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subject:"Time series analysis"
isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Statistische Verteilung"
~subject:"Mehrgleichungsmodell"
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Time series analysis
Statistische Verteilung
Mehrgleichungsmodell
Estimation theory
106
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106
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36
Theory
36
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18
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13
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10
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27
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Franses, Philip Hans
8
Kloek, T.
5
Dijk, H. K. van
4
Harkema, R.
3
Hobijn, Bart
3
Ooms, Marius
3
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2
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1
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1
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1
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1
Louter, A. S.
1
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1
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1
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Report / Econometric Institute, Erasmus University Rotterdam
Journal of econometrics
364
Econometric theory
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
159
Discussion paper / Tinbergen Institute
113
Econometric reviews
107
International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
64
Journal of forecasting
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Econometrics : open access journal
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of the American Statistical Association : JASA
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Insurance / Mathematics & economics
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The econometrics journal
49
NBER Working Paper
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Cowles Foundation discussion paper
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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
45
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Applied economics
42
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40
Journal of time series econometrics
39
CEMMAP working papers / Centre for Microdata Methods and Practice
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
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37
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37
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36
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31
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31
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30
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30
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Oxford bulletin of economics and statistics
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Statistics in transition : an international journal of the Polish Statistical Association
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1
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
2
Generalizations of the KPSS-test for stationarity
Hobijn, Bart
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000990790
Saved in:
3
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:
4
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:
5
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:
6
Flexible seasonal long memory and economic time series
Ooms, Marius
-
1995
Persistent link: https://www.econbiz.de/10000943980
Saved in:
7
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
8
Outlier robust cointegration analysis
Franses, Philip Hans
;
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000924662
Saved in:
9
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:
10
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:
11
Estimating pushing trends and pulling equilibria
Ooms, Marius
;
Dijk, Herman K. van
-
1992
Persistent link: https://www.econbiz.de/10000846663
Saved in:
12
Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de
;
Resnick, Sidney I.
-
1991
Persistent link: https://www.econbiz.de/10000842077
Saved in:
13
A spectral representation for max-stable processes
Haan, L. de
-
1983
Persistent link: https://www.econbiz.de/10003552624
Saved in:
14
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:
15
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:
16
Bayesian limited information analysis of nonlinear simultaneous equations system
Berg, P. ter
;
Harkema, R.
-
1980
Persistent link: https://www.econbiz.de/10003549131
Saved in:
17
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:
18
Invariants, canonical forms and moduli for time varying linear dynamical systems
Hazewinkel, M.
-
1977
Persistent link: https://www.econbiz.de/10001562983
Saved in:
19
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:
20
Efficient estimation of income distribution parameters
Kloek, T.
;
Dijk, H. K. van
-
1976
Persistent link: https://www.econbiz.de/10001565813
Saved in:
21
Predictive moments of simultaneous econometric models
Dijk, H. K. van
;
Kloek, T.
-
1976
Persistent link: https://www.econbiz.de/10001565829
Saved in:
22
On typical characteristics of economic time series and the relative qualities of five autocorrelation tests
Dubbelman, C.
;
Abrahamse, A. P. J.
;
Louter, A. S.
-
1976
Persistent link: https://www.econbiz.de/10001566137
Saved in:
23
On the Kalman filter and the econometric general linear model
Hazewinkel, Michiel
-
1975
Persistent link: https://www.econbiz.de/10001567126
Saved in:
24
A limiting bayesian approach to simultaneous equation systems
Harkema, R.
;
Kloek, T.
-
1970
-
Vervielf.
Persistent link: https://www.econbiz.de/10001574177
Saved in:
25
A class of tractable prior distributions on structural parameters of simultaneous equation systems
Harkema, R.
-
1969
-
Vervielf.
Persistent link: https://www.econbiz.de/10001574404
Saved in:
26
Some further properties of the Liviatan's consistent estimator in a distributed lag model
Gupta, Y. P.
-
1968
-
Vervielf.
Persistent link: https://www.econbiz.de/10001574628
Saved in:
27
An efficient method of estimating a distributed lag model
Gupta, Y. P.
-
1969
Persistent link: https://www.econbiz.de/10002548872
Saved in:
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