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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of forecasting"
~person:"Lucas, André"
~subject:"Schätztheorie"
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Sampling
Stichprobenerhebung
Schätztheorie
Estimation theory
4
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2
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2
Asymptotic normality
1
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1
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consistency
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dynamic copulas
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generalized autoregressive score models
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observation driven models
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Lucas, André
Baltagi, Badi H.
11
Maasoumi, Esfandiar
6
Ullah, Aman
6
Gao, Jiti
5
Hsiao, Cheng
5
Li, Qi
5
Linton, Oliver
5
Liu, Long
5
Racine, Jeffrey
5
Sun, Yiguo
5
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5
Ai, Chunrong
4
Dufour, Jean-Marie
4
Hall, Alastair R.
4
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4
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4
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4
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4
Kumbhakar, Subal
4
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4
Liu, Xiaodong
4
McAleer, Michael
4
Otsu, Taisuke
4
Perron, Pierre
4
Tu, Yundong
4
Wan, Alan T. K.
4
Zhang, Xinyu
4
Bao, Yong
3
Bera, Anil K.
3
Breitung, Jörg
3
Cai, Zongwu
3
Caner, Mehmet
3
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3
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3
Fiebig, Denzil G.
3
Jensen, Mark J.
3
Kapetanios, George
3
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3
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3
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Econometric reviews
Journal of forecasting
Discussion paper / Tinbergen Institute
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Discussion papers in statistics and econometrics
2
International journal of forecasting
2
Report / Econometric Institute, Erasmus University Rotterdam
2
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1
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Discussion papers in economics
1
Econometric theory
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Economics letters
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Reihe Quantitative Ökonomie : Ökon
1
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1
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
2
A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco
;
Lucas, André
;
Silde, Erkki
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
Saved in:
3
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad
;
Lucas, André
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
Saved in:
4
Inference on cointegrating ranks using LR and LM tests based on pseudo-likelihoods
Lucas, André
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 185-214
Persistent link: https://www.econbiz.de/10001240672
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