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subject:"Time series analysis"
subject:"United States"
~isPartOf:"EUI working paper / ECO"
~subject:"Panel"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Time series analysis
United States
Panel
Theorie
Estimation theory
66
Schätztheorie
66
Theory
30
Zeitreihenanalyse
29
Cointegration
6
Kointegration
6
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Maravall Herrero, Agustín
10
Gómez, Víctor
7
Johansen, Søren
4
Maravall, Agustín
4
Fiorentini, Gabriele
3
Haldrup, Niels
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
Urga, Giovanni
2
Acconcia, Antonio
1
Brousseau, Vincent
1
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1
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1
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1
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1
Engsted, Tom
1
Gallo, Giampiero M.
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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European University Institute / Department of Economics
23
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EUI working paper / ECO
Journal of econometrics
769
Economics letters
545
Econometric theory
406
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
340
Econometric reviews
248
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Discussion paper / Tinbergen Institute
173
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162
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107
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100
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96
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94
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92
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86
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83
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82
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66
The review of economic studies
65
International economic review
63
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62
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Metrika : international journal for theoretical and applied statistics
58
Annales d'économie et de statistique
57
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57
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ECONIS (ZBW)
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1
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:
2
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:
3
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
4
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365687
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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
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
7
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren
-
2001
Persistent link: https://www.econbiz.de/10001582517
Saved in:
8
Sequential methods for detecting structural breaks in cointegrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001353935
Saved in:
9
Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya
;
Lazarova, Stepana
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001354292
Saved in:
10
Likelihood analysis of seasonal cointegration
Johansen, Søren
;
Schaumburg, Ernst
-
1997
Persistent link: https://www.econbiz.de/10000974039
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