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subject:"Statistical theory"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Estimation"
~subject:"USA"
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Search: subject_exact:"Trend-cycle estimation"
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Statistical theory
Estimation
USA
Time series analysis
62
Zeitreihenanalyse
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Gil-Alaña, Luis A.
8
Härdle, Wolfgang
5
Breitung, Jörg
3
Saikkonen, Pentti
3
Candelon, Bertrand
2
Caporale, Guglielmo Maria
2
Lanne, Markku
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Yang, Lijian
2
Choi, In
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Cybakov, Aleksandr B.
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Paparoditis, Efstathios
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Park, Byeong U.
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Rodríguez Poo, Juan Manuel
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Spokojnyj, Vladimir G.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Journal of econometrics
139
Applied economics
129
Economic modelling
114
International journal of forecasting
112
Economics letters
105
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Discussion paper / Tinbergen Institute
88
Applied economics letters
85
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
CESifo working papers
74
Journal of forecasting
67
Working paper
67
Energy economics
64
Working paper / National Bureau of Economic Research, Inc.
63
Journal of applied econometrics
62
Econometric reviews
60
Journal of macroeconomics
57
International review of economics & finance : IREF
45
Journal of empirical finance
44
The review of economics and statistics
42
Journal of economic dynamics & control
41
Journal of money, credit and banking : JMCB
40
The North American journal of economics and finance : a journal of financial economics studies
39
Discussion paper / Centre for Economic Policy Research
38
Applied financial economics
37
Macroeconomic dynamics
37
CREATES research paper
36
Economics and finance working paper series
36
CAMA working paper series
33
Finance research letters
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The journal of futures markets
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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
30
Journal of banking & finance
30
NBER Working Paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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The journal of finance : the journal of the American Finance Association
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Computational economics
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International review of financial analysis
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ECONIS (ZBW)
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1
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
2
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
3
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
4
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
5
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
6
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001612100
Saved in:
7
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
8
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
9
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
10
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
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