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subject:"Schätzung"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~person:"Koopman, Siem Jan"
~person:"Taylor, Robert"
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Schätzung
Zeitreihenanalyse
Estimation theory
4
Schätztheorie
4
Time series analysis
3
Cointegration
2
Kointegration
2
Volatility
2
Volatilität
2
Autocorrelation
1
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1
Bootstrap approach
1
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1
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Fractional integration
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Heteroscedasticity
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Importance sampling
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Kalman filter
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Macroeconomic time series
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Maximum likelihood estimation
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Nonlinear regression
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Score driven time-varying parameter models
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Stochastischer Prozess
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Treshold autoregressive models
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adaptive estimation
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Koopman, Siem Jan
Taylor, Robert
Teräsvirta, Timo
5
Baltagi, Badi H.
3
Hendry, David F.
3
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dagum, Estela Bee
2
Davidson, Russell
2
Dong, Chaohua
2
Gao, Jiti
2
Hsiao, Cheng
2
Kapetanios, George
2
Kilian, Lutz
2
Kumbhakar, Subal
2
Li, Qi
2
Liang, Zhongwen
2
Lucas, André
2
Maasoumi, Esfandiar
2
Medeiros, Marcelo C.
2
Silvapulle, Mervyn J.
2
Smallwood, Aaron D.
2
Smeekes, Stephan
2
Sun, Yiguo
2
Amado, Cristina
1
Armah, Nii Ayi
1
Ashley, Richard A.
1
Baillie, Richard
1
Bao, Yong
1
Barassi, Marco R.
1
Bayarri, M. J.
1
Belotti, Federico
1
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1
Berenguer-Rico, Vanessa
1
Berger, James O.
1
Berkowitz, Jeremy
1
Bermudez, P. de Zea
1
Beutner, Eric
1
Bewley, Ronald A.
1
Bianconcini, Silvia
1
Bierens, Herman J.
1
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Econometric reviews
Discussion paper / Tinbergen Institute
29
Journal of econometrics
13
CREATES research paper
4
Queen's Economics Department working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Econometric theory
3
Discussion paper / Center for Economic Research, Tilburg University
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
A history of market performance : from ancient Babylonia to the modern world
1
Advances in econometrics
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Discussion paper series / LSE Financial Markets Group
1
Handbook of financial time series
1
International journal of forecasting
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 11-090/4
1
Tinbergen Institute Discussion Paper 14-046/III
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2018-013/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2021-098/III
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
3
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
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