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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Cointegration"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Cointegration
Estimation theory
15
Schätztheorie
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Time series analysis
8
Zeitreihenanalyse
8
Einheitswurzeltest
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Großbritannien
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Theorie
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Theory
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Unit root test
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United Kingdom
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Statistical theory
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Kointegration
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Monte Carlo simulation
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Nichtparametrisches Verfahren
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Nonlinear regression
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Pfund Sterling
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Burke, Simon P.
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Gonzalo, Jesús
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Pitarakis, Jean-Yves
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Centre for Quantitative Economics & Computing
National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
European University Institute / Department of Economics
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Journées de Méthodologie Statistique <7, 2000, Paris>
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OECD
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University of New England / Department of Econometrics
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Universität Basel / Institut für Statistik und Ökonometrie
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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International Statistical Institute
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Internationaler Währungsfonds / Policy Development and Review Department
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Internationaler Währungsfonds / Statistics Department
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Julius-Maximilians-Universität Würzburg / Institut für Angewandte Mathematik und Statistik
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Konjunkturinstitutet <Stockholm>
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Københavns Universitet / Økonomisk Institut
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús
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1996
Persistent link: https://www.econbiz.de/10000944149
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2
A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P.
-
1995
Persistent link: https://www.econbiz.de/10000931962
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3
Analysing cointegrated systems using the MP inverse
Burke, Simon P.
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1995
Persistent link: https://www.econbiz.de/10000921052
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