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subject:"Wahrscheinlichkeitsrechnung"
~subject:"Nichtparametrisches Verfahren"
~subject:"VAR model"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Estimation theory"
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Wahrscheinlichkeitsrechnung
Nichtparametrisches Verfahren
VAR model
Estimation theory
146
Schätztheorie
146
Theorie
102
Theory
102
Time series analysis
34
Zeitreihenanalyse
34
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32
Estimation
31
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21
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Collection of articles written by one author
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1,457
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1,457
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1,456
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1,455
Aufsatz im Buch
117
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65
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49
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Ahn, Hyungtaik
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Breunig, Christoph
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Bruns, Martin
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Callot, Laurent
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Camehl, Annika
1
Elliott, Graham
1
Gaißer, Sandra Caterina
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Huang, Jing
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Ibragimov, Rustam
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Koo, Chao Hui
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Kuan, Chung-ming
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Kwan, Yum-keung
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Nejstgaard, Emil
1
Nielsen, Frank S.
1
Ouyang, Desheng
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ECON PhD dissertations
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Ph.D-afhandling / Økonomisk Institut, Københavns Universitet
1
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1
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ECONIS (ZBW)
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
-
2019
Persistent link: https://www.econbiz.de/10012104832
Saved in:
2
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
Saved in:
3
Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
Saved in:
4
Essays on functional coefficient models
Koo, Chao Hui
-
2018
Persistent link: https://www.econbiz.de/10011823701
Saved in:
5
Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo
-
2018
Persistent link: https://www.econbiz.de/10011947781
Saved in:
6
Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing
-
2018
Persistent link: https://www.econbiz.de/10012183865
Saved in:
7
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
Saved in:
8
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
-
2011
Persistent link: https://www.econbiz.de/10009125241
Saved in:
9
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
-
2014
Persistent link: https://www.econbiz.de/10010412522
Saved in:
10
Estimation and testing of instrumental mean and quantile regression models
Breunig, Christoph
-
2013
Persistent link: https://www.econbiz.de/10009786643
Saved in:
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