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subject:"Time series analysis"
subject:"United States"
~institution:"Birkbeck College / Department of Economics"
~institution:"Federal Reserve Bank of San Francisco"
~institution:"Federal Reserve System / Board of Governors"
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Search: subject_exact:"Estimation theory"
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Time series analysis
United States
Estimation theory
18
Schätztheorie
17
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8
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8
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8
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5
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15
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Robust estimation and monetary policy with unobserved structural change
Williams, John C.
(
contributor
)
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2004
Persistent link: https://www.econbiz.de/10002672079
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2
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
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3
Estimating dynamic rational expectations models when the trend specification is uncertain
Cogley, Timothy
-
1996
Persistent link: https://www.econbiz.de/10000939630
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4
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:
5
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:
6
Returns to scale in US production : estimates and implication
Basu, Susanto
;
Fernald, John G.
-
1995
Persistent link: https://www.econbiz.de/10000956311
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7
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
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8
Maximum likelihood estimation with HP filtered data : an invariance theorem
Cogley, Timothy
-
1994
Persistent link: https://www.econbiz.de/10000905755
Saved in:
9
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:
10
Cointegration tests in the presence of structural breaks
Campos, Julia
;
Ericsson, Neil R.
;
Hendry, David F.
-
1993
Persistent link: https://www.econbiz.de/10000854458
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