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type_genre:"Graue Literatur"
isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
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Search: subject_exact:"Estimation theory"
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Estimation theory
42
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11
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11
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Franses, Philip Hans
15
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5
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5
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5
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5
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3
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3
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Report / Econometric Institute, Erasmus University Rotterdam
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355
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266
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214
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189
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179
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169
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160
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127
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82
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79
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67
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ECONIS (ZBW)
42
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1
How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495844
Saved in:
2
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
3
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
4
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
5
Inference and forecasting for fractional autoregressive integrated moving average models : with an application to US and UK inflation
Ooms, Marius
;
Doornik, Jurgen A.
-
1999
Persistent link: https://www.econbiz.de/10001526108
Saved in:
6
A multivariate STAR analysis of the relationship between money and output
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001526112
Saved in:
7
Generalizations of the KPSS-test for stationarity
Hobijn, Bart
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000990790
Saved in:
8
Reduced rank regression using generalized method of moments estimators : with extensions to structural breaks in cointegration models
Kleibergen, Frank
-
1997
Persistent link: https://www.econbiz.de/10000977986
Saved in:
9
A weak derivative approach to optimization of treshold parameters in a multi-component maintenance system
Heidergott, Bernd
-
1997
Persistent link: https://www.econbiz.de/10000973968
Saved in:
10
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:
11
Nonlinear error-correction models for interest rates in the Netherlands
Dijk, Dick van
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000976191
Saved in:
12
Do we often find ARCH because of neglected outliers?
Franses, Philip Hans
;
Dijk, Dick van
-
1997
Persistent link: https://www.econbiz.de/10000988125
Saved in:
13
Cusum charts for preliminary analysis of individual observations
Koning, Alex J.
;
Does, Ronald J. M. M.
-
1997
Persistent link: https://www.econbiz.de/10000988129
Saved in:
14
Behavioural approximation of stochastic processes by rank reduced spectra
Heij, Christiaan
;
Scherrer, Wolfgang
-
1996
Persistent link: https://www.econbiz.de/10000959335
Saved in:
15
A renewal theorem in the finite mean case
Geluk, J. L.
-
1996
Persistent link: https://www.econbiz.de/10000959338
Saved in:
16
A note on the effect of seasonal dummies on the periodogram regression
Ooms, Marius
;
Hassler, Uwe
-
1996
Persistent link: https://www.econbiz.de/10000959597
Saved in:
17
Best attainable rates of convergence for estimates of the stable tail dependence function
Drees, Holger
;
Huang, Xin
-
1996
Persistent link: https://www.econbiz.de/10000939218
Saved in:
18
Some evidence on a procedure for testing symmetry restrictions in large demand systems
Boer, Paul M. C. de
;
Harkema, Rins
;
Soede, A. J.
-
1996
Persistent link: https://www.econbiz.de/10000940492
Saved in:
19
Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans
;
Paap, Richard
-
1996
Persistent link: https://www.econbiz.de/10000940695
Saved in:
20
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:
21
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:
22
Estimating the spectral measure of an extreme value distribution
Einmahl, John H. J.
;
Haan, Laurens de
;
Sinha, Ashok Kumar
-
1995
Persistent link: https://www.econbiz.de/10000959331
Saved in:
23
A general class of estimators of the extreme value index
Drees, Holger
-
1995
Persistent link: https://www.econbiz.de/10000959390
Saved in:
24
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
25
Outlier robust cointegration analysis
Franses, Philip Hans
;
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000924662
Saved in:
26
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:
27
Optimal rates of convergence for estimates of the extreme value index
Drees, Holger
-
1995
Persistent link: https://www.econbiz.de/10000937606
Saved in:
28
Flexible seasonal long memory and economic time series
Ooms, Marius
-
1995
Persistent link: https://www.econbiz.de/10000943980
Saved in:
29
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1994
Persistent link: https://www.econbiz.de/10000903476
Saved in:
30
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000908363
Saved in:
31
On the consistency of identification by dynamic factor models
Heij, Christiaan
;
Scherrer, Wolfgang
-
1994
Persistent link: https://www.econbiz.de/10000910784
Saved in:
32
Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Cheng, Shihong
;
Haan, Laurens de
;
Huang, Xin
-
1993
Persistent link: https://www.econbiz.de/10000893853
Saved in:
33
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:
34
Direct cointegration testing in error correction models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894482
Saved in:
35
Estimating pushing trends and pulling equilibria
Ooms, Marius
;
Dijk, Herman K. van
-
1992
Persistent link: https://www.econbiz.de/10000846663
Saved in:
36
The split-sample approach to statistical analysis
Praag, Bernard M. S. van
;
Kruiniger, Hugo
-
1991
Persistent link: https://www.econbiz.de/10000842025
Saved in:
37
How can we get rid of dogmatic prior information?
Kloek, Teunis
-
1986
Persistent link: https://www.econbiz.de/10000716428
Saved in:
38
On certain norm form equations associated with a totally real biquadratic field
Stroeker, Roel J.
;
Tzanakis, Nikos
-
1986
Persistent link: https://www.econbiz.de/10000716524
Saved in:
39
Hit-and-run algorithms for the identification of nonredundant linear inequalities
Berbee, H. C.
(
contributor
)
-
1985
Persistent link: https://www.econbiz.de/10000716536
Saved in:
40
Limited information maximum likelihood estimation of a subsystem of nonlinear equations : with an application to the estimation of an aggregate two-level CES production function fo...
Schim van der Loeff, Sybrand
-
1985
Persistent link: https://www.econbiz.de/10000716589
Saved in:
41
The population-sample decomposition approach to multivariate estimation methods
Praag, Bernard M. S. van
;
Leeuw, Jan de
;
Kloek, Teunis
-
1985
Persistent link: https://www.econbiz.de/10000717863
Saved in:
42
Existence conditions for posterior moments of simultaneous equation model parameters
Dijk, Herman K. van
-
1985
Persistent link: https://www.econbiz.de/10000717872
Saved in:
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