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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Econometric theory"
~isPartOf:"IZA Discussion Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Chambers, Marcus J."
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Estimation theory
Share price
Schätztheorie
6
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5
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3
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3
Aggregation
2
1910-1970
1
Business cycle
1
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Estimation
1
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Chambers, Marcus J.
Gao, Jiti
68
Linton, Oliver
26
Phillips, Peter C. B.
25
Peng, Bin
23
Hyndman, Rob J.
19
Poskitt, Donald Stephen
19
Martin, Gael M.
16
King, Maxwell L.
12
Lee, Lung-fei
12
Frazier, David T.
11
Zhang, Xibin
11
Cheng, Tingting
9
Dong, Chaohua
9
Li, Qi
9
Saikkonen, Pentti
9
Silvapulle, Mervyn J.
9
Yang, Yanrong
9
Andrews, Donald W. K.
8
Chen, Songnian
8
Forchini, Giovanni
8
Li, Degui
8
Pötscher, Benedikt M.
8
White, Halbert
8
Wooldridge, Jeffrey M.
8
Yan, Yayi
8
Chan, Ngai Hang
7
Horváth, Lajos
7
Jong, Robert M. de
7
Newey, Whitney K.
7
Otsu, Taisuke
7
Robert, Christian P.
7
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7
Su, Liangjun
7
Wang, Qiying
7
Baltagi, Badi H.
6
Cavaliere, Giuseppe
6
Hahn, Jinyong
6
Hansen, Bruce E.
6
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6
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Econometric theory
IZA Discussion Paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
6
Discussion paper / University of Essex, Department of Economics
5
Discussion paper series / University of Essex, Department of Economics
4
CEA_372Cass working paper series
2
Econometrics : open access journal
2
The economic journal : the journal of the Royal Economic Society
2
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / University of Essex, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics
1
Economics letters
1
Journal of applied econometrics
1
Journal of empirical finance
1
The econometrics journal
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Estimation of differential-difference equation systems with unknown lag parameters
Ercolani, Joanne S.
;
Chambers, Marcus J.
- In:
Econometric theory
22
(
2006
)
3
,
pp. 483-498
Persistent link: https://www.econbiz.de/10003307489
Saved in:
2
The asymptotic efficiency of cointegration estimators under temporal aggregation
Chambers, Marcus J.
- In:
Econometric theory
19
(
2003
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001728173
Saved in:
3
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Saved in:
4
Temporal aggregation and the finite sample performance of spetral regression estimators in cointegrated systems : a simulation study
Chambers, Marcus J.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 591-607
Persistent link: https://www.econbiz.de/10001589026
Saved in:
5
The estimation of continuous parameter long-memory time series models
Chambers, Marcus J.
- In:
Econometric theory
12
(
1996
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10001205637
Saved in:
6
Discrete models for estimating general linear continuous time systems
Chambers, Marcus J.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 531-542
Persistent link: https://www.econbiz.de/10001117733
Saved in:
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