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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~subject:"Stochastischer Prozess"
~subject:"VAR model"
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Estimation theory"
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Cointegration
Stochastischer Prozess
VAR model
Volatilität
Estimation theory
1,325
Schätztheorie
1,325
Theorie
622
Theory
622
Time series analysis
202
Zeitreihenanalyse
202
Estimation
199
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198
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97
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97
Nichtparametrisches Verfahren
84
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84
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46
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42
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42
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38
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37
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Collection of articles written by one author
Aufsatz im Buch
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1,872
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1,872
Graue Literatur
924
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924
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917
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916
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101
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55
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Dufour, Jean-Marie
3
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2
Feng, Yuanhua
2
Ghysels, Eric
2
Heiler, Siegfried
2
Kane-Janus, Couro
2
Lee, Cheng F.
2
Račev, Svetlozar T.
2
Safari, Amir
2
Seese, Detlef G.
2
Sentana, Enrique
2
Songsak Sriboonchitta
2
Spokojnyj, Vladimir G.
2
Sun, Wei
2
Teräsvirta, Timo
2
Trovik, Tørres G.
2
Yu, Jun
2
Abry, Patrice
1
Abutaleb, Ahmed
1
Ahmed, S. Ejaz
1
Ahsan, Nazmul
1
Akkaya, Murat
1
Alexander, Carol
1
Almuzara, Martín
1
Amengual, Dante
1
Amsler, Christine Elaine
1
Andreou, Elena
1
Andrikopoulos, Alexandru
1
Asai, Manabu
1
Bai, Jushan
1
Beenstock, Michael
1
Bhattacharjee, Arnab
1
Bianchi, Stephen W.
1
Boscher, Hans
1
Bossaerts, Peter L.
1
Bouhaddioui, Chafik
1
Brabazon, Anthony
1
Bruns, Martin
1
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Essays in honor of Joon Y. Park : econometric theory
8
Handbook of financial time series
8
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2
ECON PhD dissertations
2
Econometric analysis of financial and economic time series ; part a
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
2
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
2
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
2
Essays in honor of Peter C. B. Phillips
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Ph.D-afhandling / Økonomisk Institut, Københavns Universitet
2
PhD series / Department of Economics, University of Copenhagen
2
Robustness in econometrics
2
Statistical methods in finance
2
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
2
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
2
Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
1
Advanced mathematical methods for finance
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in economics and econometrics ; Volume 2
1
Applications
1
Applied quantitative finance
1
Beschäftigungsanalysen mit den Daten des IAB-Betriebspanels : Tagungsband ; Beiträge zum Workshop des IAB und IWH 2005
1
Data envelopment analysis in the service sector
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
ESMT Dissertation
1
Econometric analysis of financial and economic time series ; part B
1
Econometrics
1
Economic dynamics : theory, games and empirical studies
1
Economic miracles in the European economies
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Encyclopedia of economics research ; Vol. 1
1
Essays in honor of Subal Kumbhakar
1
Essays in nonlinear time series econometrics
1
Essays on financial time series analysis
1
Financial econometrics and empirical market microstructure
1
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ECONIS (ZBW)
121
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121
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1
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
2
Temporal aggregation and the estimation of reverse regressions for commodities market models
Cartwright, Phillip A.
;
Riabko, Natalija
-
2024
Persistent link: https://www.econbiz.de/10015045561
Saved in:
3
A note on stock market seasonality : the impact of stock price volatility on the application of dummy variable regression model
Chien, Chin-chen
;
Lee, Cheng F.
;
Wang, Andrew M. L.
-
2024
Persistent link: https://www.econbiz.de/10015046798
Saved in:
4
Time aggregation and the estimation of the market model : revision and extension
Lee, Cheng F.
;
Lin, Fu-Lai
;
Cartwright, Phillip A.
-
2024
Persistent link: https://www.econbiz.de/10015046635
Saved in:
5
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
6
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
7
Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
Saved in:
8
Transformation models with cointegrated and deterministically trending regressors
Lin, Yingqian
;
Tu, Yundong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 207-232)
.
2023
Persistent link: https://www.econbiz.de/10014313678
Saved in:
9
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
10
Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj
;
Maynard, Alex
;
Pesavento, Elena
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 295-318)
.
2023
Persistent link: https://www.econbiz.de/10014313744
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