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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~subject:"Cointegration"
~subject:"Regression analysis"
~subject:"VAR-Modell"
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Probability theory
Time series analysis
Cointegration
Regression analysis
VAR-Modell
Estimation theory
59
Schätztheorie
59
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
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Statistical test
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Statistischer Test
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Einheitswurzeltest
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Strukturbruch
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Estimation
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cointegration
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bootstrap
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Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
Morettin, Pedro A.
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Peiris, Shelton
2
Politis, Dimitris N.
2
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1
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Demetrescu, Matei
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Dola, Béchir
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Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
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Game, Aaron
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Journal of time series econometrics
Journal of econometrics
599
Econometric theory
266
Economics letters
251
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Econometric reviews
169
Discussion paper / Tinbergen Institute
151
Journal of the American Statistical Association : JASA
125
CEMMAP working papers / Centre for Microdata Methods and Practice
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
The econometrics journal
96
International journal of forecasting
87
Cowles Foundation discussion paper
84
Working paper / Department of Econometrics and Business Statistics, Monash University
84
NBER Working Paper
78
Applied economics letters
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CREATES research paper
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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
73
Econometrics : open access journal
73
Journal of forecasting
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Economic modelling
64
Discussion papers of interdisciplinary research project 373
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
Discussion paper / Center for Economic Research, Tilburg University
55
NBER working paper series
54
Working paper
53
Journal of applied econometrics
51
Applied economics
50
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
50
Computational economics
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Discussion paper series / IZA
47
Oxford bulletin of economics and statistics
46
SFB 649 discussion paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
46
Cowles Foundation Discussion Paper
45
Discussion paper
44
European journal of operational research : EJOR
43
CESifo working papers
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
38
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard
;
Peiris, Shelton
;
Weber, Neville C.
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
Saved in:
9
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:
10
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
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