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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~person:"Robinson, Peter M."
~subject:"Bewertung"
~subject:"Shock"
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Zeitreihenanalyse
Bewertung
Shock
Theorie
11
Theory
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Time series analysis
5
Stochastic process
3
Stochastischer Prozess
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Newbold, Paul
Robinson, Peter M.
Phillips, Peter C. B.
11
Hong, Yongmiao
6
Saikkonen, Pentti
6
Lütkepohl, Helmut
5
Chambers, Marcus J.
4
Johansen, Søren
4
Linton, Oliver
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Park, Joon Y.
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Wang, Qiying
4
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Econometric theory
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
14
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Journal of econometrics
5
Econometrics papers
4
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Economics letters
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The review of economic studies
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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A companion to economic forecasting
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Advanced texts in econometrics
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An Elgar reference collection
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International journal of forecasting
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Lecture notes in statistics
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Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
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Review of quantitative finance and accounting
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Robust inference
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Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
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The International library of critical writings in econometrics
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The econometrics journal
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers
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Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
2
On discrete sampling of time-varying continuous-time systems
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 985-994
Persistent link: https://www.econbiz.de/10003875911
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3
Fractional cointegration in stochastic volatility models
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1207-1253
Persistent link: https://www.econbiz.de/10003748745
Saved in:
4
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
Robinson, Peter M.
;
Henry, Mark S.
- In:
Econometric theory
15
(
1999
)
3
,
pp. 299-336
Persistent link: https://www.econbiz.de/10001434304
Saved in:
5
Spurious break
Nunes, Luis C.
- In:
Econometric theory
11
(
1995
)
4
,
pp. 736-749
Persistent link: https://www.econbiz.de/10001192727
Saved in:
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