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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Applied economics letters"
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Sampling
Stichprobenerhebung
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Estimation theory
197
Schätztheorie
197
Estimation
55
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55
Time series analysis
49
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Cook, Steven
3
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Applied economics letters
Journal of econometrics
156
Economics letters
64
Econometric theory
62
Econometric reviews
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
48
Econometrics : open access journal
33
Statistics in transition : an international journal of the Polish Statistical Association
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
The econometrics journal
31
CREATES research paper
28
Economic modelling
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Applied economics
26
Journal of the American Statistical Association : JASA
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
International journal of economics and financial issues : IJEFI
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International journal of forecasting
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Cowles Foundation discussion paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of empirical finance
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Journal of time series econometrics
17
NBER Working Paper
17
Discussion paper / Center for Economic Research, Tilburg University
16
Journal of financial econometrics
16
Finance research letters
14
Journal of forecasting
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Working paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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CESifo working papers
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Computational economics
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Journal of applied econometrics
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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1
A Monte Carlo synthetic sample based performance evaluation method for covariance matrix estimators
Yuan, Jin
;
Yuan, Xianghui
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 124-128
Persistent link: https://www.econbiz.de/10012415096
Saved in:
2
Corona, crisis and conditional heteroscedasticity
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics letters
28
(
2021
)
9
,
pp. 755-759
Persistent link: https://www.econbiz.de/10012501608
Saved in:
3
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
Saved in:
4
Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
Saved in:
5
Dealing with an error correction model when trade balances are trend-stationary
Cantavella-Jordá, Manuel
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 882-886
Persistent link: https://www.econbiz.de/10010418326
Saved in:
6
Bootstrap test for seasonal cointegrating ranks
Seong, Byeongchan
- In:
Applied economics letters
20
(
2013
)
1/3
,
pp. 147-151
Persistent link: https://www.econbiz.de/10009700212
Saved in:
7
Modelling money demand : further evidence from an international comparison
Jawadi, Fredj
;
Sousa, Ricardo M.
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1052-1055
Persistent link: https://www.econbiz.de/10010195935
Saved in:
8
Estimation of a fractionally cointegrated demand system : evidence from the Japanese expenditure data
Ogura, Manami
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1023-1028
Persistent link: https://www.econbiz.de/10009633745
Saved in:
9
Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks
Tam, Pui Sun
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1061-1064
Persistent link: https://www.econbiz.de/10009655112
Saved in:
10
On the multivariate EGARCH model
Jane, Ten-Der
;
Ding, Cherng G.
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1757-1761
Persistent link: https://www.econbiz.de/10003932399
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