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subject:"Share price"
type_genre:"Arbeitspapier"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Share price
Zeitreihenanalyse
Estimation theory
31
Schätztheorie
31
Time series analysis
7
Robust statistics
5
Robustes Verfahren
5
Statistical test
5
Statistischer Test
5
Correlation
4
Estimation
4
Korrelation
4
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4
Regressionsanalyse
4
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4
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
Non-stationarity
2
Production function
2
Produktionsfunktion
2
Stationarity
2
Theorie
2
Theory
2
1-step Huber skip
1
1-step Huber-skip
1
Asset management
1
Asymmetric information
1
Asymmetrische Information
1
Automotive market
1
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Arbeitspapier
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8
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English
8
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Berenguer-Rico, Vanessa
2
Hendry, David F.
2
Shephard, Neil G.
2
Castle, Jennifer
1
Doucet, Arnaud
1
Duffy, James A.
1
Fernández Macho, Francisco Javier
1
Johansen, Søren
1
Large, Jeremy
1
Nielsen, Bent
1
Noureldin, Diaa
1
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1
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1
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Department of Economics discussion paper series / University of Oxford
Discussion paper / Tinbergen Institute
102
Working paper / Department of Econometrics and Business Statistics, Monash University
63
CREATES research paper
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
SFB 649 discussion paper
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Cowles Foundation discussion paper
26
Working paper series
25
Discussion paper / Center for Economic Research, Tilburg University
22
Technical working paper / National Bureau of Economic Research
22
Working paper / National Bureau of Economic Research, Inc.
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
18
Report / Econometric Institute, Erasmus University Rotterdam
18
Working paper
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
16
CESifo working papers
16
Discussion papers of interdisciplinary research project 373
16
EUI working paper / ECO
16
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
16
CORE discussion paper : DP
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
15
Documentos de trabajo / Banco de España, Servicio de Estudios
15
Discussion papers / Department of Economics, University of Copenhagen
14
Umeå economic studies
14
Discussion paper
13
Queen's Economics Department working paper
13
Discussion paper / Tinbergen Institute / Tinbergen Institute
12
Discussion papers in economics
12
Economics discussion papers
12
Série des documents de travail
12
ECARES working paper
10
Working papers / Rutgers University, Department of Economics
10
Discussion paper / Centre for Economic Policy Research
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Working papers
9
Working papers series in theoretical and applied economics
9
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
8
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The impact of integrated measurement errors on modelling long-run macroeconomic time series
Duffy, James A.
;
Hendry, David F.
-
2017
Persistent link: https://www.econbiz.de/10011630053
Saved in:
2
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012177516
Saved in:
3
White heteroscedasticty testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
-
2018
Persistent link: https://www.econbiz.de/10011910640
Saved in:
4
A wavelet approach to multiple cointegration testing
Fernández Macho, Francisco Javier
-
2013
Persistent link: https://www.econbiz.de/10009769036
Saved in:
5
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579539
Saved in:
6
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
7
Model selection in under-specified equations facing breaks
Castle, Jennifer
;
Hendry, David F.
-
2010
Persistent link: https://www.econbiz.de/10008748097
Saved in:
8
Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003519502
Saved in:
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