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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of empirical finance"
~subject:"Correlation"
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Zeitreihenanalyse
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Theorie
1,130
Theory
1,130
Estimation theory
302
Schätztheorie
302
Time series analysis
242
Estimation
122
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Phillips, Peter C. B.
14
Hong, Yongmiao
7
Saikkonen, Pentti
6
Lütkepohl, Helmut
5
Robinson, Peter M.
5
Taylor, Robert
5
Chambers, Marcus J.
4
Harris, David
4
Johansen, Søren
4
Jong, Robert M. de
4
Linton, Oliver
4
Park, Joon Y.
4
Wang, Qiying
4
Bierens, Herman J.
3
Chen, Bin
3
Choi, In
3
Gao, Jiti
3
Grégoir, Stéphane
3
Jansson, Michael
3
Laurent, Sébastien
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Perron, Pierre
3
Vogelsang, Timothy J.
3
Zakoïan, Jean-Michel
3
Abadir, Karim Maher
2
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Breitung, Jörg
2
Broze, Laurence
2
Cai, Zongwu
2
Cavaliere, Giuseppe
2
Chong, Terence Tai-Leung
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Florens, Jean-Pierre
2
Francq, Christian
2
Gribisch, Bastian
2
Han, Chirok
2
Hassler, Uwe
2
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Econometric theory
Journal of empirical finance
Journal of econometrics
348
International journal of forecasting
314
Economics letters
298
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
253
Journal of forecasting
227
Discussion paper / Tinbergen Institute
181
Econometric reviews
148
Economic modelling
124
Applied economics
113
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Journal of applied econometrics
93
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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82
Computational economics
81
Journal of economic dynamics & control
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Working paper / Department of Econometrics and Business Statistics, Monash University
79
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66
European journal of operational research : EJOR
62
EUI working paper / ECO
59
Energy economics
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Cowles Foundation discussion paper
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Oxford bulletin of economics and statistics
55
SFB 649 discussion paper
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CESifo working papers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Finance research letters
51
The econometrics journal
51
Tinbergen Institute Discussion Paper
50
Journal of banking & finance
49
Discussion papers of interdisciplinary research project 373
48
The review of economics and statistics
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ECONIS (ZBW)
269
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1
Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
- In:
Econometric theory
14
(
1998
)
6
,
pp. 744-769
Persistent link: https://www.econbiz.de/10001352152
Saved in:
2
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
3
Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
Saved in:
4
An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre
;
Ng, Serena
- In:
Econometric theory
14
(
1998
)
5
,
pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
Saved in:
5
Asymptotics of nonstationary fractional integrated series
Liu, Ming
- In:
Econometric theory
14
(
1998
)
5
,
pp. 641-662
Persistent link: https://www.econbiz.de/10001381133
Saved in:
6
Asymptotics of ML estimator for regression models with a stochastic trend component
Kuo, Biing-shen
- In:
Econometric theory
15
(
1999
)
1
,
pp. 24-49
Persistent link: https://www.econbiz.de/10001381799
Saved in:
7
A general method to estimate correlated discrete random variables
Ophem, Hans van
- In:
Econometric theory
15
(
1999
)
2
,
pp. 228-237
Persistent link: https://www.econbiz.de/10001381847
Saved in:
8
Identification and estimation of continuous time dynamic systems with exogenous variables using panel data
Hamerle, Alfred
- In:
Econometric theory
9
(
1993
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001143729
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9
Asymptotic normality of the least-squares estimates for higher order autoregressive integrated processes with some applications
Choi, In
- In:
Econometric theory
9
(
1993
)
2
,
pp. 263-282
Persistent link: https://www.econbiz.de/10001143730
Saved in:
10
The Fredholm approach to asymptotic inference on nonstationary and noninvertible time series models
Tanaka, Katsuto
- In:
Econometric theory
6
(
1990
)
4
,
pp. 411-432
Persistent link: https://www.econbiz.de/10001117686
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