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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of time series econometrics"
~subject:"ARMA-Modell"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
ARMA-Modell
VAR-Modell
Estimation theory
243
Schätztheorie
243
Theorie
82
Theory
82
Zeitreihenanalyse
60
Regression analysis
26
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22
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10
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Robust statistics
9
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Einmahl, John H. J.
6
Werker, Bas J. M.
4
Drost, Feike C.
3
Durbin, James
3
McAleer, Michael
3
Čížek, Pavel
3
Arvanitis, Stelios
2
Asai, Manabu
2
Chen Zhou
2
Fernández, Carmen
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Kurozumi, Eiji
2
Magnus, Jan R.
2
Nijman, Theodore E.
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Steel, Mark F. J.
2
Abadir, Karim Maher
1
Akker, Ramon van den
1
Aleksandrov, Boris
1
Allen, David E.
1
Andreou, Elena
1
Bai, Jun
1
Banerjee, Anurag Narayan
1
Bardet, Jean-Marc
1
Bera, Anil K.
1
Berthet, Philippe
1
Born, Benjamin
1
Boubaker, Heni
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Canepa, Alessandra
1
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Charlier, Erwin
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Chen, Jie
1
Chiann, Chang
1
Cybakov, Aleksandr B.
1
Das, Marcel
1
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1
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Journal of time series econometrics
Journal of econometrics
350
Econometric theory
180
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Economics letters
160
Discussion paper / Tinbergen Institute
120
Econometric reviews
102
International journal of forecasting
75
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67
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
58
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Applied economics letters
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The econometrics journal
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Journal of the American Statistical Association : JASA
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
3
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
4
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:
5
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
6
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
7
Cube root weak convergence of empirical estimators of a density level set
Berthet, Philippe
;
Einmahl, John H. J.
-
2020
Persistent link: https://www.econbiz.de/10012227977
Saved in:
8
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:
9
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
10
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
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