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subject:"United States"
type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~subject:"Autokorrelation"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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United States
Autokorrelation
Estimation theory
137
Schätztheorie
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Teräsvirta, Timo
3
Kock, Anders Bredahl
2
Yang, Yukai
2
Andersen, Torben
1
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
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1
Callot, Laurent A. F.
1
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1
Cho, Jin Seo
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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
MacKinnon, James G.
1
Mirone, Giorgio
1
Nielsen, Morten Ørregaard
1
Nolte, Ingmar
1
Rahbek, Anders
1
Riquelme, Juan Andres
1
Sandberg, Rickard
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Seong, Dakyung
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
33
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19
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
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7
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7
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4
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4
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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
2
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
3
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
4
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
5
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
6
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
7
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
8
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
9
Oracle inequalities for high-dimensional panel data models
Bredahl Kock, Anders
-
2013
Persistent link: https://www.econbiz.de/10009763896
Saved in:
10
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
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