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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"The econometrics journal"
~subject:"Stochastic process"
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Zeitreihenanalyse
Stochastic process
Estimation theory
351
Schätztheorie
351
Theorie
112
Theory
112
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Regression analysis
74
Regressionsanalyse
74
Time series analysis
54
Statistical test
44
Statistischer Test
44
Estimation
40
Panel
40
Panel study
40
Schätzung
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Statistical distribution
22
Statistische Verteilung
22
Induktive Statistik
19
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19
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Stochastischer Prozess
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Volatility
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Scientific modelling
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ARCH-Modell
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Instrumental variables
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Cointegration
14
Heteroscedasticity
14
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Monte Carlo simulation
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Spokojnyj, Vladimir G.
5
Härdle, Wolfgang
4
Küchler, Uwe
4
Breitung, Jörg
2
Perron, Pierre
2
Salau, M. O.
2
Teyssière, Gilles
2
Tjostheim, Dag
2
Vasiliev, Vjatscheslav A.
2
Velasco, Carlos
2
Yang, Lijian
2
Abadir, Karim Maher
1
Baillie, Richard
1
Bunke, Olaf
1
Candelon, Bertrand
1
Chambers, Marcus J.
1
Chen, Jia
1
Chen, Song Xi
1
Cubadda, Gianluca
1
Dankenbring, Henning
1
Delgado, Miguel A.
1
Demetrescu, Matei
1
Fan, Jianqing
1
Franke, Jürgen
1
Gao, Jiti
1
Genon-Catalot, Valentine
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Ginker, Tim
1
Grammig, Joachim
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Guo, Zheng-feng
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Guščin, Aleksandr A.
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Gómez, Víctor
1
Götz, Thomas B.
1
Hafner, Christian M.
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Hauzenberger, Klemens
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Herwartz, Helmut
1
Hidalgo, Javier
1
Hjellvik, Vidar
1
Hoga, Yannick
1
Hoover, Kevin D.
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
The econometrics journal
Journal of econometrics
344
Econometric theory
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Economics letters
145
Discussion paper / Tinbergen Institute
104
Econometric reviews
95
CREATES research paper
68
International journal of forecasting
64
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Applied economics letters
50
Econometrics : open access journal
49
Cowles Foundation discussion paper
48
NBER Working Paper
44
Economic modelling
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Journal of time series econometrics
40
Journal of the American Statistical Association : JASA
39
Computational economics
37
Applied economics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Journal of applied econometrics
34
Journal of empirical finance
33
SFB 649 discussion paper
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
EUI working paper / ECO
30
NBER working paper series
30
Working paper series
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
LSE STICERD Research Paper
25
Working paper
25
Discussion papers of interdisciplinary research project 373
24
Oxford bulletin of economics and statistics
24
Discussion paper / Center for Economic Research, Tilburg University
23
Technical working paper / National Bureau of Economic Research
23
Working paper / National Bureau of Economic Research, Inc.
23
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ECONIS (ZBW)
66
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
4
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
5
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
Saved in:
6
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
7
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
8
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim
;
Lieberman, Offer
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
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9
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
10
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
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