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type_genre:"Graue Literatur"
type_genre:"Multi-volume publication"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Maximum likelihood estimation"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Maximum likelihood estimation
Time series analysis
Estimation theory
26
Schätztheorie
26
Zeitreihenanalyse
14
Cointegration
7
Kointegration
7
Bootstrap approach
6
Bootstrap-Verfahren
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4
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1-step Huber-skip
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1965-2008
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Johansen, Søren
8
Rahbek, Anders
6
Nielsen, Bent
4
Bohn Nielsen, Heino
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Cavaliere, Giuseppe
3
Pedersen, Rasmus Søndergaard
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Berenguer-Rico, Vanessa
1
Franchi, Massimo
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Hetland, Simon Thinggaard
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1
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Nielsen, Morten Ørregaard
1
Nyboe Tabor, Morten
1
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Discussion papers / Department of Economics, University of Copenhagen
Discussion paper / Tinbergen Institute
100
CREATES research paper
65
Working paper / Department of Econometrics and Business Statistics, Monash University
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Cowles Foundation discussion paper
27
Working paper series
25
CEMMAP working papers / Centre for Microdata Methods and Practice
24
SFB 649 discussion paper
24
Discussion paper / Center for Economic Research, Tilburg University
23
Working paper
23
CESifo working papers
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Discussion paper
18
Discussion papers of interdisciplinary research project 373
18
EUI working paper / ECO
18
Série des documents de travail
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Umeå economic studies
18
Working paper / National Bureau of Economic Research, Inc.
17
Economics discussion papers
14
Queen's Economics Department working paper
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
CAMA working paper series
13
Documentos de trabajo / Banco de España, Servicio de Estudios
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Cambridge working papers in economics
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
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Report / Econometric Institute, Erasmus University Rotterdam
11
Working papers / Rutgers University, Department of Economics
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Working papers series in theoretical and applied economics
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9
CORE discussion papers : DP
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Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
3
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
4
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
5
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
Saved in:
6
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2019
Persistent link: https://www.econbiz.de/10011992503
Saved in:
7
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
Saved in:
8
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011625471
Saved in:
9
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011654453
Saved in:
10
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010515451
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