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subject:"Börsenkurs"
~isPartOf:"Journal of econometrics"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Time series analysis
Estimation theory
1,639
Schätztheorie
1,639
Theorie
368
Theory
368
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Zeitreihenanalyse
310
Regression analysis
268
Regressionsanalyse
268
Estimation
217
Schätzung
213
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156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatility
116
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116
Method of moments
99
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98
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83
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83
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81
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81
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77
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77
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
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71
Instrumental variables
69
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
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60
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60
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59
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59
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325
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English
326
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Phillips, Peter C. B.
11
Taylor, Robert
9
Linton, Oliver
8
Leybourne, Stephen James
7
Todorov, Viktor
7
Li, Jia
6
Tauchen, George Eugene
6
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Francq, Christian
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Yingying
5
Robinson, Peter M.
5
Xiao, Zhijie
5
Zhu, Ke
5
Chambers, Marcus J.
4
Harvey, David I.
4
Li, Qi
4
Ng, Serena
4
Sun, Yixiao
4
Zakoïan, Jean-Michel
4
Baillie, Richard
3
Baltagi, Badi H.
3
Blasques, Francisco
3
Bollerslev, Tim
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Gao, Jiti
3
Johansen, Søren
3
Kim, Dukpa
3
Koop, Gary
3
Li, Degui
3
Li, Dong
3
Li, Guodong
3
Li, Wai Keung
3
Lütkepohl, Helmut
3
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Journal of econometrics
Econometric theory
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
Economics letters
141
Discussion paper / Tinbergen Institute
103
Econometric reviews
90
Working paper / Department of Econometrics and Business Statistics, Monash University
67
International journal of forecasting
64
CREATES research paper
61
Journal of forecasting
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Applied economics letters
51
Econometrics : open access journal
50
NBER Working Paper
43
Cowles Foundation discussion paper
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Economic modelling
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of time series econometrics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
The econometrics journal
39
Applied economics
36
Journal of the American Statistical Association : JASA
34
Computational economics
33
Journal of applied econometrics
33
NBER working paper series
32
Journal of empirical finance
31
SFB 649 discussion paper
29
Working paper
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Working paper series
27
EUI working paper / ECO
26
Oxford bulletin of economics and statistics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
LSE STICERD Research Paper
23
Umeå economic studies
23
Discussion paper / Center for Economic Research, Tilburg University
22
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
Working paper / National Bureau of Economic Research, Inc.
22
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ECONIS (ZBW)
326
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1
Structural VAR models in the frequency domain
Guay, Alain
;
Pelgrin, Florian
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332268
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2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
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3
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
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4
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
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5
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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6
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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7
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
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8
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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9
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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10
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
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