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subject:"Zeitreihenanalyse"
institution:"Satellite Conference on Industrial Statistics <1997, Athen>"
~institution:"Federal Reserve System / Board of Governors"
~institution:"Centre for Quantitative Economics & Computing"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
20
Schätztheorie
20
Time series analysis
11
Großbritannien
4
Theorie
4
Theory
4
United Kingdom
4
Cointegration
3
Einheitswurzeltest
3
Kointegration
3
Statistical theory
3
Statistische Methodenlehre
3
Unit root test
3
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2
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Maximum likelihood estimation
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Regressionsanalyse
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Zustandsraummodell
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16.08.1997
1
Aggregation
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Betriebswirtschaftliche Statistik
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Econometrics
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Estimation
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Geldnachfrage
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Burke, Simon P.
3
Brooks, Chris
2
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2
Hendry, David F.
2
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2
Campos, Julia
1
Edler, Lutz
1
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1
Kitsos, Christos P.
1
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1
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1
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Satellite Conference on Industrial Statistics <1997, Athen>
Federal Reserve System / Board of Governors
Centre for Quantitative Economics & Computing
National Bureau of Economic Research
48
Ekonomiska forskningsinstitutet <Stockholm>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Umeå universitet
12
European University Institute / Department of Economics
11
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Umeå Universitet / Institutionen för Nationalekonomi
5
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4
State University of New York at Albany / Department of Economics
4
European University Institute / Department of Law
3
London School of Economics and Political Science
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University of Exeter / Department of Economics
3
University of New England / Department of Econometrics
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Center for Economic Research <Tilburg>
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
University of Chicago / Graduate School of Business
2
University of Warwick / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Amsterdams Instituut voor ArbeidsStudies
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Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
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Banque de France / Direction des Etudes Economiques et de la Recherche
1
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1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Econometrics Conference <1995, Melbourne>
1
Edward Elgar Publishing
1
Forschungsinstitut zur Zukunft der Arbeit
1
Franco-Belgian Meeting of Statisticians <3, 1982, Rouen>
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Discussion papers in quantitative economics and computing / E
8
International finance discussion papers
2
Contributions to statistics
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ECONIS (ZBW)
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1
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
2
Industrial statistics : aims and computational aspects ; proceedings of the satellite conference to the 51st session of the International Statistical Institute (ISI), Athens, Greec...
Kitsos, Christos P.
(
ed.
);
Edler, Lutz
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10014267816
Saved in:
3
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
-
1996
Persistent link: https://www.econbiz.de/10000944147
Saved in:
4
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
Saved in:
5
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
Saved in:
6
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
Saved in:
7
Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000897126
Saved in:
8
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom
Ericsson, Neil R.
;
Hendry, David F.
;
Tran, Hong-anh
-
1993
Persistent link: https://www.econbiz.de/10000873721
Saved in:
9
An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000877388
Saved in:
10
Cointegration tests in the presence of structural breaks
Campos, Julia
;
Ericsson, Neil R.
;
Hendry, David F.
-
1993
Persistent link: https://www.econbiz.de/10000854458
Saved in:
11
Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868853
Saved in:
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