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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~person:"Nelson, Daniel B."
~subject:"1928-1990"
~subject:"Multivariate Analyse"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
1928-1990
Multivariate Analyse
Estimation theory
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Nelson, Daniel B.
Phillips, Peter C. B.
11
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9
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8
Leybourne, Stephen James
7
Chen, Xiaohong
6
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Journal of econometrics
Working paper series economics and econometrics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
NBER Working Paper
3
NBER technical working paper series
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Technical working paper / National Bureau of Economic Research
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Discussion paper / Department of Economics, University of California San Diego
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Econometric theory
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Handbook of econometrics : volume 4
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Handbook of econometrics ; Vol. 4
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001194795
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2
Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
Nelson, Daniel B.
- In:
Journal of econometrics
67
(
1995
)
2
,
pp. 303-335
Persistent link: https://www.econbiz.de/10001178181
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