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isPartOf:"The review of economic studies"
subject:"Statistical theory"
~isPartOf:"CORE discussion paper : DP"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Statistical theory
Zeitreihenanalyse
Estimation theory
119
Schätztheorie
119
Theorie
77
Theory
77
Time series analysis
13
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11
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Bauwens, Luc
7
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3
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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
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1
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1
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The review of economic studies
CORE discussion paper : DP
Discussion paper / Tinbergen Institute
104
Working paper / Department of Econometrics and Business Statistics, Monash University
69
CREATES research paper
59
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
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32
Cowles Foundation discussion paper
27
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26
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21
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20
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
18
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18
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
17
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Umeå economic studies
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
9
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9
Finance and economics discussion series
9
KBI
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
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The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
2
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
3
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
4
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
5
Disapprobation between Bayesian inferences : definition and examples
Jouneau, Frédéric
-
1996
Persistent link: https://www.econbiz.de/10000948274
Saved in:
6
Bayesian inference on GARCH models using the Gips sampler
Bauwens, Luc
-
1996
Persistent link: https://www.econbiz.de/10000948275
Saved in:
7
Gaussian estimation fo a contiuous time dynamic model with common stochastic trends
Simos, Theodore
-
1995
Persistent link: https://www.econbiz.de/10000908401
Saved in:
8
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
1995
Persistent link: https://www.econbiz.de/10000918204
Saved in:
9
Forecast intervals in ARCH exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000908408
Saved in:
10
Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc
-
1994
Persistent link: https://www.econbiz.de/10000890381
Saved in:
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