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isPartOf:"Lehrbuch"
subject:"Probability theory"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~subject:"Time series analysis"
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Probability theory
Time series analysis
Estimation theory
1,778
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386
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368
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Johansen, Søren
10
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8
Teräsvirta, Timo
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Andersen, Torben
7
Leybourne, Stephen James
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Todorov, Viktor
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Kristensen, Dennis
6
Li, Jia
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Xiao, Zhijie
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Davis, Richard A.
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Kim, Donggyu
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4
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3
Aït-Sahalia, Yacine
3
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3
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Lehrbuch
CREATES research paper
Journal of econometrics
Econometric theory
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
Economics letters
148
Discussion paper / Tinbergen Institute
116
Econometric reviews
97
International journal of forecasting
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64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Journal of forecasting
55
Applied economics letters
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Econometrics : open access journal
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NBER Working Paper
44
Cowles Foundation discussion paper
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The econometrics journal
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Journal of time series econometrics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Journal of the American Statistical Association : JASA
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
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EUI working paper / ECO
31
Journal of applied econometrics
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NBER working paper series
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Report / Econometric Institute, Erasmus University Rotterdam
28
SFB 649 discussion paper
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Oxford bulletin of economics and statistics
26
Journal of empirical finance
25
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25
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24
NBER technical working paper series
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LSE STICERD Research Paper
23
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ECONIS (ZBW)
393
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
9
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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