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Search: subject_exact:"Estimation theory"
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Exchange rate
Volatilität
Kointegration
Estimation theory
437
Schätztheorie
437
Theorie
131
Theory
131
Time series analysis
87
Zeitreihenanalyse
87
Nichtparametrisches Verfahren
81
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81
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56
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56
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21
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19
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18
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Bohn Nielsen, Heino
2
Cavaliere, Giuseppe
2
McAleer, Michael
2
Taylor, Robert
2
Wagner, Martin
2
Amado, Cristina
1
Baltagi, Badi H.
1
Barassi, Marco R.
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
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1
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1
Breitung, Jörg
1
Bresson, Georges
1
Brownlees, Christian
1
Brune, Barbara
1
Bura, Efstathia
1
Cai, Yuzhi
1
Cai, Zongwu
1
Cappuccio, Nunzio
1
Carrion i Silvestre, Josep Lluís
1
Catani, Paul
1
Chen, Qiang
1
Chevillon, Guillaume
1
De Angelis, Luca
1
Duffy, James A.
1
Engle, Robert F.
1
Fornari, Fabio
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Galbraith, John W.
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Gu, Wentao
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Guo, Feifei
1
Hansen, Peter Reinhard
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Hendry, David F.
1
Hirukawa, Masayuki
1
Hlouskova, Jaroslava
1
Hoshikawa, Toshiya
1
Hsiao, Cheng
1
Hu, Meidi
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Econometric reviews
Journal of econometrics
179
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Economics letters
46
Discussion paper / Tinbergen Institute
42
Econometric theory
39
Economic modelling
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
CREATES research paper
29
Econometrics : open access journal
26
Journal of empirical finance
22
The econometrics journal
22
Applied economics letters
21
International journal of forecasting
21
International journal of economics and financial issues : IJEFI
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Cowles Foundation discussion paper
19
Applied economics
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Quantitative finance
18
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of banking & finance
15
Journal of financial econometrics
15
Journal of forecasting
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Finance research letters
13
International journal of theoretical and applied finance
13
International journal of economics and finance
12
Journal of applied econometrics
12
Journal of risk and financial management : JRFM
12
NBER Working Paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / National Bureau of Economic Research, Inc.
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
SFB 649 discussion paper
11
Cowles Foundation Discussion Paper
10
Discussion paper / Centre for Economic Forecasting
10
EUI working paper / ECO
10
Journal of time series econometrics
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ECONIS (ZBW)
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1
Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
5
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
6
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
7
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
8
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
9
The estimation uncertainty of permanent-transitory decompositions in co-integrated systems
Schreiber, Sven
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10012181279
Saved in:
10
Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 332-349
Persistent link: https://www.econbiz.de/10012181296
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