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subject:"Time series analysis"
subject:"United States"
~isPartOf:"EUI working paper / ECO"
~subject:"ARCH model"
~subject:"Panel"
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Search: subject_exact:"Estimation theory"
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Time series analysis
United States
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Estimation theory
66
Schätztheorie
66
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31
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30
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29
Cointegration
6
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Maravall Herrero, Agustín
10
Gómez, Víctor
7
Maravall, Agustín
4
Haldrup, Niels
3
Mizon, Grayham E.
3
Fiorentini, Gabriele
2
Franses, Philip Hans
2
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2
Johansen, Søren
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
Lütkepohl, Helmut
1
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1
Proietti, Tommaso
1
Salmon, Mark
1
Simonelli, Saverio
1
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1
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503
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Economics letters
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Econometric theory
213
Econometric reviews
147
Discussion paper / Tinbergen Institute
123
Working paper / Department of Econometrics and Business Statistics, Monash University
84
The econometrics journal
83
International journal of forecasting
74
Applied economics letters
73
CREATES research paper
70
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68
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
CEMMAP working papers / Centre for Microdata Methods and Practice
60
Econometrics : open access journal
60
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59
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56
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55
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50
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48
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43
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42
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38
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
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35
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1
Testing causality between two vectors in multivariate GARCH models
Woźniak, Tomasz
-
2012
Persistent link: https://www.econbiz.de/10009764688
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2
Mafia and public spending : evidence on the fiscal multiplier from a quasi-experiment
Acconcia, Antonio
;
Corsetti, Giancarlo
;
Simonelli, Saverio
-
2011
Persistent link: https://www.econbiz.de/10009405340
Saved in:
3
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009405401
Saved in:
4
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
5
The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980
Saved in:
6
Sequential methods for detecting structural breaks in cointegrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001353935
Saved in:
7
Likelihood analysis of seasonal cointegration
Johansen, Søren
;
Schaumburg, Ernst
-
1997
Persistent link: https://www.econbiz.de/10000974039
Saved in:
8
Likelihood analysis of seasonal cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10013420119
Saved in:
9
Progressive modelling of macroeconomic time series : the LSE methodology
Mizon, Grayham E.
-
1995
Persistent link: https://www.econbiz.de/10000588991
Saved in:
10
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
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