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source:"econis"
subject:"Zeitreihenanalyse"
~institution:"European University Institute / Department of Economics"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
ARCH model
Estimation theory
37
Schätztheorie
37
Theorie
29
Theory
29
Time series analysis
13
Deutschland
3
Germany
3
Saisonale Schwankungen
3
Seasonal variations
3
Software
3
Cointegration
2
Forecast
2
Kointegration
2
Prognose
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Sampling
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Simulation
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Statistical theory
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Statistische Methodenlehre
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1984-1989
1
Arbeitslosigkeit
1
Arbeitsmobilität
1
Bayes-Verfahren
1
Behavioral economics
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Bewertung
1
Currency derivative
1
Datenanalyse
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Derivat
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Equilibrium theory
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Estimation
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Geldpolitik
1
Geldtheorie
1
Generalisiertes lineares Modell
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Generalized linear model
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Gesundheitsversorgung
1
Gleichgewichtstheorie
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Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
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English
13
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Maravall Herrero, Agustín
7
Gómez, Víctor
4
Mizon, Grayham E.
2
Tschernig, Rolf
2
Fiorentini, Gabriele
1
Franses, Philip Hans
1
Haldrup, Niels
1
Hendry, David F.
1
Peña, Daniel
1
Planas, Christophe
1
Schmidt, Christoph M.
1
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European University Institute / Department of Economics
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
National Bureau of Economic Research
49
Ekonomiska forskningsinstitutet <Stockholm>
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Umeå universitet
12
Centre for Quantitative Economics & Computing
8
Umeå Universitet / Institutionen för Nationalekonomi
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Birkbeck College / Department of Economics
4
London School of Economics and Political Science
4
State University of New York at Albany / Department of Economics
4
European University Institute / Department of Law
3
University of Exeter / Department of Economics
3
University of New England / Department of Econometrics
3
Center for Economic Research <Tilburg>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of Chicago / Graduate School of Business
2
University of Warwick / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Amsterdams Instituut voor ArbeidsStudies
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Department of Economics
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Econometrics Conference <1995, Melbourne>
1
Forschungsinstitut zur Zukunft der Arbeit
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EUI working paper / ECO
11
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
2
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ECONIS (ZBW)
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1
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
Saved in:
2
Progressive modelling of macroeconomic time series : the LSE methodology
Mizon, Grayham E.
-
1995
Persistent link: https://www.econbiz.de/10013420265
Saved in:
3
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
4
On the interactions of unit roots and exogeneity
Hendry, David F.
-
1994
Persistent link: https://www.econbiz.de/10013420250
Saved in:
5
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10013420258
Saved in:
6
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
-
1994
Persistent link: https://www.econbiz.de/10013420271
Saved in:
7
Program TRAMO "Time Series Regression with ARIMA Noise, Missing Observations, and Outliers" instructions for the user
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10013420274
Saved in:
8
Identification of fractional ARIMA models in the presence of long memory
Schmidt, Christoph M.
;
Tschernig, Rolf
-
1993
Persistent link: https://www.econbiz.de/10000345713
Saved in:
9
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E.
-
1993
Persistent link: https://www.econbiz.de/10000889040
Saved in:
10
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
;
Haldrup, Niels
-
1993
Persistent link: https://www.econbiz.de/10000865567
Saved in:
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