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accessRights:"free"
type_genre:"Forschungsbericht"
~isPartOf:"CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series"
~isPartOf:"Discussion paper / Central Bureau voor de Statistiek"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
38
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11
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Brakel, Jan A. van den
4
Cubadda, Gianluca
3
Krieg, Sabine
2
Barrio Castro, Tomás del
1
Bollineni-Balabay, Oksana
1
Boonstra, Harm Jan
1
Casini, Alessandro
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Damette, Olivier
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1
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
Discussion paper / Central Bureau voor de Statistiek
Discussion paper / Tinbergen Institute
68
CREATES research paper
59
Working paper / Department of Econometrics and Business Statistics, Monash University
58
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
SFB 649 discussion paper
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Cowles Foundation discussion paper
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Discussion papers of interdisciplinary research project 373
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Queen's Economics Department working paper
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ECONIS (ZBW)
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1
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
-
2023
Persistent link: https://www.econbiz.de/10014248988
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2
Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models
Casini, Alessandro
-
2022
Persistent link: https://www.econbiz.de/10013255861
Saved in:
3
Dimension reduction for high dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2022
Persistent link: https://www.econbiz.de/10013257768
Saved in:
4
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012487978
Saved in:
5
On cointegration for processes integrated at different frequencies
Barrio Castro, Tomás del
;
Cubadda, Gianluca
;
Osborn, …
-
2020
Persistent link: https://www.econbiz.de/10012489057
Saved in:
6
A test of sufficient condition for infinite-step Granger noncausality in infinite order vector autoregressive process
Triacca, Umberto
;
Damette, Olivier
;
Giovannelli, Alessandro
-
2020
Persistent link: https://www.econbiz.de/10012489251
Saved in:
7
Measuring discontinuities due to survey process redesigns
Brakel, Jan A. van den
;
Zhang, Xichuan
;
Tam, Siu-Ming
-
2017
Persistent link: https://www.econbiz.de/10011688001
Saved in:
8
Bootstrapping standard errors of estimates based on structural time series models
Krieg, Sabine
;
Brakel, Jan A. van den
-
2017
Persistent link: https://www.econbiz.de/10011762439
Saved in:
9
State space time series modelling of the Dutch labour force survey : model selection and MSE estimation : extended version
Bollineni-Balabay, Oksana
;
Brakel, Jan A. van den
; …
-
2016
Persistent link: https://www.econbiz.de/10011544502
Saved in:
10
Time-series small area estimation for unemployment based on a rotating panel survey
Boonstra, Harm Jan
-
2014
Persistent link: https://www.econbiz.de/10010393924
Saved in:
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