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subject:"Time series analysis"
isPartOf:"CORE discussion paper : DP"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Autokorrelation
Estimation theory
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CORE discussion paper : DP
Journal of econometrics
366
Econometric theory
182
Economics letters
160
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156
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106
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
2
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
3
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
4
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
5
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
6
Gaussian estimation fo a contiuous time dynamic model with common stochastic trends
Simos, Theodore
-
1995
Persistent link: https://www.econbiz.de/10000908401
Saved in:
7
Forecast intervals in ARCH exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000908408
Saved in:
8
Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc
-
1994
Persistent link: https://www.econbiz.de/10000890381
Saved in:
9
Reparameterization and estimation in unit root equations
Tran-van-Hoa
-
1993
Persistent link: https://www.econbiz.de/10000874277
Saved in:
10
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
-
1993
Persistent link: https://www.econbiz.de/10000875390
Saved in:
11
Segmented regressions and causality (with applications to macroeconomic time series)
Bianchi, Marco
-
1993
Persistent link: https://www.econbiz.de/10013452787
Saved in:
12
On estimating integrated squared spectral density derivatives
Lee, Y. H.
(
contributor
)
-
1992
Persistent link: https://www.econbiz.de/10000839553
Saved in:
13
On an efficient smoothing parameter selector proposed by Hall and Johnstone
Härdle, Wolfgang
-
1991
Persistent link: https://www.econbiz.de/10013452735
Saved in:
14
Kernel regression smoothing of time series
Härdle, Wolfgang
;
Vieu, Philippe
-
1990
Persistent link: https://www.econbiz.de/10000800790
Saved in:
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