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subject:"Time series analysis"
isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Statistische Verteilung"
~isPartOf:"Journal of applied econometrics"
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Time series analysis
Statistische Verteilung
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Report / Econometric Institute, Erasmus University Rotterdam
Journal of applied econometrics
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357
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180
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Statistics in transition : an international journal of the Polish Statistical Association
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ECONIS (ZBW)
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1
Outlier robust inference in the instrumental variable model with applications to causal effects
Klooster, Jens
;
Zhelonkin, Mikhail
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 86-106
Persistent link: https://www.econbiz.de/10014474440
Saved in:
2
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
3
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
4
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
5
A Bayesian approach to account for misclassification in prevalence and trend estimation
Hasselt, Martijn van
;
Bollinger, Christopher R.
;
Bray, …
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 351-367
Persistent link: https://www.econbiz.de/10013165237
Saved in:
6
Fat tails and spurious estimation of consumption‐based asset pricing models
Akira Toda, Alexis
;
Walsh, Kieran
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1156-1177
Persistent link: https://www.econbiz.de/10011862571
Saved in:
7
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
8
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
9
Conditional Markov chain and its application in economic time series analysis
Bai, Jushan
;
Wang, Peng
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 715-734
Persistent link: https://www.econbiz.de/10009408923
Saved in:
10
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
11
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 217-244
Persistent link: https://www.econbiz.de/10001244225
Saved in:
12
Generalizations of the KPSS-test for stationarity
Hobijn, Bart
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000990790
Saved in:
13
Are many current seasonally adjusted data downward biased?
Franses, Philip Hans
;
Ariño, Miguel A.
;
Hobijn, Bart
-
1997
Persistent link: https://www.econbiz.de/10000973979
Saved in:
14
Feasible cross-validatory model selection for general stationary processes
Racine, Jeffrey
- In:
Journal of applied econometrics
12
(
1997
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001218279
Saved in:
15
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000944648
Saved in:
16
The excess co-movement of commodity prices reconsidered
Deb, Partha
- In:
Journal of applied econometrics
11
(
1996
)
3
,
pp. 275-291
Persistent link: https://www.econbiz.de/10001201934
Saved in:
17
On a double-threshold autoregressive heteroscedastic time series model
Li, C. W.
- In:
Journal of applied econometrics
11
(
1996
)
3
,
pp. 253-274
Persistent link: https://www.econbiz.de/10001201935
Saved in:
18
Applied cointegration analysis in the mirror of macroeconomic theory
Söderlind, Paul
- In:
Journal of applied econometrics
11
(
1996
)
4
,
pp. 363-381
Persistent link: https://www.econbiz.de/10001202519
Saved in:
19
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
Saved in:
20
Increasing seasonal variation : unit roots versus shifts in mean and trend
Franses, Philip Hans
;
Hobijn, Bart
-
1996
Persistent link: https://www.econbiz.de/10000948838
Saved in:
21
Flexible seasonal long memory and economic time series
Ooms, Marius
-
1995
Persistent link: https://www.econbiz.de/10000943980
Saved in:
22
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
23
Maximum likelihood estimation of a Garch-Stable model
Liu, Shi-Miin
- In:
Journal of applied econometrics
10
(
1995
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10001183991
Saved in:
24
Outlier robust cointegration analysis
Franses, Philip Hans
;
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000924662
Saved in:
25
Testing for seasonal unit roots in the presence of changing seasonal means
Franses, Philip Hans
;
Vogelsang, Timothy J.
-
1995
Persistent link: https://www.econbiz.de/10000924663
Saved in:
26
Prediction, filtering and smoothing in non-linear and non-normal cases using Monte Carlo integration
Tanizaki, Hisashi
- In:
Journal of applied econometrics
9
(
1994
)
2
,
pp. 163-179
Persistent link: https://www.econbiz.de/10001162513
Saved in:
27
Production cost structure of US hospital pharmacies : time-series, cross-sectional bed size evidence
Okunade, Albert A.
- In:
Journal of applied econometrics
8
(
1993
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10001147493
Saved in:
28
Common trends and common cycles
Vahid, Farshid
- In:
Journal of applied econometrics
8
(
1993
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001149734
Saved in:
29
Special issue on econometric inference using simulation techniques
Brown, Bryan W.
