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person:"Müller, Ulrich K."
subject:"Zeitreihenanalyse"
~person:"Baillie, Richard"
~subject:"Autocorrelation"
~type:"article"
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Zeitreihenanalyse
Autocorrelation
Estimation theory
36
Schätztheorie
36
Time series analysis
15
Theorie
9
Theory
9
Regression analysis
6
Regressionsanalyse
6
Estimation
5
Induktive Statistik
5
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5
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5
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Prognoseverfahren
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Risikoprämie
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Autokorrelation
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Nonparametric statistics
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17
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Müller, Ulrich K.
Baillie, Richard
Phillips, Peter C. B.
34
Lee, Lung-fei
29
Leybourne, Stephen James
18
Sun, Yixiao
18
Teräsvirta, Timo
18
Harvey, Andrew C.
16
Johansen, Søren
16
Lütkepohl, Helmut
16
Taylor, Robert
16
Baltagi, Badi H.
15
Gao, Jiti
15
Linton, Oliver
15
Robinson, Peter M.
15
Chambers, Marcus J.
14
Hassler, Uwe
13
Perron, Pierre
13
Chan, Ngai Hang
11
Granger, C. W. J.
11
Hendry, David F.
11
Jin, Fei
11
Mills, Terence C.
11
Stock, James H.
11
Zhu, Ke
11
Cavaliere, Giuseppe
10
Kapetanios, George
10
Koop, Gary
10
Li, Dong
10
Ling, Shiqing
10
Tauchen, George Eugene
10
Watson, Mark W.
10
Xiao, Zhijie
10
Zakoïan, Jean-Michel
10
Bollerslev, Tim
9
Chen, Xiaohong
9
Demetrescu, Matei
9
Engle, Robert F.
9
Harvey, David I.
9
Koopman, Siem Jan
9
Li, Jia
9
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Journal of econometrics
8
Advances in economics and econometrics ; Volume 2
1
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Special issue on new developments in time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
17
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1
Nearly weighted risk minimal unbiased estimation
Müller, Ulrich K.
;
Wang, Yulong
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 18-34
Persistent link: https://www.econbiz.de/10012302499
Saved in:
2
Choices between OLS with robust inference and feasible GLS in time series regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Economics letters
171
(
2018
),
pp. 218-221
Persistent link: https://www.econbiz.de/10012021807
Saved in:
3
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
4
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
Saved in:
5
On the estimation of short memory components in long memory time series models
Baillie, Richard
;
Kapetanios, George
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 365-375
Persistent link: https://www.econbiz.de/10011649095
Saved in:
6
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
7
Pre and post break parameter inference
Elliott, Graham
;
Müller, Ulrich K.
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 141-157
Persistent link: https://www.econbiz.de/10010433401
Saved in:
8
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 66-81
Persistent link: https://www.econbiz.de/10009751249
Saved in:
9
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
10
t-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam Ju.
;
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 453-468
Persistent link: https://www.econbiz.de/10008736161
Saved in:
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