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~person:"Dufour, Jean-Marie"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Monte-Carlo-Simulation
Volatility
Monte Carlo simulation
21
Statistischer Test
18
Statistical test
17
Schätztheorie
14
Estimation theory
13
Bootstrap approach
8
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8
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non-normality
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21
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Dufour, Jean-Marie
Dijk, Herman K. van
48
Koopman, Siem Jan
42
Tsionas, Efthymios G.
33
Reed, W. Robert
30
Joshi, Mark S.
29
McAleer, Michael
29
Kapetanios, George
28
Marcellino, Massimiliano
28
Pesaran, M. Hashem
24
Carriero, Andrea
22
Clark, Todd E.
21
Martin, Gael M.
21
Koop, Gary
20
Chan, Joshua
19
Frühwirth-Schnatter, Sylvia
19
Hoogerheide, Lennart
19
Zhang, Xibin
19
Chib, Siddhartha
18
Asai, Manabu
17
Ravazzolo, Francesco
17
Rodriguez, Gabriel
17
Strachan, Rodney W.
17
Yu, Jun
17
Bos, Charles S.
16
Casarin, Roberto
16
Forbes, Catherine Scipione
16
Dijk, Dick van
15
Omori, Yasuhiro
15
Scaillet, Olivier
15
Schorfheide, Frank
15
Westerlund, Joakim
15
Li, Yong
14
Caporale, Guglielmo Maria
13
Gil-Alaña, Luis A.
13
Lucas, André
13
Nakajima, Jouchi
13
Robert, Christian P.
13
Chiarella, Carl
12
Herbst, Edward P.
12
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Université de Montréal / Département de sciences économiques
1
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Journal of econometrics
4
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3
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Econometric reviews
2
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2
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2
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1
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1
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ECONIS (ZBW)
21
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1
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
2
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
-
2017
Persistent link: https://www.econbiz.de/10011610097
Saved in:
3
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
4
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
5
Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions : invariance and finite-sample distributional theory
Tchakota, Firmin Doko
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011502519
Saved in:
6
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011592683
Saved in:
7
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011578259
Saved in:
8
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claire
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2015
Persistent link: https://www.econbiz.de/10011411352
Saved in:
9
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
10
Identification-robust inference for endogeneity parameters in linear structural models
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
-
2012
Persistent link: https://www.econbiz.de/10009624382
Saved in:
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