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isPartOf:"Journal of the Royal Statistical Society"
subject:"Theorie"
~isPartOf:"EUI working paper / ECO"
~language:"eng"
~subject:"Seasonal variations"
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Search: subject_exact:"Estimation theory"
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Theorie
Seasonal variations
Estimation theory
112
Schätztheorie
112
Theory
71
Time series analysis
36
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36
Cointegration
6
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6
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5
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Maravall Herrero, Agustín
10
Gómez, Víctor
6
Carroll, Raymond J.
4
Fiorentini, Gabriele
3
Johansen, Søren
3
Banerjee, Anindya
2
Chang, Dongkoo
2
Ehrbeck, Tilman
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Ermini, Luigi
2
Hall, Peter
2
Monfardini, Chiara
2
Poskitt, Donald Stephen
2
Urga, Giovanni
2
Albert, A.
1
Atkinson, Anthony C.
1
Barndorff-Nielsen, Ole E.
1
Berman, Mark
1
Bhansali, R. J.
1
Brooks, R. J.
1
Brousseau, Vincent
1
Bruce, Andrew G.
1
Brüggemann, Ralf
1
Calzolari, Giorgio
1
Canova, Fabio
1
Chan, K. S.
1
Chang, Tong-gu
1
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1
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Journal of the Royal Statistical Society
EUI working paper / ECO
Economics letters
384
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371
Econometric theory
285
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
240
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
198
Série des documents de travail / Centre de Recherche en Économie et Statistique
149
Journal of quantitative economics : official journal of the Indian Econometric Society
138
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136
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131
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123
Oxford bulletin of economics and statistics
101
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86
Discussion paper / Center for Economic Research, Tilburg University
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81
Statistical papers
79
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
78
CORE discussion paper : DP
77
Discussion paper / Tinbergen Institute
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
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60
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59
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57
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53
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51
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47
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37
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SFB 649 discussion paper
37
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36
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35
International economic journal
35
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35
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34
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32
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ECONIS (ZBW)
75
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1
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
2
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365687
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3
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
4
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren
-
2001
Persistent link: https://www.econbiz.de/10001582517
Saved in:
5
Sequential methods for detecting structural breaks in cointegrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001353935
Saved in:
6
Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya
;
Lazarova, Stepana
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001354292
Saved in:
7
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000974051
Saved in:
8
Likelihood analysis of seasonal cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10013420119
Saved in:
9
Estimating stochastic volatility models through indirect inference
Monfardini, Chiara
-
1996
Persistent link: https://www.econbiz.de/10000952218
Saved in:
10
Robust estimation : an example
Hinloopen, Jeroen
;
Wagenvoort, Rien
-
1995
Persistent link: https://www.econbiz.de/10000912457
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