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type_genre:"Arbeitspapier"
type_genre:"Fallstudie"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Umeå economic studies"
~subject:"Schätztheorie"
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Schätztheorie
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Brännäs, Kurt
8
Johansson, Per-Olov
5
White, Halbert
4
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3
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2
DeLuna, Xavier
2
Elliott, Graham
2
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Hyung, Namwon
2
Kim, Tae-hwan
2
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Discussion paper / Department of Economics, University of California San Diego
Umeå economic studies
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155
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86
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83
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82
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82
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77
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24
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24
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
22
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Working papers in econometrics and applied statistics
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Dresdner Beiträge zu quantitativen Verfahren
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Research paper / University of Melbourne, Department of Economics
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ECONIS (ZBW)
41
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1
Simultaneity in the multivariate count data autoregressive model
Brännäs, Kurt
-
2013
Persistent link: https://www.econbiz.de/10010227357
Saved in:
2
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
-
2002
Persistent link: https://www.econbiz.de/10001738065
Saved in:
3
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001711721
Saved in:
4
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
5
Consistent estimation for aggregated GARCH processes
Komunjer, Ivana
-
2001
Persistent link: https://www.econbiz.de/10001591103
Saved in:
6
Estimation of copula models for time series of possibly different lenghts
Patton, Andrew J.
-
2001
Persistent link: https://www.econbiz.de/10001637762
Saved in:
7
Graphical diagnostics of endogeneity
DeLuna, Xavier
;
Johansson, Per-Olov
-
2001
Persistent link: https://www.econbiz.de/10001618355
Saved in:
8
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
9
Confidence intervals for autoregressive coefficients near one
Elliott, Graham
;
Stock, James H.
-
2000
Persistent link: https://www.econbiz.de/10001521879
Saved in:
10
Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.
;
Levin, Andrew T.
-
2000
Persistent link: https://www.econbiz.de/10001500668
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