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subject:"Time series analysis"
subject:"United States"
~isPartOf:"CREATES research paper"
~isPartOf:"EUI working paper / ECO"
~subject:"Statistical test"
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Time series analysis
United States
Statistical test
Estimation theory
203
Schätztheorie
203
Zeitreihenanalyse
88
Theorie
49
Theory
48
Estimation
22
Schätzung
22
Cointegration
20
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Nielsen, Morten Ørregaard
11
Maravall Herrero, Agustín
10
Johansen, Søren
9
Gómez, Víctor
7
Teräsvirta, Timo
7
Kristensen, Dennis
5
Haldrup, Niels
4
Maravall, Agustín
4
Proietti, Tommaso
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Cavaliere, Giuseppe
3
Christensen, Kim
3
Kock, Anders Bredahl
3
Mizon, Grayham E.
3
Podolskij, Mark
3
Santucci de Magistris, Paolo
3
Schaumburg, Ernst
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Caner, Mehmet
2
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2
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2
Ergemen, Yunus Emre
2
Fiorentini, Gabriele
2
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2
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Hualde, Javier
2
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2
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2
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2
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2
Nielsen, Bent
2
Peña, Daniel
2
Planas, Christophe
2
Rahbek, Anders
2
Rossi, Eduardo
2
Seong, Dakyung
2
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European University Institute / Department of Economics
12
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CREATES research paper
EUI working paper / ECO
Journal of econometrics
460
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Econometric theory
195
Economics letters
186
Econometric reviews
135
Discussion paper / Tinbergen Institute
112
International journal of forecasting
72
Working paper / Department of Econometrics and Business Statistics, Monash University
70
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Journal of applied econometrics
55
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
55
The review of economics and statistics
53
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33
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31
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30
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
9
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
10
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
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