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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Johansen, Søren"
~person:"Lee, Sangyeol"
~subject:"Statistische Methodenlehre"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Statistische Methodenlehre
Estimation theory
5
Schätztheorie
5
Time series analysis
4
Quantile regression
2
Regression analysis
2
Regressionsanalyse
2
Statistical test
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Statistischer Test
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Structural break
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Strukturbruch
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ARCH model
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Beta coefficient
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CAPM
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CUSUM test
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Change point test
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Einheitswurzeltest
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Entropie
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Entropy
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Estimation
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Forecasting model
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GARCH model
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Goodness of fit test
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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PM10
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Prognoseverfahren
1
Quantile forecasting
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Risikomaß
1
Risk measure
1
Schätzung
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South Korea
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Statistical distribution
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Johansen, Søren
Lee, Sangyeol
Gredenhoff, Mikael P.
6
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4
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4
Brännäs, Kurt
3
Gao, Jiti
3
He, Changli
3
Berz, Ulrich
2
Blix, Mårten
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Cartwright, Phillip A.
2
Chan, Ngai Hang
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Dufour, Jean-Marie
2
Ebner, Markus
2
Engle, Robert F.
2
Feng, Yuanhua
2
Florens, Jean-Pierre
2
Forster, Michael
2
Franke, Jürgen
2
Galli, Fausto
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Granger, C. W. J.
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Hafner, Christian M.
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Harvey, Andrew C.
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Heid, Frank
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Heiler, Siegfried
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Jänner, Michaela
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Kane-Janus, Couro
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King, Maxwell L.
2
Kock, Anders Bredahl
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Leipus, Remigijus
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Medeiros, Marcelo C.
2
Mills, Terence C.
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Pathairat Pastpipatkul
2
Pauly, Ralf
2
Polasek, Wolfgang
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Reisinger, Heribert
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Schuster, Gerhard
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Songsak Sriboonchitta
2
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New directions in macromodelling
1
Robustness in econometrics
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
1
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ECONIS (ZBW)
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1
Quantile forecasting of PM10 data in Korea based on time series models
Xu, Yingshi
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 587-598)
.
2017
Persistent link: https://www.econbiz.de/10011801991
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2
Maximum entropy test for autoregressive models
Lee, Sangyeol
;
Park, Siyun
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 119-128)
.
2013
Persistent link: https://www.econbiz.de/10009711159
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3
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
- In:
The methodology and practice of econometrics : a …
,
(pp. 1-36)
.
2009
Persistent link: https://www.econbiz.de/10003857820
Saved in:
4
A small sample correction of the Dickey-Fuller test
Johansen, Søren
- In:
New directions in macromodelling
,
(pp. 49-68)
.
2004
Persistent link: https://www.econbiz.de/10002717320
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