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subject:"Time series analysis"
~institution:"University of Exeter / Department of Economics"
~subject:"Estimation theory"
~subject:"Estimation"
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Time series analysis
Estimation theory
Estimation
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7
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7
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Tzavalis, Elias
7
Harris, Richard D. F.
3
Phillips, Garry D. A.
3
Abadir, Karim Maher
2
Kiviet, J. F.
2
Philippopulos, Apostolēs
2
Christodoulakis, George A.
1
Corradi, Valentina
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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Mitsopoulos, George P.
1
Satchell, Stephen
1
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1
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1
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University of Exeter / Department of Economics
National Bureau of Economic Research
532
Ekonomiska forskningsinstitutet <Stockholm>
86
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
74
European University Institute / Department of Economics
47
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40
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30
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14
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13
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12
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11
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11
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11
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10
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10
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10
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10
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9
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9
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9
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9
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9
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8
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8
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Discussion papers in economics
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ECONIS (ZBW)
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1
A randomized procedure for choosing data transformation
Corradi, Valentina
;
Swanson, Norman R.
-
2001
Persistent link: https://www.econbiz.de/10001616579
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2
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
3
New trade theory and aggregate export equations : an application of panel cointegration
Driver, Rebecca L.
;
Wren-Lewis, Simon
-
1999
Persistent link: https://www.econbiz.de/10001428085
Saved in:
4
Aggregate investment, Tobin's q and insolvency risk
Leith, Campbell B.
-
1999
Persistent link: https://www.econbiz.de/10001428845
Saved in:
5
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168159
Saved in:
6
Inflation and exchange-rate regimes in Mexico
Li, Carmen A.
;
Philippopulos, Apostolēs
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000984414
Saved in:
7
Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors
Harris, Richard D. F.
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000992997
Saved in:
8
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
9
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10001366901
Saved in:
10
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
Saved in:
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