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subject:"Zeitreihenanalyse"
type_genre:"Lehrbuch"
~person:"Davis, Richard A."
~person:"Zivot, Eric"
~subject:"Germany"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Germany
Estimation theory
18
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4
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4
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3
Regressionsanalyse
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Davis, Richard A.
Zivot, Eric
Phillips, Peter C. B.
28
Lütkepohl, Helmut
21
Harvey, Andrew C.
18
Leybourne, Stephen James
18
Teräsvirta, Timo
17
Linton, Oliver
16
Taylor, Robert
16
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14
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13
Gao, Jiti
13
Hassler, Uwe
13
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13
Xiao, Zhijie
12
Baillie, Richard
11
Tauchen, George Eugene
11
Koop, Gary
10
Robinson, Peter M.
10
Zhu, Ke
10
Harvey, David I.
9
Hendry, David F.
9
Hong, Yongmiao
9
Kapetanios, George
9
Li, Jia
9
Lucas, André
9
McAleer, Michael
9
Westerlund, Joakim
9
Winkelmann, Rainer
9
Baltagi, Badi H.
8
Bauwens, Luc
8
Chen, Xiaohong
8
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8
Ghysels, Eric
8
Koopman, Siem Jan
8
Li, Qi
8
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8
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8
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8
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8
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Journal of econometrics
5
Econometric theory
1
Journal of the American Statistical Association : JASA
1
Springer series in statistics
1
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ECONIS (ZBW)
9
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1
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
2
Goodness-of-fit testing for time series models via distance covariance
Wan, Phyllis
;
Davis, Richard A.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 4-24
Persistent link: https://www.econbiz.de/10013441619
Saved in:
3
Noncausal vector AR processes with application to economic time series
Davis, Richard A.
;
Li, Song
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 246-267
Persistent link: https://www.econbiz.de/10012439692
Saved in:
4
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
5
On consistency of minimum description length model selection for piecewise autoregressions
Davis, Richard A.
;
Hancock, Stacey A.
;
Yao, Yi-Ching
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 360-368
Persistent link: https://www.econbiz.de/10011705206
Saved in:
6
Structural break estimation for nonstationary time series models
Davis, Richard A.
;
Lee, Thomas C. M.
;
Rodriguez-Yam, …
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 223-239
Persistent link: https://www.econbiz.de/10003309659
Saved in:
7
Modeling financial time series with S-PLUS
Zivot, Eric
;
Wang, Jiahui
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10003055672
Saved in:
8
Time series : theory and methods
Brockwell, Peter J.
;
Davis, Richard A.
-
1996
-
2. ed., corr. 5. printing
Persistent link: https://www.econbiz.de/10000613528
Saved in:
9
Maximum likelihood estimation for MA (1) processes with a root on or near the unit circle
Davis, Richard A.
- In:
Econometric theory
12
(
1996
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001201819
Saved in:
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