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isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
subject:"Time series analysis"
~source:"econis"
~subject:"Netherlands"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Time series analysis
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Estimation theory
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18
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Franses, Philip Hans
9
Dijk, H. K. van
3
Hobijn, Bart
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Report / Econometric Institute, Erasmus University Rotterdam
Journal of econometrics
357
Econometric theory
180
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
158
Discussion paper / Tinbergen Institute
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Econometric reviews
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International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
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Econometrics : open access journal
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Insurance / Mathematics & economics
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The econometrics journal
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Cowles Foundation discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
NBER Working Paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
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Discussion paper / Center for Economic Research, Tilburg University
40
Journal of time series econometrics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
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SFB 649 discussion paper
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EUI working paper / ECO
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Journal of empirical finance
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Oxford bulletin of economics and statistics
29
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NBER working paper series
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Statistics in transition : an international journal of the Polish Statistical Association
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1
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
2
Generalizations of the KPSS-test for stationarity
Hobijn, Bart
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000990790
Saved in:
3
Are many current seasonally adjusted data downward biased?
Franses, Philip Hans
;
Ariño, Miguel A.
;
Hobijn, Bart
-
1997
Persistent link: https://www.econbiz.de/10000973979
Saved in:
4
Nonlinear error-correction models for interest rates in the Netherlands
Dijk, Dick van
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000976191
Saved in:
5
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000944648
Saved in:
6
Increasing seasonal variation : unit roots versus shifts in mean and trend
Franses, Philip Hans
;
Hobijn, Bart
-
1996
Persistent link: https://www.econbiz.de/10000948838
Saved in:
7
Flexible seasonal long memory and economic time series
Ooms, Marius
-
1995
Persistent link: https://www.econbiz.de/10000943980
Saved in:
8
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
9
Outlier robust cointegration analysis
Franses, Philip Hans
;
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000924662
Saved in:
10
Testing for seasonal unit roots in the presence of changing seasonal means
Franses, Philip Hans
;
Vogelsang, Timothy J.
-
1995
Persistent link: https://www.econbiz.de/10000924663
Saved in:
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