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Search: subject_exact:"Rangkorrelation"
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Correlation
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Journal of econometrics
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ECONIS (ZBW)
130
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51
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
Saved in:
52
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
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53
A heteroskedasticity robust Breusch-Pagan test for Contemporaneous correlation in dynamic panel data models
Halunga, Andreea G.
;
Orme, Chris D.
;
Yamagata, Takashi
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011818781
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54
Examples of L2-complete and boundedly-complete distributions
Andrews, Donald W. K.
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 213-220
Persistent link: https://www.econbiz.de/10011897680
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55
Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan
;
Liao, Yuan
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
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56
Estimation of heterogeneous panels with structural breaks
Baltagi, Badi H.
;
Qu, Feng
;
Kao, Chihwa
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 176-195
Persistent link: https://www.econbiz.de/10011598096
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57
Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error
Park, Sujin
;
Hong, Seok Young
;
Linton, Oliver
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 325-347
Persistent link: https://www.econbiz.de/10011610563
Saved in:
58
Bayesian semiparametric modeling of realized covariance matrices
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10011610652
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59
Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Poskitt, Donald Stephen
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 468-484
Persistent link: https://www.econbiz.de/10011704730
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60
Kernel estimation of hazard functions when observations have dependent and common covariates
Wolter, James Lewis
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011704746
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