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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Chan, Joshua"
~person:"King, Maxwell L."
~subject:"Statistical inference"
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Zeitreihenanalyse
Statistical inference
Estimation theory
7
Schätztheorie
7
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Theory
3
Time series analysis
3
Regression analysis
2
Regressionsanalyse
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Bayes
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Bayes-Statistik
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Induktive Statistik
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Innovation diffusion
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Maximum likelihood estimation
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Robust statistics
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VAR model
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VAR-Modell
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Vector autoregression
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automatic differentation
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interval forecasts
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linearity testing
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model comparison
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nonparametric
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prior robustness
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Chan, Joshua
King, Maxwell L.
Gredenhoff, Mikael P.
5
Andersson, Michael K.
3
Dufour, Jean-Marie
3
Gao, Jiti
3
Hellström, Jörgen
3
Schmidt, Rafael
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Brännäs, Kurt
2
Chan, Ngai Hang
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Cosma, Antonio
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Engle, Robert F.
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Feng, Yuanhua
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Franke, Jürgen
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Granger, C. W. J.
2
Harvey, Andrew C.
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He, Changli
2
Heiler, Siegfried
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Johansen, Søren
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Kane-Janus, Couro
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Kock, Anders Bredahl
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Lee, Sangyeol
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Leipus, Remigijus
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Medeiros, Marcelo C.
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Mills, Terence C.
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Pathairat Pastpipatkul
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Pauly, Ralf
2
Phillips, Peter C. B.
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Polasek, Wolfgang
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Schmid, Friedrich
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Songsak Sriboonchitta
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Steehouwer, Hens
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Stock, James H.
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Sul, Donggyu
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Trovik, Tørres G.
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Watson, Mark W.
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Woraphon Yamaka
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Woutersen, Tiemen
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Essays in honor of Cheng Hsiao
1
Essays in honor of Peter C. B. Phillips
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
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ECONIS (ZBW)
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Robust estimation and inference for importance sampling estimators with infinite variance
Chan, Joshua
;
Hou, Chenghan
;
Yang, Thomas Tao
- In:
Essays in honor of Cheng Hsiao
,
(pp. 255-285)
.
2020
Persistent link: https://www.econbiz.de/10012249406
Saved in:
2
How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012244156
Saved in:
3
Specification testing in parametric trending models with unknown errors
Gao, Jiti
;
King, Maxwell L.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 151-202)
.
2014
Persistent link: https://www.econbiz.de/10010442867
Saved in:
4
Marginal likelihood based tests of a subvector of the parameter vector of linear regression disturbances
Ara, Ismat
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 69-106)
.
1995
Persistent link: https://www.econbiz.de/10001294225
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