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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~type_genre:"Arbeitspapier"
~type_genre:"Interview"
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Search: subject_exact:"Estimation theory"
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Time series analysis
United States
Estimation theory
44
Schätztheorie
44
Theorie
35
Theory
35
Zeitreihenanalyse
10
Probability theory
5
Volatility
5
Volatilität
5
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5
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4
Stichprobenerhebung
4
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1974-1990
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11
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Working Paper
11
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9
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English
11
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Franses, Philip Hans
4
Boswijk, Herman Peter
2
Dannenburg, Dennis Ramon
1
Daníelsson, Jón
1
Gooijer, Jan G. de
1
Haldrup, Niels
1
Heij, Christiaan
1
Hoek, Henk
1
Jacobsen, Ben
1
Kleibergen, Frank
1
Klein, André
1
Koop, Gary
1
Luginbuhl, Rob
1
Scherrer, Wolfgang
1
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1
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1
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Discussion paper / Tinbergen Institute
101
CREATES research paper
64
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Working paper / National Bureau of Economic Research, Inc.
51
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
Technical working paper / National Bureau of Economic Research
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
SFB 649 discussion paper
28
Cowles Foundation discussion paper
26
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Discussion paper / Center for Economic Research, Tilburg University
23
Working paper series
23
Report / Econometric Institute, Erasmus University Rotterdam
21
Working paper
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
CESifo working papers
17
Discussion paper / Centre for Economic Policy Research
17
Discussion paper
16
EUI working paper / ECO
16
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
16
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
CORE discussion paper : DP
15
Discussion paper series / IZA
15
Discussion papers / Department of Economics, University of Copenhagen
15
Discussion papers of interdisciplinary research project 373
15
Documentos de trabajo / Banco de España, Servicio de Estudios
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Economics discussion papers
13
Queen's Economics Department working paper
13
Discussion papers in economics
12
Série des documents de travail
12
Umeå economic studies
12
Working papers
11
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
ECARES working paper
10
Finance and economics discussion series
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KBI
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NBER working paper series
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ECONIS (ZBW)
11
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1
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
2
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1997
Persistent link: https://www.econbiz.de/10000952481
Saved in:
3
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
4
Identification of system behaviours by approximation of time series data
Scherrer, Wolfgang
;
Heij, Christiaan
-
1997
Persistent link: https://www.econbiz.de/10000964990
Saved in:
5
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
6
Bayesian analysis of an unobserved component time series model of GNP with Markov switching and time varying growths
Luginbuhl, Rob
;
Vos, Aart F. de
-
1996
Persistent link: https://www.econbiz.de/10000938517
Saved in:
7
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans
;
Swanson, Norman R.
-
1996
Persistent link: https://www.econbiz.de/10000945706
Saved in:
8
On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans
;
Koop, Gary
-
1996
Persistent link: https://www.econbiz.de/10000945728
Saved in:
9
Cumulated prediction errors of multivariate time series models
Klein, André
;
Gooijer, Jan G. de
-
1996
Persistent link: https://www.econbiz.de/10000929738
Saved in:
10
Volatility clustering in stock returns at low frequencies
Jacobsen, Ben
;
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000918266
Saved in:
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