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subject:"Probability theory"
subject:"Time series analysis"
~institution:"European University Institute / Department of Economics"
~subject:"ARCH model"
~subject:"Monte Carlo simulation"
~subject:"Panel"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
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Estimation theory
26
Schätztheorie
26
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20
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20
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11
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Maravall Herrero, Agustín
7
Gómez, Víctor
4
Mizon, Grayham E.
2
Canova, Fabio
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1
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1
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1
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European University Institute / Department of Economics
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83
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23
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18
Umeå universitet
14
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8
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Centre for Microdata Methods and Practice <London>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
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ECONIS (ZBW)
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The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980
Saved in:
2
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
Saved in:
3
The fully modified OLS estimator as a system estimator : a Monte-Carlo analysis
Kostial, Kristina
-
1995
Persistent link: https://www.econbiz.de/10013420233
Saved in:
4
Progressive modelling of macroeconomic time series : the LSE methodology
Mizon, Grayham E.
-
1995
Persistent link: https://www.econbiz.de/10013420265
Saved in:
5
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
6
On the interactions of unit roots and exogeneity
Hendry, David F.
-
1994
Persistent link: https://www.econbiz.de/10013420250
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7
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10013420258
Saved in:
8
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
-
1994
Persistent link: https://www.econbiz.de/10013420271
Saved in:
9
Program TRAMO "Time Series Regression with ARIMA Noise, Missing Observations, and Outliers" instructions for the user
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10013420274
Saved in:
10
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E.
-
1993
Persistent link: https://www.econbiz.de/10000889040
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