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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Diebold, Francis X."
~person:"Hong, Yongmiao"
~person:"Mills, Terence C."
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Capital income
Zeitreihenanalyse
Theorie
6
Theory
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Time series analysis
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Nichtparametrisches Verfahren
2
Nonparametric statistics
2
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Diebold, Francis X.
Hong, Yongmiao
Mills, Terence C.
Phillips, Peter C. B.
12
Bollerslev, Tim
4
White, Halbert
4
Engle, Robert F.
3
Nelson, Daniel B.
3
Ploberger, Werner
3
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Stock, James H.
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2
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2
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2
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2
Ouliaris, Sam
2
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2
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2
Sims, Christopher A.
2
Tauchen, George Eugene
2
Watson, Mark W.
2
Alvarez, Javier
1
Arellano, Manuel
1
Bai, Jushan
1
Beare, Brendan K.
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Bierens, Herman J.
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Chen, Zengjing
1
Chu, Chia-shang James
1
Connor, Gregory
1
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1
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1
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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
Journal of econometrics
9
Working papers / Financial Institutions Center
9
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc.
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CFS working paper series
7
Econometric theory
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NBER Working Paper
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Economic research paper / Loughborough University, Department of Economics
5
The review of economics and statistics
5
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Economics, econometrics and the link : essays in honor of Lawrence R. Klein
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Explorations in economic history : EEH
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Finance research letters
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IMF working papers
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International journal of finance & economics : IJFE
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Modern perspectives on the gold standard
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1
Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
Saved in:
2
Asymptotic distribution theory for nonparametric entropy measures of serial dependence
Hong, Yongmiao
;
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 837-901
Persistent link: https://www.econbiz.de/10002876743
Saved in:
3
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
4
Consistent specification testing via nonparametric series regression
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381
Saved in:
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