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type:"article"
~isPartOf:"Journal of time series econometrics"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Estimation theory
59
Schätztheorie
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Time series analysis
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ARCH model
10
ARCH-Modell
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Statistical test
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cointegration
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Maximum likelihood estimation
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Becker, William
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Journal of time series econometrics
Journal of econometrics
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computational economics
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Econometric reviews
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European journal of operational research : EJOR
10
Econometric theory
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Econometrics : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of economic dynamics & control
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Journal of the American Statistical Association : JASA
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Risks : open access journal
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The journal of computational finance
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Finance research letters
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INFORMS journal on computing : JOC
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International journal of forecasting
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Journal of productivity analysis
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Journal of risk and financial management : JRFM
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Statistics in transition : an international journal of the Polish Statistical Association
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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International journal of theoretical and applied finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of geographical systems : geographical information, analysis, theory, and decision
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Journal of quantitative economics
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Operations research letters
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Organizational research methods : ORM
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Oxford bulletin of economics and statistics
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Variable selection in regression models using global sensitivity analysis
Becker, William
;
Paruolo, Paolo
;
Saltelli, Andrea
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 187-233
Persistent link: https://www.econbiz.de/10012612768
Saved in:
2
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
3
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Saved in:
4
A hybrid data cloning maximum likelihood estimator for stochastic volatility models
Laurini, Márcio Poletti
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 193-229
Persistent link: https://www.econbiz.de/10010225441
Saved in:
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