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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Economics discussion papers"
~subject:"Volatilität"
~type_genre:"Collection of articles of several authors"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
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Estimation theory
43
Schätztheorie
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Zeitreihenanalyse
11
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9
Theory
9
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4
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Bairam, Erkin İbrahim
3
Nielsen, Bent
3
Shephard, Neil G.
2
Bohn Nielsen, Heino
1
Doucet, Arnaud
1
Haug, Alfred Albert
1
Johansen, Søren
1
King, Alan
1
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1
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Economics discussion papers
Discussion paper / Tinbergen Institute
123
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65
Working paper / Department of Econometrics and Business Statistics, Monash University
65
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Discussion paper / Center for Economic Research, Tilburg University
35
SFB 649 discussion paper
32
Cowles Foundation discussion paper
28
Report / Econometric Institute, Erasmus University Rotterdam
28
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27
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26
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
EUI working paper / ECO
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
King, Alan
-
2022
Persistent link: https://www.econbiz.de/10013279220
Saved in:
2
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
4
Multivariate trend comparisons between autocorrelated climate series with general trend regression
McKitrick, Ross
;
Vogelsang, Timothy J.
-
2011
Persistent link: https://www.econbiz.de/10009500892
Saved in:
5
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807422
Saved in:
6
Properties of estimated characteristic roots
Nielsen, Bent
;
Bohn Nielsen, Heino
-
2008
Persistent link: https://www.econbiz.de/10003807439
Saved in:
7
Singular vector autoregressions with deterministic terms : strong consistency and lag order determination
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807452
Saved in:
8
Local linear impulse responses for a small open economy
Haug, Alfred Albert
;
Smith, Christie
-
2007
Persistent link: https://www.econbiz.de/10003474435
Saved in:
9
The elasticity of scale in large New York Stock Exchange companies and corporations, 1975 - 1992
Bairam, Erkin İbrahim
-
1994
Persistent link: https://www.econbiz.de/10000892880
Saved in:
10
Autoregressive conditional heteroscedasticity and theories of inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836505
Saved in:
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