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subject:"Schätzung"
type_genre:"Arbeitspapier"
~subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers in economics"
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Search: subject_exact:"Estimation theory"
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Schätzung
Zeitreihenanalyse
Estimation theory
55
Schätztheorie
55
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20
Theory
20
Time series analysis
12
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5
Prognoseverfahren
5
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4
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14
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11
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11
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14
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Abadir, Karim Maher
4
Chen, Jia
3
Iacone, Fabrizio
2
Larsson, Rolf
2
Li, Degui
2
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1
Contoyannis, Paul
1
Coroneo, Laura
1
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1
Gao, Jiti
1
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1
Hualde, Javier
1
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1
Lin, Zhengyan
1
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1
Orszag, Jonathan Michael
1
Perez, Maria-Teresa
1
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1
Rice, Nigel
1
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1
Xia, Yingcun
1
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120
Working paper / Department of Econometrics and Business Statistics, Monash University
80
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68
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62
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51
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43
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
SFB 649 discussion paper
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Cowles Foundation discussion paper
32
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32
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31
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29
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29
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27
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25
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25
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23
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23
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22
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19
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18
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18
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17
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17
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16
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16
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14
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ECONIS (ZBW)
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1
Estimating latent group structure in time-varying coefficient panel data models
Chen, Jia
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941321
Saved in:
2
Comparing predictive accuracy in small samples
Coroneo, Laura
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011411613
Saved in:
3
New semiparametric estimation procedure for functional coefficient longitudinal data models
Chen, Jia
;
Li, Degui
;
Xia, Yingcun
-
2015
Persistent link: https://www.econbiz.de/10011411615
Saved in:
4
Autocorrelation robust inference using the Daniell kernel with fixed bandwidth
Hualde, Javier
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011318412
Saved in:
5
Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
-
2014
Persistent link: https://www.econbiz.de/10010411292
Saved in:
6
Goodness of fit tests via exponential series density estimation
Marsh, Patrick W. N.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050823
Saved in:
7
The dynamics of health in British households : simulation-based inference in panel probit models
Contoyannis, Paul
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001623927
Saved in:
8
Numerical issues in threshold autoregressive modelling of time series
Coakley, Jerry
;
Fuertes, Anna Maria
;
Perez, Maria-Teresa
-
2000
Persistent link: https://www.econbiz.de/10001527684
Saved in:
9
The joint moment generating function of quadratic forms in multivariate autoregressive series : the case with deterministic components
Abadir, Karim Maher
;
Larsson, Rolf
-
1998
Persistent link: https://www.econbiz.de/10001591530
Saved in:
10
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
11
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher
;
Hadri, Kaddour
-
1995
Persistent link: https://www.econbiz.de/10000939685
Saved in:
12
Testing for cointegration
Abadir, Karim Maher
-
1995
Persistent link: https://www.econbiz.de/10000939904
Saved in:
13
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
14
The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher
;
Larsson, Rolf
-
1994
Persistent link: https://www.econbiz.de/10000895297
Saved in:
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