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Search: "Econometric theory"
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Econometrics
Stochastic process
Estimation theory
738
Schätztheorie
738
Theorie
717
Theory
717
Time series analysis
327
Zeitreihenanalyse
327
Nichtparametrisches Verfahren
173
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173
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157
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157
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118
Statistischer Test
118
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95
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95
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83
Kointegration
82
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73
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73
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65
Autokorrelation
65
Stochastischer Prozess
62
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61
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61
Statistical distribution
51
Statistische Verteilung
51
Ökonometrie
50
Estimation
47
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47
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44
Bootstrap-Verfahren
44
Statistical theory
44
Statistische Methodenlehre
44
Method of moments
42
Momentenmethode
42
Induktive Statistik
40
Statistical inference
40
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37
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108
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111
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Phillips, Peter C. B.
15
Robinson, Peter M.
4
Taylor, Robert
4
Yu, Jun
4
Andrews, Donald W. K.
3
Baltagi, Badi H.
3
Bandi, Federico M.
3
Bjerkholt, Olav
3
Lieberman, Offer
3
Arteche, Josu
2
Cavaliere, Giuseppe
2
Davidson, James E. H.
2
Georgiev, Iliyan
2
Haavelmo, Trygve M.
2
Han, Chirok
2
Hashimzade, Nigar
2
Hendry, David F.
2
Jansson, Michael
2
Kanaya, Shin
2
Kitamura, Yuichi
2
Kuersteiner, Guido M.
2
Monfort, Alain
2
Park, Joon Y.
2
Sargan, John Denis
2
Stelzer, Robert
2
Tanaka, Katsuto
2
Wang, Qiying
2
Četverikov, Denis N.
2
Aknouche, Abdelhakim
1
Aldrich, John Herbert
1
Andersen, Torben
1
Bergstrom, Albert R.
1
Berkes, István
1
Bravo, Francesco
1
Campbell, John Y.
1
Caner, Mehmet
1
Carrasco, Marine
1
Chen, Xiaohong
1
Chib, Siddhartha
1
Cho, Jin Seo
1
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New Zealand Econometric Study Group
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Econometric theory
109
Essays in honor of Joon Y. Park : econometric theory
2
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ECONIS (ZBW)
111
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1
Guest editors' introduction: special issue of
econometric
theory
in honor of Benedikt M. Pötscher
Deistler, Manfred
;
Leeb, Hannes
;
Prucha, Ingmar R.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1093-1096
Persistent link: https://www.econbiz.de/10014465362
Saved in:
2
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
3
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
4
Characterization of the tail behavior of a class of BEKK processes : a stochastic recurrence equation approach
Matsui, Muneya
;
Pedersen, Rasmus Søndergaard
- In:
Econometric theory
38
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013166113
Saved in:
5
Guest editors' introduction part one, special dual issue of
econometric
theory
on Yale 2018 Conference in honor of Peter C. B. Phillips
Andrews, Donald W. K.
;
Kitamura, Yuichi
;
Kuersteiner, …
- In:
Econometric theory
38
(
2022
)
5
,
pp. 841-844
Persistent link: https://www.econbiz.de/10013469678
Saved in:
6
Guest editors' introduction part two, special dual issue of
econometric
theory
on Yale 2018 Conference in honor of Peter C.B. Phillips
Andrews, Donald W. K.
;
Kitamura, Yuichi
;
Kuersteiner, …
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1069-1072
Persistent link: https://www.econbiz.de/10013539187
Saved in:
7
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
Saved in:
8
Count and duration time series with equal conditional stochastic and mean orders
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Econometric theory
37
(
2021
)
2
,
pp. 248-280
Persistent link: https://www.econbiz.de/10012505389
Saved in:
9
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
10
A test for weak stationarity in the spectral domain
Hidalgo, Javier
;
Souza, Pedro C. L.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 547-600
Persistent link: https://www.econbiz.de/10012146156
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