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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~person:"Teräsvirta, Timo"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Estimation theory
15
Time series analysis
8
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5
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5
Nichtlineare Regression
5
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Stambaugh, Robert F.
Teräsvirta, Timo
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Nielsen, Morten Ørregaard
21
Chen, Songnian
20
Su, Liangjun
18
Kristensen, Dennis
17
Li, Qi
17
Robinson, Peter M.
17
Taylor, Robert
16
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14
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14
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13
Chen, Xiaohong
13
Fan, Yanqin
12
Andersen, Torben
11
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Newey, Whitney K.
11
Park, Joon Y.
11
Sun, Yixiao
11
Todorov, Viktor
11
White, Halbert
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10
Chib, Siddhartha
10
Christensen, Bent Jesper
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Francq, Christian
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Hong, Han
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Li, Degui
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10
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9
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9
Horowitz, Joel
9
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9
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9
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9
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CREATES research paper
Journal of econometrics
Working paper series in economics and finance
8
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
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ECONIS (ZBW)
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
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:
3
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
4
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
5
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
6
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
7
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:
8
A Lagrange multiplier test for testing the adequacy of the constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
-
2014
Persistent link: https://www.econbiz.de/10010237808
Saved in:
9
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
10
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
Saved in:
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