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subject:"Probability theory"
subject:"Time series analysis"
~person:"Schmidt, Peter"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Estimation theory
38
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10
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Schmidt, Peter
Phillips, Peter C. B.
96
Gao, Jiti
74
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
42
Teräsvirta, Timo
41
Franses, Philip Hans
39
Nielsen, Morten Ørregaard
38
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33
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33
Harvey, Andrew C.
30
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29
Stock, James H.
29
Swanson, Norman R.
29
Pesaran, M. Hashem
28
Engle, Robert F.
26
Lucas, André
26
Nelson, Daniel B.
26
Sibbertsen, Philipp
26
Gouriéroux, Christian
25
Li, Degui
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Perron, Pierre
25
Taylor, Robert
25
Watson, Mark W.
25
McAleer, Michael
23
Nielsen, Bent
23
Robinson, Peter M.
23
Xiao, Zhijie
23
Brännäs, Kurt
22
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Dong, Chaohua
21
Hassler, Uwe
21
Cavaliere, Giuseppe
20
Giraitis, Liudas
20
Hendry, David F.
20
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Journal of econometrics
3
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International economic review
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ECONIS (ZBW)
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1
A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 217-237
Persistent link: https://www.econbiz.de/10011498931
Saved in:
2
A minimum distance estimator for long-memory processes
Tieslau, Margie A.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
Saved in:
3
Alternative methods of detrending and the power of unit root tests
Hwang, Jaeyoun
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 227-248
Persistent link: https://www.econbiz.de/10001194735
Saved in:
4
Macroeconomics
Pesaran, M. Hashem
(
ed.
);
Wickens, Michael R.
(
ed.
); …
-
1995
Persistent link: https://www.econbiz.de/10000965990
Saved in:
5
Unit root tests based on instrumental variables estimation
Lee, Junsoo
- In:
International economic review
35
(
1994
)
2
,
pp. 449-462
Persistent link: https://www.econbiz.de/10001164416
Saved in:
6
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
;
Phillips, Peter C. B.
;
Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
Saved in:
7
Econometrics
Schmidt, Peter
-
1976
Persistent link: https://www.econbiz.de/10000039490
Saved in:
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