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subject:"Schätzung"
subject:"Zeitreihenanalyse"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Birkbeck College / Department of Economics"
~institution:"Federal Reserve System / Board of Governors"
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Search: subject_exact:"Estimation theory"
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Schätzung
Zeitreihenanalyse
Estimation theory
17
Schätztheorie
17
Theorie
11
Theory
11
Time series analysis
7
Estimation
5
Großbritannien
5
United Kingdom
5
Volatility
4
Volatilität
4
Börsenkurs
3
Cointegration
3
Kointegration
3
Share price
3
Saisonale Schwankungen
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Seasonal variations
2
Simulation
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ARMA model
1
ARMA-Modell
1
Aggregation
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Aktienmarkt
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Arbeitsangebot
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CAPM
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Capital income
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Consumption theory
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G7 countries
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Geldnachfrage
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Hodrick Prescott
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Household economics
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Arbeitspapier
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Working Paper
9
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Non-commercial literature
6
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English
11
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Ericsson, Neil R.
2
Hendry, David F.
2
Psaradakis, Zacharias G.
2
Sola, Martin
2
Basu, Susanto
1
Breusch, Trevor S.
1
Campos, Julia
1
Dacco, Roberto
1
Fernald, John G.
1
Karanasos, Menelaos
1
Lau, Sau-Him Paul
1
Orszag, Jonathan Michael
1
Robertson, John C.
1
Timmermann, Allan
1
Tran, Hong-anh
1
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Australian National University / Faculty of Economics and Commerce
Birkbeck College / Department of Economics
Federal Reserve System / Board of Governors
National Bureau of Economic Research
101
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
Ekonomiska forskningsinstitutet <Stockholm>
23
European University Institute / Department of Economics
12
Umeå universitet
12
International Energy Agency
10
OECD
10
Centre for Quantitative Economics & Computing
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Organisation for Economic Co-operation and Development
5
Umeå Universitet / Institutionen för Nationalekonomi
5
London School of Economics and Political Science
4
State University of New York at Albany / Department of Economics
4
University of New England / Department of Econometrics
4
Banque de France / Direction des Etudes Economiques et de la Recherche
3
European University Institute / Department of Law
3
Forschungsinstitut zur Zukunft der Arbeit
3
University of Exeter / Department of Economics
3
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Division of Research and Statistics
2
Institut für Höhere Studien
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
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2
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Rodney L. White Center for Financial Research
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Discussion papers in economics
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ECONIS (ZBW)
11
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1
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
2
A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000945555
Saved in:
3
Testing the long run effect of investment on output in the presence of cointegration
Lau, Sau-Him Paul
-
1996
Persistent link: https://www.econbiz.de/10000603211
Saved in:
4
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
Saved in:
5
Returns to scale in US production : estimates and implication
Basu, Susanto
;
Fernald, John G.
-
1995
Persistent link: https://www.econbiz.de/10000956311
Saved in:
6
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
7
Modelling common linear dynamics : a critical review
Breusch, Trevor S.
-
1994
Persistent link: https://www.econbiz.de/10000895692
Saved in:
8
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
9
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
10
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom
Ericsson, Neil R.
;
Hendry, David F.
;
Tran, Hong-anh
-
1993
Persistent link: https://www.econbiz.de/10000873721
Saved in:
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