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source:"econis"
subject:"Zeitreihenanalyse"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Umeå Universitet / Institutionen för Nationalekonomi"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation
Estimation theory
23
Schätztheorie
23
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13
Theorie
9
Theory
9
Einheitswurzeltest
3
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Brännäs, Kurt
3
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2
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Centre for Quantitative Economics & Computing
Umeå Universitet / Institutionen för Nationalekonomi
National Bureau of Economic Research
101
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27
Ekonomiska forskningsinstitutet <Stockholm>
23
European University Institute / Department of Economics
12
Umeå universitet
12
International Energy Agency
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OECD
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6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Organisation for Economic Co-operation and Development
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London School of Economics and Political Science
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State University of New York at Albany / Department of Economics
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University of New England / Department of Econometrics
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Banque de France / Direction des Etudes Economiques et de la Recherche
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European University Institute / Department of Law
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University of Exeter / Department of Economics
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Discussion papers in quantitative economics and computing / E
8
Umeå economic studies
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ECONIS (ZBW)
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Temporal aggregation of the returns of a stock index series
Brännäs, Kurt
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001793098
Saved in:
2
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
-
1999
Persistent link: https://www.econbiz.de/10001398529
Saved in:
3
A new approach to modelling and forecasting monthly guest nights in hotels
Brännäs, Kurt
;
Hellström, Jörgen
;
Nordström, Jonas
-
1999
Persistent link: https://www.econbiz.de/10001398533
Saved in:
4
Count data autoregression modelling
Hellström, Jörgen
-
1999
Persistent link: https://www.econbiz.de/10001372883
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5
Prediction inference for time series
DeLuna, Xavier
-
1999
Persistent link: https://www.econbiz.de/10001446543
Saved in:
6
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:
7
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:
8
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
Saved in:
9
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
Saved in:
10
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
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