(
contributor
);
Monfort, Alain
(
contributor
); …
- In:
Journal of applied econometrics
8
(
1993
),
pp. 1-173
Persistent link: https://www.econbiz.de/10001153473
Saved in:
30
On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894164
Saved in:
31
Estimating pushing trends and pulling equilibria
Ooms, Marius
;
Dijk, Herman K. van
-
1992
Persistent link: https://www.econbiz.de/10000846663
Saved in:
32
Aggregate shocks and macroeconomic fluctuations : a Bayesian approach
Koop, Gary
- In:
Journal of applied econometrics
7
(
1992
)
4
,
pp. 395-411
Persistent link: https://www.econbiz.de/10001131893
Saved in:
33
Stochastic trends and economic fluctuations in a small open economy
Mellander, Erik
- In:
Journal of applied econometrics
7
(
1992
)
4
,
pp. 369-394
Persistent link: https://www.econbiz.de/10001131894
Saved in:
34
Estimation of a continuous-time dynamic demand system
Chambers, Marcus J.
- In:
Journal of applied econometrics
7
(
1992
)
1
,
pp. 53-64
Persistent link: https://www.econbiz.de/10001119753
Saved in:
35
Time aggregation and the distributional shape of unemployment duration
Bergström, Reinhold
- In:
Journal of applied econometrics
7
(
1992
)
1
,
pp. 5-30
Persistent link: https://www.econbiz.de/10001119758
Saved in:
36
Polynomial approximations in cross-sectional models
Byron, Raymond P.
- In:
Journal of applied econometrics
7
(
1992
)
3
,
pp. 309-322
Persistent link: https://www.econbiz.de/10001129478
Saved in:
37
International evidence on persistence in output in the presence of an episodic change
Raj, Baldev
- In:
Journal of applied econometrics
7
(
1992
)
3
,
pp. 281-293
Persistent link: https://www.econbiz.de/10001129481
Saved in:
38
Some strange properties of panel data estimators
Robertson, Donald
- In:
Journal of applied econometrics
7
(
1992
)
2
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001130930
Saved in:
39
Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de
;
Resnick, Sidney I.
-
1991
Persistent link: https://www.econbiz.de/10000842077
Saved in:
40
Classical and Bayesian methods of testing for unit roots
Pesaran, M. Hashem
(
contributor
)
- In:
Journal of applied econometrics
6
(
1991
)
4
,
pp. 333-473
Persistent link: https://www.econbiz.de/10001114637
Saved in:
41
On efficient estimation with panel data : an empirical comparison of instrumental variables estimators
Baltagi, Badi H.
- In:
Journal of applied econometrics
5
(
1990
)
4
,
pp. 401-406
Persistent link: https://www.econbiz.de/10001099932
Saved in:
42
Cointegration in a macroeconomic system
Kunst, Robert M.
- In:
Journal of applied econometrics
5
(
1990
)
4
,
pp. 351-365
Persistent link: https://www.econbiz.de/10001099940
Saved in:
43
Ex-post rational price approximations and the empirical reliability of the present-value relation
Shea, Gary S.
- In:
Journal of applied econometrics
4
(
1989
)
2
,
pp. 139-159
Persistent link: https://www.econbiz.de/10001066016
Saved in:
44
A spectral representation for max-stable processes
Haan, L. de
-
1983
Persistent link: https://www.econbiz.de/10003552624
Saved in:
45
Monte Carlo analysis of skew posterior distributions : an illustrative econometric example
Dijk, H. K. van
;
Kloek, T.
-
1982
Persistent link: https://www.econbiz.de/10001561715
Saved in:
46
The linear systems Lie-algebra, the Segal-Shale-Weil representation and all Kalman-Bucy filters
Hazewinkel, Michiel
-
1981
Persistent link: https://www.econbiz.de/10001379188
Saved in:
47
A simple asymptotic estimate for the index of a stable distribution
Haan, L. de
;
Resnick, S. I.
-
1979
Persistent link: https://www.econbiz.de/10003547251
Saved in:
48
Invariants, canonical forms and moduli for time varying linear dynamical systems
Hazewinkel, M.
-
1977
Persistent link: https://www.econbiz.de/10001562983
Saved in:
49
Further results on efficient estimation of income distribution parameters
Kloek, T.
;
Dijk, H. K. van
-
1977
Persistent link: https://www.econbiz.de/10001563120
Saved in:
50
Efficient estimation of income distribution parameters
Kloek, T.
;
Dijk, H. K. van
-
1976
Persistent link: https://www.econbiz.de/10001565813
Saved in:
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