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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Econometric theory"
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Zeitreihenanalyse
Estimation theory
765
Schätztheorie
765
Theorie
292
Theory
292
Time series analysis
181
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
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91
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42
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Chan, Ngai Hang
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4
Leybourne, Stephen James
4
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3
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3
Gao, Jiti
3
Grégoir, Stéphane
3
Nielsen, Morten Ørregaard
3
Peng, Liang
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Politis, Dimitris N.
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Saikkonen, Pentti
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Taylor, Robert
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Perron, Pierre
2
Poskitt, Donald Stephen
2
Robinson, Peter M.
2
Singer, Hermann
2
Sola, Martin
2
Sun, Yiguo
2
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Discussion paper / Centre for Economic Forecasting
Econometric theory
Journal of econometrics
309
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140
Economics letters
135
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98
Econometric reviews
87
International journal of forecasting
63
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62
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59
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54
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50
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47
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40
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39
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39
NBER Working Paper
39
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37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
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35
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Journal of the American Statistical Association : JASA
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EUI working paper / ECO
29
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SFB 649 discussion paper
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Journal of empirical finance
24
Oxford bulletin of economics and statistics
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23
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22
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21
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ECONIS (ZBW)
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
3
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
6
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
7
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
8
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
9
Joint time-series and cross-section limit theory under mixingale assumptions
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
38
(
2022
)
5
,
pp. 942-958
Persistent link: https://www.econbiz.de/10013469685
Saved in:
10
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
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