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subject:"Estimation theory"
subject:"Probability theory"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~isPartOf:"Economics working paper"
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Estimation theory
Probability theory
Theorie
44
Theory
44
Cointegration
4
Einheitswurzeltest
4
Kointegration
4
Schätztheorie
4
Unit root test
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Einkommensverteilung
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Estimation
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Income distribution
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Schock
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Stochastic process
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Time series analysis
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Rosholm, Michael
2
Ørregaard Nielsen, Morten
2
D'Addio, Anna Cristina
1
Honoré, Bo E.
1
Savin, N. Eugene
1
Würtz, Allan H.
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Aarhus Universitet / Afdeling for Nationaløkonomi
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Economics working paper
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ECONIS (ZBW)
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Duration dependence and time-varying variables in discrete time duration models
D'Addio, Anna Cristina
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702135
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2
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218
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3
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664223
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4
Testing the semiparametric box-cox model with the bootstrap
Savin, N. Eugene
(
contributor
);
Würtz, Allan H.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001690153
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