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person:"Akkerboom, Hans"
subject:"Statistische Methodenlehre"
~person:"Bauwens, Luc"
~person:"Hall, Alastair R."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Estimation theory
39
Schätztheorie
39
Theorie
17
Theory
17
Time series analysis
12
Zeitreihenanalyse
12
Method of moments
8
Momentenmethode
8
Statistical theory
6
ARCH model
5
ARCH-Modell
5
Correlation
5
Korrelation
5
Börsenkurs
4
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
Share price
4
Forecasting
3
Structural break
3
Strukturbruch
3
Volatility
3
Volatilität
3
Analysis of variance
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Capital income
2
Dynamic conditional correlations
2
First-order identification failure
2
Hadamard exponential matrix
2
Heteroscedasticity
2
Heteroskedastizität
2
IV-Schätzung
2
Instrumental variables
2
Kapitaleinkommen
2
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Aufsatz in Zeitschrift
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English
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Akkerboom, Hans
Bauwens, Luc
Hall, Alastair R.
Andrews, Donald W. K.
6
King, Maxwell L.
6
White, Halbert
6
Dufour, Jean-Marie
5
Godfrey, L. G.
5
Hansen, Bruce E.
5
Ghysels, Eric
4
Hong, Yongmiao
4
Johansen, Søren
4
Kuan, Chung-ming
4
Ploberger, Werner
4
Bera, Anil K.
3
Fan, Yanqin
3
Gouriéroux, Christian
3
Mizon, Grayham E.
3
Robinson, Peter M.
3
Savin, N. Eugene
3
Startz, Richard
3
Strecker, Heinrich
3
Whang, Yoon-jae
3
Zheng, John Xu
3
Bekaert, Geert
2
Bierens, Herman J.
2
Bontemps, Christophe
2
Braunstein, Andrew W.
2
Brooks, Robert
2
Burke, Simon P.
2
Chalfant, James Allen
2
Cragg, John G.
2
Dastoor, Naorayex K.
2
Donald, Stephen G.
2
Dorfman, Jeffrey H.
2
Driscoll, Paul J.
2
Erickson, Timothy
2
Ericsson, Neil R.
2
Florens, Jean-Pierre
2
Gregory, Allan W.
2
Guay, Alain
2
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International economic review
2
Annales d'économie et de statistique
1
Economics letters
1
Journal of econometrics
1
L'hétérogénéité en économétrie : numéro spécial
1
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ECONIS (ZBW)
6
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1
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
2
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Saved in:
3
The "pathology" of the natural conjugate prior density in the regression model
Bauwens, Luc
- In:
Annales d'économie et de statistique
(
1991
),
pp. 49-64
Persistent link: https://www.econbiz.de/10001117091
Saved in:
4
A test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator
Ghysels, Eric
- In:
International economic review
31
(
1990
)
2
,
pp. 355-364
Persistent link: https://www.econbiz.de/10001087269
Saved in:
5
A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R.
- In:
Economics letters
21
(
1986
)
2
,
pp. 159-161
Persistent link: https://www.econbiz.de/10001016549
Saved in:
6
Bayesian diagnostics for heterogeneity
Bauwens, Luc
Persistent link: https://www.econbiz.de/10001277894
Saved in:
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