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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kointegration
Estimation theory
221
Schätztheorie
221
Time series analysis
101
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
Estimation
42
Schätzung
42
Regression analysis
30
Regressionsanalyse
30
Forecasting model
26
Prognoseverfahren
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Panel
25
Panel study
25
Bayes-Statistik
21
Bayesian inference
21
Statistical test
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Statistischer Test
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Cointegration
18
Theorie
16
Theory
16
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13
ARCH-Modell
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Einheitswurzeltest
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Strukturbruch
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VAR model
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VAR-Modell
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Monte Carlo simulation
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Monte-Carlo-Simulation
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ARMA model
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ARMA-Modell
11
Bootstrap approach
11
Bootstrap-Verfahren
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Maximum likelihood estimation
10
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10
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Gao, Jiti
31
Peng, Bin
14
Hyndman, Rob J.
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Martin, Gael M.
9
Dong, Chaohua
8
Poskitt, Donald Stephen
7
Yan, Yayi
6
Linton, Oliver
4
Yang, Yanrong
4
Athanasopoulos, George
3
Cai, Biqing
3
Forbes, Catherine Scipione
3
Grose, Simone D.
3
Koo, Bonsoo
3
Li, Degui
3
Nadarajah, K.
3
Pan, Guangming
3
Tjostheim, Dag
3
Vahid, Farshid
3
Arvanitis, Stelios
2
Asai, Manabu
2
Bergmeir, Christoph
2
Cheng, Tingting
2
Dokumentov, Alexander
2
Frazier, David T.
2
Jiang, Bin
2
Kurozumi, Eiji
2
Liu, Fei
2
Maneesoonthorn, Worapree
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Panagiotelis, Anastasios
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Sarafidis, Vasilis
2
Skrobotov, Anton
2
Snyder, Ralph D.
2
Strachan, Rodney W.
2
Tu, Yundong
2
Yin, Jiying
2
Zhang, Bo
2
Abadir, Karim Maher
1
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Journal of time series econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
338
Econometric theory
172
Economics letters
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Discussion paper / Tinbergen Institute
106
Econometric reviews
99
CREATES research paper
68
International journal of forecasting
64
Applied economics letters
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of forecasting
55
Econometrics : open access journal
53
Cowles Foundation discussion paper
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
The econometrics journal
43
Economic modelling
42
Applied economics
41
NBER Working Paper
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
EUI working paper / ECO
35
Journal of the American Statistical Association : JASA
35
Journal of applied econometrics
33
Computational economics
31
Oxford bulletin of economics and statistics
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
LSE STICERD Research Paper
26
NBER working paper series
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SFB 649 discussion paper
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Working paper series
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Discussion paper / Centre for Economic Forecasting
25
Cowles Foundation Discussion Paper
24
Discussion paper / Department of Economics, University of California San Diego
24
Journal of empirical finance
24
Working paper
24
Discussion paper / Center for Economic Research, Tilburg University
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Technical working paper / National Bureau of Economic Research
22
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1
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
2
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
3
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
4
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
5
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
6
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
7
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
8
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
9
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
10
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
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