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subject:"Sampling"
subject:"Stichprobenerhebung"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
Statistical test
Zeitreihenanalyse
Estimation theory
39
Schätztheorie
39
Theorie
25
Theory
25
Time series analysis
21
Schweden
3
Sweden
3
ARCH model
2
ARCH-Modell
2
Arbeitslosigkeit
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Estimation
2
Heteroskedastizitätsanalyse
2
Lag model
2
Lag-Modell
2
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2
Monte Carlo simulation
2
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2
Multiproduct production
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Returns to scale
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Schätzung
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Share price
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Simulation
2
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1960-1994
1
1962-1994
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1985-1990
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1991
1
1992-1993
1
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Aktienindex
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Graue Literatur
13
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13
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7
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7
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6
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6
Sammlung
6
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English
21
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Teräsvirta, Timo
6
Gredenhoff, Mikael P.
4
Eklund, Bruno
3
He, Changli
3
Hagerud, Gustaf E.
2
Åsbrink, Stefan E.
2
Andersson, Michael K.
1
Becker, Torbjörn
1
Brännström, Tomas
1
Eitrhem, Øyvind
1
Jacobson, Tor
1
Karlsson, Sune
1
Larsson, Rolf
1
Lundbergh, Stefan
1
Lyhagen, Johan
1
Rydén, Tobias
1
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
OECD
19
European University Institute / Department of Economics
14
Umeå universitet
12
Organisation for Economic Co-operation and Development
11
Centre for Quantitative Economics & Computing
8
Center for Economic Research <Tilburg>
5
Econometrisch Instituut <Rotterdam>
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Birkbeck College / Department of Economics
4
State University of New York at Albany / Department of Economics
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
European University Institute / Department of Law
3
London School of Economics and Political Science
3
University of Chicago / Graduate School of Business
3
University of Exeter / Department of Economics
3
University of New England / Department of Econometrics
3
"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
2
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Central Bureau of Statistics, Ministry of Planning
2
Centre for Analytical Finance <Århus>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
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2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
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2
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2
Nationalekonomiska Institutionen <Lund>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
Universitetet i Oslo / Økonomisk institutt
2
University of California, San Diego / Department of Economics
2
University of Warwick / Department of Economics
2
University of York / Department of Economics and Related Studies
2
Universität Basel / Institut für Statistik und Ökonometrie
2
World Health Organization
2
Amsterdams Instituut voor ArbeidsStudies
1
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Working paper series in economics and finance
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ECONIS (ZBW)
21
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1
Modelling economic high-frequency time series
Lundbergh, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001401660
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2
Robust testing for fractional integration using the bootstrap
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000978987
Saved in:
3
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
Saved in:
4
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
-
1998
Persistent link: https://www.econbiz.de/10000984648
Saved in:
5
Do long-memory models have long memory?
Eklund, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000984772
Saved in:
6
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
Saved in:
7
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
8
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
9
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
10
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
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