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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"VAR-Modell"
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Probability theory
Time series analysis
Maximum-Likelihood-Schätzung
VAR-Modell
Estimation theory
59
Schätztheorie
59
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
10
Statistical test
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Statistischer Test
10
Einheitswurzeltest
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Unit root test
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Structural break
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Strukturbruch
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Cointegration
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Kointegration
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ARMA model
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ARMA-Modell
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Forecasting model
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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Estimation
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Schätzung
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cointegration
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Bootstrap approach
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Bootstrap-Verfahren
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Maximum likelihood estimation
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Monte Carlo simulation
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Monte-Carlo-Simulation
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VAR model
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bootstrap
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Autocorrelation
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Autokorrelation
3
Bias
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Nichtparametrisches Verfahren
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Arvanitis, Stelios
2
Asai, Manabu
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Dēmos, Antōnēs A.
2
Kurozumi, Eiji
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
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1
Aleksandrov, Boris
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Boubaker, Heni
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Canepa, Alessandra
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Chen, Jie
1
Chiann, Chang
1
Davidson, James E. H.
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Demetrescu, Matei
1
Dola, Béchir
1
Everaert, Gerdie
1
Feld, Martin
1
Game, Aaron
1
González Olivares, Daniel
1
Gourieroux, Christian
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Granger, C. W. J.
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Guizar, Isai
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Gómez-Zaldívar, Manuel
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Hafner, Christian M.
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Hunt, Richard
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Jasiak, Joann
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Lange, Theis
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Laurini, Márcio Poletti
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Lima, Luiz Renato
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Journal of time series econometrics
Journal of econometrics
418
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
188
Econometric theory
181
Economics letters
179
Discussion paper / Tinbergen Institute
136
Econometric reviews
114
International journal of forecasting
74
Working paper / Department of Econometrics and Business Statistics, Monash University
71
CREATES research paper
69
Applied economics letters
58
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
58
Journal of forecasting
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Econometrics : open access journal
56
Journal of the American Statistical Association : JASA
53
NBER Working Paper
53
The econometrics journal
50
Cowles Foundation discussion paper
48
Economic modelling
46
Applied economics
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
43
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Computational economics
39
Discussion paper / Center for Economic Research, Tilburg University
38
Working paper
37
Journal of applied econometrics
36
EUI working paper / ECO
33
NBER working paper series
32
Oxford bulletin of economics and statistics
32
CEMMAP working papers / Centre for Microdata Methods and Practice
31
CESifo working papers
30
Discussion paper
30
NBER technical working paper series
30
Journal of empirical finance
29
Report / Econometric Institute, Erasmus University Rotterdam
29
SFB 649 discussion paper
29
Technical working paper / National Bureau of Economic Research
27
Working paper series
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
3
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
4
Temporally local maximum likelihood with application to SIS model
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 151-198
Persistent link: https://www.econbiz.de/10014465605
Saved in:
5
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
6
Estimating impulse-response functions for macroeconomic models using directional quantiles
Montes-Rojas, Gabriel
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 199-225
Persistent link: https://www.econbiz.de/10013260199
Saved in:
7
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
8
A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard
;
Peiris, Shelton
;
Weber, Neville C.
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
Saved in:
9
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
10
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
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