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subject:"Großbritannien"
subject:"Kanada"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~subject:"Time series analysis"
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Großbritannien
Kanada
Time series analysis
Estimation theory
305
Schätztheorie
305
Theorie
156
Theory
156
Zeitreihenanalyse
66
India
26
Indien
26
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Estimation
22
Schätzung
22
Regression analysis
18
Regressionsanalyse
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Stochastic process
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Stochastischer Prozess
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USA
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United States
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Induktive Statistik
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Statistical inference
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Statistical theory
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10
VAR model
10
VAR-Modell
10
Maximum likelihood estimation
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9
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7
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69
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Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
6
Kristensen, Dennis
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Andersen, Torben
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Yang, Yukai
2
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Browning, Karen
1
Bunzel, Helle
1
Callot, Laurent A. F.
1
Casas, Isabel
1
Catani, Paul
1
Chandra, K. S.
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Dahl, Christian M.
1
Dobrev, Dobrislav
1
Evans, Merran
1
Franchi, Massimo
1
Gao, Jiti
1
Gijbels, Irène
1
Giles, David E. A.
1
Giovannelli, Alessandro
1
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CREATES research paper
Journal of quantitative economics : official journal of the Indian Econometric Society
Journal of econometrics
315
Econometric theory
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Economics letters
139
Discussion paper / Tinbergen Institute
101
Econometric reviews
88
International journal of forecasting
64
Working paper / Department of Econometrics and Business Statistics, Monash University
62
Journal of forecasting
55
Applied economics letters
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Econometrics : open access journal
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
NBER Working Paper
44
Cowles Foundation discussion paper
40
Applied economics
39
Journal of applied econometrics
39
Journal of time series econometrics
39
The econometrics journal
38
Oxford bulletin of economics and statistics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Economic modelling
35
Journal of the American Statistical Association : JASA
35
Computational economics
31
NBER working paper series
31
EUI working paper / ECO
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Working paper
27
Working paper series
27
SFB 649 discussion paper
26
Discussion paper
25
Journal of empirical finance
25
Working paper / National Bureau of Economic Research, Inc.
25
LSE STICERD Research Paper
24
Discussion paper / Centre for Economic Forecasting
23
Technical working paper / National Bureau of Economic Research
23
NBER technical working paper series
22
Discussion paper / Center for Economic Research, Tilburg University
21
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ECONIS (ZBW)
69
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
9
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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