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subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Maximum likelihood estimation"
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Time series analysis
Maximum likelihood estimation
Estimation theory
162
Schätztheorie
162
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
37
Schätzung
37
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Regression analysis
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Regressionsanalyse
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Gao, Jiti
32
Hyndman, Rob J.
13
Peng, Bin
13
Martin, Gael M.
9
Dong, Chaohua
8
Poskitt, Donald Stephen
8
Yan, Yayi
6
Linton, Oliver
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Yang, Yanrong
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Athanasopoulos, George
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Cai, Biqing
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Cheng, Tingting
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Forbes, Catherine Scipione
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Grose, Simone D.
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Koo, Bonsoo
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Li, Degui
3
Nadarajah, K.
3
Pan, Guangming
3
Tjostheim, Dag
3
Vahid, Farshid
3
Bergmeir, Christoph
2
Dokumentov, Alexander
2
Frazier, David T.
2
Gong, Xiaodong
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Jiang, Bin
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Liang, Xuan
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Liu, Fei
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Maneesoonthorn, Worapree
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Panagiotelis, Anastasios
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Snyder, Ralph D.
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Tu, Yundong
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Yin, Jiying
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Zhang, Bo
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Akram, Muhammad
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Anderson, Heather M.
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Bailey, Natalia
1
Ben Taieb, Souhaib
1
Benítez Sánchez, José Manuel
1
Bhowmik, Jahar L.
1
Chen, Xiangjin B.
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
377
Econometric theory
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
160
Discussion paper / Tinbergen Institute
115
Econometric reviews
101
CREATES research paper
65
International journal of forecasting
64
Journal of forecasting
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Applied economics letters
54
Econometrics : open access journal
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Journal of the American Statistical Association : JASA
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NBER Working Paper
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The econometrics journal
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Cowles Foundation discussion paper
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42
Journal of time series econometrics
42
Applied economics
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
Computational economics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
Journal of applied econometrics
33
EUI working paper / ECO
31
NBER working paper series
29
Journal of empirical finance
27
Discussion paper / Center for Economic Research, Tilburg University
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NBER technical working paper series
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Oxford bulletin of economics and statistics
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SFB 649 discussion paper
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Working paper
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Working paper series
26
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25
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Discussion paper / Centre for Economic Forecasting
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
LSE STICERD Research Paper
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Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
12
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
13
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
14
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
-
2020
Persistent link: https://www.econbiz.de/10012606889
Saved in:
15
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
16
Estimation and testing for high- dimensional near unit root time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2020
Persistent link: https://www.econbiz.de/10012606951
Saved in:
17
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
18
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
19
A class of time-varying vector moving average (∞) models
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610863
Saved in:
20
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
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