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subject:"Time series analysis"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Stock, James H."
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
7
Schätztheorie
7
Zeitreihenanalyse
5
Theorie
4
Theory
4
Probability theory
3
Wahrscheinlichkeitsrechnung
3
Cointegration
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Stock, James H.
Nelson, Daniel B.
3
Watson, Mark W.
3
Agiakloglou, Christos N.
2
Cubadda, Gianluca
2
Diebold, Francis X.
2
Elliott, Graham
2
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2
Maki, Daiki
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Triacca, Umberto
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1
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1
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1
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1
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1
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Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Technical working paper / National Bureau of Economic Research
NBER Working Paper
4
NBER technical working paper series
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Handbook of econometrics : volume 4
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Numéro spécial "Modélisation des systèmes dynamiques"
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Research Department, Federal Reserve Bank of Chicago
1
Working paper series / Research Department, Federal Reserve Bank of Chicago / Research Department, Federal Reserve Bank of Chicago
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ECONIS (ZBW)
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Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
Saved in:
2
Efficient tests for an autoregressive unit root
Elliott, Graham
;
Rothenberg, Thomas J.
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000849716
Saved in:
3
Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840062
Saved in:
4
Deciding between I(1) and I(0)
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840063
Saved in:
5
A simple MLE of cointegrating vectors in higher order integrated systems
Stock, James H.
;
Watson, Mark W.
-
1989
Persistent link: https://www.econbiz.de/10013452141
Saved in:
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