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subject:"Simulation"
type_genre:"Article in journal"
~person:"Deb, Partha"
~subject:"Time series analysis"
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Deb, Partha
Phillips, Peter C. B.
28
Leybourne, Stephen James
19
Linton, Oliver
16
Lütkepohl, Helmut
16
Taylor, Robert
16
Teräsvirta, Timo
16
Chambers, Marcus J.
14
Harvey, Andrew C.
14
Johansen, Søren
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Perron, Pierre
14
Gao, Jiti
13
Hassler, Uwe
13
Tauchen, George Eugene
11
Xiao, Zhijie
11
Baillie, Richard
10
Harvey, David I.
10
Koop, Gary
10
Lucas, André
10
McAleer, Michael
10
Robinson, Peter M.
10
Zhu, Ke
10
Baltagi, Badi H.
9
Franses, Philip Hans
9
Ghysels, Eric
9
Hendry, David F.
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
Westerlund, Joakim
9
Zakoïan, Jean-Michel
9
Agiakloglou, Christos N.
8
Bauwens, Luc
8
Chen, Xiaohong
8
Francq, Christian
8
Hong, Yongmiao
8
Kristensen, Dennis
8
Li, Qi
8
McElroy, Tucker
8
Ng, Serena
8
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Economics letters
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1
Finite sample properties of the ARCH class of models with stochastic volatility
Deb, Partha
- In:
Economics letters
55
(
1997
)
1
,
pp. 27-34
Persistent link: https://www.econbiz.de/10001225291
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2
The excess co-movement of commodity prices reconsidered
Deb, Partha
- In:
Journal of applied econometrics
11
(
1996
)
3
,
pp. 275-291
Persistent link: https://www.econbiz.de/10001201934
Saved in:
3
Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of EGARCH models
Deb, Partha
- In:
Econometric reviews
15
(
1996
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10001197547
Saved in:
4
The distribution of a Lagrange multiplier test of normality
Deb, Partha
- In:
Economics letters
51
(
1996
)
2
,
pp. 123-130
Persistent link: https://www.econbiz.de/10001201053
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