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subject:"Estimation theory"
subject:"Schätzung"
~person:"Franses, Philip Hans"
~person:"Touzi, Nizar"
~type_genre:"Graue Literatur"
~type_genre:"Statistik"
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Estimation theory
Schätzung
Theorie
137
Theory
137
Time series analysis
55
Zeitreihenanalyse
55
Forecasting model
35
Prognoseverfahren
35
Schätztheorie
32
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24
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24
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12
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12
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8
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4
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4
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38
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37
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20
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2
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2
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English
37
Author
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Franses, Philip Hans
Touzi, Nizar
Härdle, Wolfgang
88
Pesaran, M. Hashem
64
Caporale, Guglielmo Maria
40
Gil-Alaña, Luis A.
39
Heckman, James J.
39
Marcellino, Massimiliano
33
Hautsch, Nikolaus
29
Phillips, Peter C. B.
29
Kilian, Lutz
28
Koopman, Siem Jan
26
Berg, Gerard J. van den
25
Imbens, Guido
25
Maravall Herrero, Agustín
25
Swanson, Norman R.
25
Gouriéroux, Christian
24
Lucas, André
24
McAleer, Michael
24
Blundell, Richard W.
23
Brännäs, Kurt
23
Linton, Oliver
22
Polasek, Wolfgang
22
Rubio-Ramírez, Juan Francisco
22
Herwartz, Helmut
21
Dijk, Herman K. van
20
Egger, Peter
20
Kohn, Robert
20
Stahlecker, Peter
20
Angrist, Joshua D.
19
Dustmann, Christian
19
Jenkins, Stephen
19
Kaiser, Ulrich
19
Kleibergen, Frank
19
Lütkepohl, Helmut
19
Breitung, Jörg
18
Schorfheide, Frank
18
Spokojnyj, Vladimir G.
18
Timmermann, Allan
18
Diebold, Francis X.
17
Jordà, Òscar
17
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1
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Report / Econometric Institute, Erasmus University Rotterdam
16
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
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3
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3
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2
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2
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1
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1
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ECONIS (ZBW)
37
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1
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484019
Saved in:
3
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
4
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
5
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
6
Testing for residual autocorrelation in trend curve models
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433062
Saved in:
7
Estimating dynamic effects of promotions on brand choice
Paap, Richard
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433319
Saved in:
8
A multivariate STAR analysis of the relationship between money and output
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001526112
Saved in:
9
How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495844
Saved in:
10
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
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