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subject:"Sampling"
~person:"Ghysels, Eric"
~subject:"Schätzung"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Sampling
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20
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7
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5
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Ghysels, Eric
Phillips, Peter C. B.
35
Linton, Oliver
24
Gao, Jiti
22
Leybourne, Stephen James
18
Lütkepohl, Helmut
17
Johansen, Søren
16
Taylor, Robert
16
Teräsvirta, Timo
16
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15
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15
Harvey, Andrew C.
15
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15
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15
Su, Liangjun
15
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14
Tauchen, George Eugene
14
Westerlund, Joakim
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Koop, Gary
13
Kumar, Dilip
13
Perron, Pierre
13
Zakoïan, Jean-Michel
12
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11
Francq, Christian
11
Hsiao, Cheng
11
Pesaran, M. Hashem
11
Robinson, Peter M.
11
Xiao, Zhijie
11
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10
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10
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10
Koopman, Siem Jan
10
Lesage, James P.
10
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10
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10
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10
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10
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Journal of econometrics
4
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international money and finance
1
L' Actualité économique : revue trimest.
1
Special section on small-sample properties of generalized method of moments (GMM)
1
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ECONIS (ZBW)
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1
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
2
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
Saved in:
3
The econometric analysis of mixed frequency data sampling
Ghysels, Eric
;
Marcellino, Massimiliano
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 291-293
Persistent link: https://www.econbiz.de/10011704880
Saved in:
4
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
5
Regression models with mixed sampling frequencies
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 246-261
Persistent link: https://www.econbiz.de/10008839957
Saved in:
6
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
7
Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
Saved in:
8
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
9
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
Saved in:
10
L'analyse économétrique et la saisonnalité
Ghysels, Eric
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10001164056
Saved in:
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