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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~person:"Granger, C. W. J."
~person:"Huschens, Stefan"
~person:"Kleibergen, Frank"
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Estimation theory
Statistische Methodenlehre
Theorie
234
Theory
234
Schätztheorie
63
Time series analysis
58
Zeitreihenanalyse
58
Forecasting model
39
Prognoseverfahren
39
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23
Kreditrisiko
23
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22
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19
Risk measure
19
Cointegration
18
Kointegration
18
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Estimation
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16
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Statistische Verteilung
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English
67
German
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Granger, C. W. J.
Huschens, Stefan
Kleibergen, Frank
Härdle, Wolfgang
85
Pesaran, M. Hashem
71
Phillips, Peter C. B.
61
Gouriéroux, Christian
60
Andrews, Donald W. K.
48
Franses, Philip Hans
47
McAleer, Michael
45
Newey, Whitney K.
45
Heckman, James J.
39
Diebold, Francis X.
36
Giles, David E. A.
36
Imbens, Guido
36
Swanson, Norman R.
36
King, Maxwell L.
33
Robinson, Peter M.
33
Baltagi, Badi H.
32
Robert, Christian P.
32
Li, Qi
31
Horowitz, Joel
29
Krämer, Walter
29
Koop, Gary
28
Monfort, Alain
28
Ohtani, Kazuhiro
27
Steel, Mark F. J.
27
Bera, Anil K.
26
Kohn, Robert
26
Magnus, Jan R.
26
Brännäs, Kurt
25
Dufour, Jean-Marie
24
Hsiao, Cheng
24
Maravall Herrero, Agustín
24
Smith, Richard J.
24
Stahlecker, Peter
24
Ullah, Aman
24
White, Halbert
24
Winkelmann, Rainer
24
Angrist, Joshua D.
23
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
7
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1
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Dresdner Beiträge zu quantitativen Verfahren
14
Discussion paper / Tinbergen Institute
12
Journal of econometrics
7
Discussion paper / Department of Economics, University of California San Diego
4
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4
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4
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2
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2
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
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2
Annals of economics and finance
1
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1
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1
Contributions to econometric methodology in honor of T. W. Anderson
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economic time series with random walk and other nonstationary components
1
Finance and economics discussion series
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Grundlagen der Statistik und ihre Anwendungen : Festschrift für Kurt Weichselberger
1
Handbook of econometrics ; Vol. 2
1
Información comercial española / Cuadernos económicos
1
International journal of forecasting
1
Journal of empirical finance
1
Kredit und Kapital
1
Nonparametric dynamic modelling
1
On modelling the long run in applied economics
1
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
Report / Econometric Institute, Erasmus University Rotterdam, 9722 : A / Econometric Institute, Erasmus University Rotterdam
1
Research report / Graduate School Research Institute Systems, Organisations and Management
1
Risk management : challenge and opportunity ; with 125 tables
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
Special issue on topics in applied econometrics
1
Special section on small-sample properties of generalized method of moments (GMM)
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ECONIS (ZBW)
79
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79
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1
Theorie und Methodik der Statistik
Huschens, Stefan
-
2017
Persistent link: https://www.econbiz.de/10013441257
Saved in:
2
Stetigkeit in der Statistik
Huschens, Stefan
-
2016
Persistent link: https://www.econbiz.de/10013441251
Saved in:
3
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
Saved in:
4
Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
Saved in:
5
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
;
Huschens, Stefan
- In:
Operations research proceedings 2010 : selected papers …
,
(pp. 111-116)
.
2011
Persistent link: https://www.econbiz.de/10009270870
Saved in:
6
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
7
Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic
Kleibergen, Frank
-
2002
Persistent link: https://www.econbiz.de/10001689284
Saved in:
8
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
9
Aggregation of space-time processes
Giacomini, Raffaella
;
Granger, C. W. J.
-
2001
Persistent link: https://www.econbiz.de/10001591097
Saved in:
10
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
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