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language:"eng"
subject:"Welt"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Welt
Time series analysis
Estimation theory
33
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33
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10
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4
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Burke, Simon P.
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Center for Economic Research <Tilburg>
Centre for Quantitative Economics & Computing
National Bureau of Economic Research
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21
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15
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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Frequency domain Gaussian estimation of temporally aggregated cointegrated systems
Chambers, Marcus J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002046442
Saved in:
2
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
3
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
4
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
-
1996
Persistent link: https://www.econbiz.de/10000944147
Saved in:
5
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
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6
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
Saved in:
7
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
Saved in:
8
Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000897126
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9
An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000877388
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10
Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868853
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