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isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
subject:"Time series analysis"
~subject:"Mehrgleichungsmodell"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
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Time series analysis
Mehrgleichungsmodell
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Statistische Verteilung
Estimation theory
106
Schätztheorie
106
Theorie
36
Theory
36
Zeitreihenanalyse
18
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13
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10
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Franses, Philip Hans
8
Kloek, T.
5
Dijk, H. K. van
4
Harkema, R.
3
Hobijn, Bart
3
Ooms, Marius
3
Dijk, Herman K. van
2
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2
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2
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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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1
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1
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1
Dijk, Dick van
1
Dubbelman, C.
1
Haan, Laurens de
1
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1
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1
Koerts, J.
1
Louter, A. S.
1
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1
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Report / Econometric Institute, Erasmus University Rotterdam
Journal of econometrics
514
Economics letters
247
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Econometric theory
200
Econometric reviews
138
Discussion paper / Tinbergen Institute
134
Applied economics letters
96
NBER Working Paper
92
CEMMAP working papers / Centre for Microdata Methods and Practice
84
Working paper / Department of Econometrics and Business Statistics, Monash University
84
International journal of forecasting
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
CREATES research paper
72
Economic modelling
72
NBER working paper series
72
Applied economics
70
Journal of the American Statistical Association : JASA
70
Econometrics : open access journal
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
The econometrics journal
69
Journal of forecasting
68
Discussion paper series / IZA
67
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66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Insurance / Mathematics & economics
55
Working paper
55
Cowles Foundation discussion paper
52
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
52
Working paper / National Bureau of Economic Research, Inc.
51
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49
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47
Discussion paper / Center for Economic Research, Tilburg University
45
Journal of empirical finance
43
SFB 649 discussion paper
43
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42
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Journal of time series econometrics
40
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37
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ECONIS (ZBW)
29
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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
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:
5
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:
6
Flexible seasonal long memory and economic time series
Ooms, Marius
-
1995
Persistent link: https://www.econbiz.de/10000943980
Saved in:
7
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
8
Outlier robust cointegration analysis
Franses, Philip Hans
;
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000924662
Saved in:
9
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:
10
On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894164
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