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subject:"EU countries"
subject:"Estimation"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Enders, Walter"
~person:"Hautsch, Nikolaus"
~person:"Jacobs, Kris"
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Estimation
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Enders, Walter
Hautsch, Nikolaus
Jacobs, Kris
Su, Liangjun
5
Gao, Jiti
4
Pesaran, M. Hashem
4
Carrasco, Marine
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
SFB 649 discussion paper
14
CFS working paper series
12
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
CoFE discussion papers
5
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]
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Discussion paper / Department of Economics, University of California San Diego
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European finance review : the official journal of the European Finance Association
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International financial forecasting
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International journal of forecasting
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Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of international money and finance
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Recent advances in estimating nonlinear models : with applications in economics and finance
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Review of asset pricing studies
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Review of finance : journal of the European Finance Association
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Rotman School of Management Working Paper
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SFB 649 Discussion Paper
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Southern economic journal
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ECONIS (ZBW)
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1
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
2
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Saved in:
3
Cointegration and threshold adjustment
Enders, Walter
;
Siklos, Pierre L.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
Saved in:
4
Testing for full insurance using exogenous information
Ham, John C.
;
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 387-397
Persistent link: https://www.econbiz.de/10001521450
Saved in:
5
Aggregate consumption and the predictability of asset returns
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 58-76
Persistent link: https://www.econbiz.de/10001441607
Saved in:
6
Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates
Enders, Walter
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 304-311
Persistent link: https://www.econbiz.de/10001246510
Saved in:
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