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person:"Rombouts, Jeroen V. K."
~person:"Sun, Yixiao"
~subject:"ARCH-Modell"
~subject:"Theory"
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Search: subject_exact:"Heteroscedasticity"
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ARCH-Modell
Theory
Heteroscedasticity
43
Heteroskedastizität
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Autocorrelation
24
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24
Statistical test
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Statistischer Test
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20
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Heteroskedasticity and autocorrelation robust variance
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Index futures
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Index-Futures
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fixed-smoothing asymptotics
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2006
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ARCH model
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Rombouts, Jeroen V. K.
Sun, Yixiao
Lütkepohl, Helmut
32
Meitz, Mika
13
Saikkonen, Pentti
13
Taylor, Robert
11
Anatolyev, Stanislav
10
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8
Kilian, Lutz
8
Rigobón, Roberto
8
Schlaak, Thore
8
Sentana, Enrique
8
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8
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7
Netšunajev, Aleksei
7
Newey, Whitney K.
7
Phillips, Peter C. B.
7
Velinov, Anton
7
Andrews, Donald W. K.
6
Chao, John C.
6
Ciccarelli, Matteo
6
Flachaire, Emmanuel
6
Hausman, Jerry A.
6
He, Changli
6
Herwartz, Helmut
6
Podstawski, Maximilian
6
Rebucci, Alessandro
6
Swanson, Norman R.
6
Vogelsang, Timothy J.
6
Wong, Ka-fu
6
Calzolari, Giorgio
5
Carnero, M. Angeles
5
Fiorentini, Gabriele
5
Hadri, Kaddour
5
Hafner, Christian M.
5
Hogan, Vincent
5
Kiefer, Nicholas Maximilian
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Luetkepohl, Helmut
5
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ECONIS (ZBW)
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1
Asymptotic F tests under possibly weak identi cation
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
-
University of California, San Diego / Department of …
-
2019
-
This version: March 9, 2019
Persistent link: https://www.econbiz.de/10011987354
Saved in:
2
Heteroscedasticity and autocorrelation robust F and t tests in stata
Ye, Xiaoqing
;
Sun, Yixiao
-
2018
Persistent link: https://www.econbiz.de/10011914436
Saved in:
3
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
Saved in:
4
A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
-
2015
Persistent link: https://www.econbiz.de/10011378410
Saved in:
5
Asymptotic F test in a GMM framework with cross sectional dependence
Sun, Yixiao
;
Kim, Min Seong
-
2012
Persistent link: https://www.econbiz.de/10009612374
Saved in:
6
Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 277-295
Persistent link: https://www.econbiz.de/10011818796
Saved in:
7
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008907500
Saved in:
8
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008651682
Saved in:
9
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
10
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 635-650
Persistent link: https://www.econbiz.de/10011474435
Saved in:
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