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subject:"Schätzung"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Wirtschaftswachstum"
~type_genre:"Working Paper"
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Search: subject_exact:"Time series analysis"
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Schätzung
Wirtschaftswachstum
Time series analysis
190
Zeitreihenanalyse
190
Theorie
78
Theory
78
Forecasting model
75
Prognoseverfahren
75
Estimation theory
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Schätztheorie
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Nonparametric statistics
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Gao, Jiti
13
Linton, Oliver
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Athanasopoulos, George
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Cai, Biqing
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Cheng, Tingting
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Forbes, Catherine Scipione
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Hyndman, Rob J.
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Martin, Gael M.
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Peng, Bin
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Poskitt, Donald Stephen
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Yan, Yayi
2
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1
Bollen, Bernard
1
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1
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Gamakumara, Puwasala
1
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1
Guo, M.
1
Harris, David
1
Inder, Brett A.
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Jiang, Bin
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Kalb, Guyonne
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Kapetanios, George
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Kew, Hsein
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Li, Degui
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Liu, Fei
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Ma, Shujie
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1
Pan, G.
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Pan, Guangming
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Panagiotelis, Anastasios
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
71
CESifo working papers
67
Working paper
49
Economics and finance working paper series
30
Discussion paper / Centre for Economic Policy Research
29
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
CREATES research paper
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
SFB 649 discussion paper
21
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19
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16
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14
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Reihe Ökonomie
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1
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
2
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
5
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
6
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
-
2020
Persistent link: https://www.econbiz.de/10012606889
Saved in:
7
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
8
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
9
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
10
Extent pursuit for cross-sectional dependence in large panels
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
;
Zhang, Bo
-
2019
Persistent link: https://www.econbiz.de/10012592809
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