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~isPartOf:"Journal of econometrics"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
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Search: subject_exact:"AR(1) model"
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Monte Carlo simulation
Volatilität
Autocorrelation
135
Autokorrelation
135
Estimation theory
77
Schätztheorie
77
Theorie
45
Theory
45
Time series analysis
38
Zeitreihenanalyse
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Räumliche Interaktion
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Maximum likelihood estimation
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Regional economics
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Regionalökonomik
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Method of moments
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Momentenmethode
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Statistical test
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Panel study
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Heteroskedastizität
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Regression analysis
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Regressionsanalyse
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Einheitswurzeltest
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Spatial autoregression
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Unit root test
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Estimation
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Correlation
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Korrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Bootstrap approach
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Khalaf, Lynda
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Li, Dong
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McAleer, Michael
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Medeiros, Marcelo C.
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Journal of econometrics
Energy economics
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Discussion paper / Tinbergen Institute
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Economics letters
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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The econometrics journal
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Applied economics
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Applied economics letters
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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Journal of risk
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Regional science & urban economics
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The North American journal of economics and finance : a journal of financial economics studies
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CAMA Working Paper
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CFS working paper series
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CREATES research paper
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Cambridge working papers in economics
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Center for Policy Research Working Paper
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Discussion papers / Department of Economics, University of Copenhagen
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of applied econometrics
2
Journal of banking & finance
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Journal of financial markets
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Journal of international financial markets, institutions & money
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Journal of money, credit and banking : JMCB
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Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
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2
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
3
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
4
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
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