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~person:"Yamamoto, Yohei"
~subject:"Heteroskedastizität"
~subject:"Russland"
~subject:"Wechselkurs"
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Monte Carlo simulation
9
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4
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4
Structural break
4
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Yamamoto, Yohei
Hausman, Jerry A.
4
Kurozumi, Eiji
4
Newey, Whitney K.
4
Chao, John C.
3
Swanson, Norman R.
3
Woutersen, Tiemen
3
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2
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2
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2
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2
Issler, João Victor
2
Le Gallo, Julie
2
Li, Xiaoming
2
López, Fernando A.
2
Meierer, Markus
2
Norkute, Milda
2
Ou, Yangguoyi
2
Skrobotov, Anton
2
Swanson, Norman
2
Tanaka, Shinya
2
Zhang, Tao
2
Acito, Franklin
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Anderson, Ronald D.
1
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1
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1
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1
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1
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Cheng, Ai-ru Meg
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4
Econometric reviews
1
Journal of econometrics
1
The econometrics journal
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1
Testing for speculative bubbles in lLarge-dimensional financial panel data sets
Horie, Tetsushi
;
Yamamoto, Yohei
-
2016
Persistent link: https://www.econbiz.de/10011549886
Saved in:
2
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
-
2015
Persistent link: https://www.econbiz.de/10011349992
Saved in:
3
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
-
2014
Persistent link: https://www.econbiz.de/10010429183
Saved in:
4
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
Saved in:
5
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
-
2013
Persistent link: https://www.econbiz.de/10010221269
Saved in:
6
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
Saved in:
7
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011473814
Saved in:
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