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type_genre:"Non-commercial literature"
~isPartOf:"Economics discussion papers"
~subject:"Bootstrap approach"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Time series analysis
Estimation theory
48
Schätztheorie
48
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13
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8
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8
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Nielsen, Bent
5
Bairam, Erkin İbrahim
2
Johansen, Søren
2
Shephard, Neil G.
2
Berenguer-Rico, Vanessa
1
Bohn Nielsen, Heino
1
Castle, Jennifer
1
Doornik, Jurgen A.
1
Doucet, Arnaud
1
Haug, Alfred Albert
1
Hendry, David F.
1
King, Alan
1
McKitrick, Ross
1
Noureldin, Diaa
1
Sheppard, Kevin
1
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Economics discussion papers
Discussion paper / Tinbergen Institute
89
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68
Working paper / Department of Econometrics and Business Statistics, Monash University
63
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44
Cowles Foundation discussion paper
38
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
SFB 649 discussion paper
28
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26
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24
Discussion papers of interdisciplinary research project 373
23
Discussion paper / Center for Economic Research, Tilburg University
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
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20
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18
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16
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16
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16
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14
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14
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13
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11
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11
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11
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10
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10
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9
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1
Age-period-cohort analysis of mixed frequency data
Nielsen, Bent
-
2022
Persistent link: https://www.econbiz.de/10013459573
Saved in:
2
Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
King, Alan
-
2022
Persistent link: https://www.econbiz.de/10013279220
Saved in:
3
Robust discovery of regression models
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
-
2020
Persistent link: https://www.econbiz.de/10012492604
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/10012492557
Saved in:
5
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
Saved in:
6
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
7
Multivariate trend comparisons between autocorrelated climate series with general trend regression
McKitrick, Ross
;
Vogelsang, Timothy J.
-
2011
Persistent link: https://www.econbiz.de/10009500892
Saved in:
8
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807422
Saved in:
9
Properties of estimated characteristic roots
Nielsen, Bent
;
Bohn Nielsen, Heino
-
2008
Persistent link: https://www.econbiz.de/10003807439
Saved in:
10
Singular vector autoregressions with deterministic terms : strong consistency and lag order determination
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807452
Saved in:
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