Li, Degui
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Pesaran, M. Hashem
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Schmidt, Peter
9
Bai, Jushan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
Li, Dong
8
Magnus, Jan R.
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
Zakoïan, Jean-Michel
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Journal of econometrics
KBI
24
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
9
Cahier / Département de Sciences Économiques, Université de Montréal
5
Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometric analysis of financial and economic time series ; part a
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Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
Energy economics
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Essays in honor of Joon Y. Park : econometric theory
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
European journal of operational research : EJOR
1
International journal of forecasting
1
Journal of econometric methods
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
2
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
3
Estimators of the disturbance variance in econometric models : small-sample bias and the existence of moments
Dufour, Jean-Marie
- In:
Journal of econometrics
37
(
1988
)
2
,
pp. 277-292
Persistent link: https://www.econbiz.de/10003533625
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