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subject:"Indien"
subject:"Sparen"
~isPartOf:"Journal of time series econometrics"
~subject:"Cointegration"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Indien
Sparen
Cointegration
Monte-Carlo-Simulation
Schätzung
Estimation theory
59
Schätztheorie
59
Time series analysis
39
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
10
Statistical test
10
Statistischer Test
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Einheitswurzeltest
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Prognoseverfahren
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Regressionsanalyse
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Estimation
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cointegration
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Maximum likelihood estimation
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VAR-Modell
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bootstrap
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Allen, David E.
1
Ardia, David
1
Asai, Manabu
1
Becker, William
1
Bluteau, Keven
1
Born, Benjamin
1
Boubaker, Heni
1
Canepa, Alessandra
1
Chen, Jie
1
Demetrescu, Matei
1
Game, Aaron
1
González Olivares, Daniel
1
Guizar, Isai
1
Hoogerheide, Lennart
1
Kurozumi, Eiji
1
Laurini, Márcio Poletti
1
Lence, Sergio H.
1
Mallory, Mindy
1
McAleer, Michael
1
Milunovich, George
1
Montes-Rojas, Gabriel
1
Paruolo, Paolo
1
Peiris, Shelton
1
Politis, Dimitris N.
1
Quineche, Ricardo
1
Saltelli, Andrea
1
Wu, Jason
1
Yang, Minxian
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Journal of time series econometrics
Journal of econometrics
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
141
Econometric reviews
89
Applied economics letters
78
Economic modelling
67
Discussion paper series / IZA
65
NBER Working Paper
65
Discussion paper / Tinbergen Institute
64
Applied economics
63
CEMMAP working papers / Centre for Microdata Methods and Practice
60
NBER working paper series
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Econometric theory
54
Working paper / Department of Econometrics and Business Statistics, Monash University
51
Econometrics : open access journal
48
The econometrics journal
48
Working paper / National Bureau of Economic Research, Inc.
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
41
Working paper
41
Computational economics
38
CESifo working papers
37
IZA Discussion Paper
36
Quantitative economics : QE ; journal of the Econometric Society
34
Journal of quantitative economics : official journal of the Indian Econometric Society
33
Journal of the American Statistical Association : JASA
33
CREATES research paper
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
The Indian economic journal
32
Discussion paper
31
Discussion papers / CEPR
29
International journal of forecasting
29
Journal of banking & finance
27
European journal of operational research : EJOR
25
Journal of empirical finance
25
Cowles Foundation discussion paper
24
The Indian journal of economics
24
The review of economics and statistics
24
Finance research letters
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ECONIS (ZBW)
15
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1
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
2
Variable selection in regression models using global sensitivity analysis
Becker, William
;
Paruolo, Paolo
;
Saltelli, Andrea
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 187-233
Persistent link: https://www.econbiz.de/10012612768
Saved in:
3
Estimating impulse-response functions for macroeconomic models using directional quantiles
Montes-Rojas, Gabriel
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 199-225
Persistent link: https://www.econbiz.de/10013260199
Saved in:
4
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
5
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
6
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
7
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
8
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
9
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
10
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Saved in:
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