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subject:"Time series analysis"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
221
Schätztheorie
221
Theorie
86
Theory
86
USA
34
United States
34
Schätzung
32
Estimation
31
Causality analysis
23
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20
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Returns to education
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Eichenbaum, Martin S.
2
Engle, Robert F.
2
Müller, Ulrich K.
2
Watson, Mark W.
2
Andersen, Torben
1
Banerjee, Anindya
1
Campbell, John Y.
1
Christiano, Lawrence J.
1
DeLong, James Bradford
1
Den Haan, Wouter J.
1
Diebold, Francis X.
1
Dobrev, Dobrislav
1
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1
Giovannini, Alberto
1
Hansen, Lars Peter
1
Hausman, Catherine
1
Herbst, Edward P.
1
Jorian, Philippe
1
Lettau, Martin
1
Lumsdaine, Robin L.
1
Lynch, Anthony W.
1
McCallum, Bennett T.
1
Onatski, Alexei
1
Pelger, Markus
1
Rapson, David S.
1
Rubio-Ramírez, Juan Francisco
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Russell, Jeffrey R.
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1
Schorfheide, Frank
1
Senhadji-Semlali, Abdel
1
Shiller, Robert J.
1
Stock, James H.
1
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1
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1
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Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
308
Econometric theory
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
135
Discussion paper / Tinbergen Institute
98
Econometric reviews
87
International journal of forecasting
63
Working paper / Department of Econometrics and Business Statistics, Monash University
62
CREATES research paper
59
Journal of forecasting
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied economics letters
49
Econometrics : open access journal
47
Cowles Foundation discussion paper
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
NBER Working Paper
39
The econometrics journal
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Applied economics
35
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Computational economics
31
Journal of applied econometrics
30
EUI working paper / ECO
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
NBER working paper series
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SFB 649 discussion paper
26
Journal of empirical finance
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Oxford bulletin of economics and statistics
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Working paper series
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LSE STICERD Research Paper
23
Discussion paper / Centre for Economic Forecasting
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Technical working paper / National Bureau of Economic Research
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21
NBER technical working paper series
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Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011897077
Saved in:
2
Regression discontinuity in time : considerations for empirical applications
Hausman, Catherine
;
Rapson, David S.
-
2017
Persistent link: https://www.econbiz.de/10011707263
Saved in:
3
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
-
2017
Persistent link: https://www.econbiz.de/10011674409
Saved in:
4
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2015
Persistent link: https://www.econbiz.de/10011350551
Saved in:
5
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
-
2009
Persistent link: https://www.econbiz.de/10003878139
Saved in:
6
Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.
;
Wachter, Jessica
-
2008
Persistent link: https://www.econbiz.de/10003770562
Saved in:
7
Modeling model uncertainty
Onatski, Alexei
;
Williams, Noah
-
2003
Persistent link: https://www.econbiz.de/10001746748
Saved in:
8
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008780325
Saved in:
9
Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003909988
Saved in:
10
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
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