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subject:"Probability theory"
subject:"Simulation"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Probability theory
Simulation
Zeitreihenanalyse
Estimation theory
17
Schätztheorie
17
Time series analysis
10
Statistical theory
4
Statistische Methodenlehre
4
Theorie
4
Theory
4
Einheitswurzeltest
3
Großbritannien
3
Unit root test
3
United Kingdom
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Ökonometrie
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Maximum likelihood estimation
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Regressionsanalyse
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18.05.1988
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Centre for Quantitative Economics & Computing
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
National Bureau of Economic Research
59
Ekonomiska forskningsinstitutet <Stockholm>
22
Umeå universitet
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
European University Institute / Department of Economics
13
Birkbeck College / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Umeå Universitet / Institutionen för Nationalekonomi
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University of New England / Department of Econometrics
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London School of Economics and Political Science
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State University of New York at Albany / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Center for Economic Research <Tilburg>
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Centre for Microdata Methods and Practice <London>
3
Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Law
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Exeter / Department of Economics
3
University of Warwick / Department of Economics
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Centre for Analytical Finance <Århus>
2
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2
Federal Reserve Bank of San Francisco
2
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2
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Discussion papers in quantitative economics and computing / E
8
International symposia in economic theory and econometrics
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ECONIS (ZBW)
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
2
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
-
1996
Persistent link: https://www.econbiz.de/10000944147
Saved in:
3
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
Saved in:
4
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
Saved in:
5
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
Saved in:
6
Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000897126
Saved in:
7
An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000877388
Saved in:
8
Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868853
Saved in:
9
Nonparametric and semiparametric methods in econometrics and statistics : Proceedings of the Fifth International Symposium in Economic Theory and Econometrics
Barnett, William A.
(
ed.
)
-
1991
Persistent link: https://www.econbiz.de/10000336794
Saved in:
10
Nonparametric and semiparametric methods in econometrics and statistics : proceedings of the fifth International Symposium in Economic Theory and Econometrics ; [held at Duke Unive...
Barnett, William A.
(
ed.
)
-
1991
Persistent link: https://www.econbiz.de/10013493399
Saved in:
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