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subject:"Zeitreihenanalyse"
type_genre:"Lehrbuch"
~person:"Nelson, Charles R."
~subject:"Markov chain"
~subject:"Stichprobe"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
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Estimation theory
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Nelson, Charles R.
Phillips, Peter C. B.
28
Harvey, Andrew C.
18
Leybourne, Stephen James
18
Linton, Oliver
17
Lütkepohl, Helmut
16
Taylor, Robert
16
Teräsvirta, Timo
16
Gao, Jiti
14
Johansen, Søren
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13
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13
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13
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12
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11
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10
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10
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10
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10
Tauchen, George Eugene
10
Zhu, Ke
10
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
McAleer, Michael
9
Westerlund, Joakim
9
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8
Chen, Xiaohong
8
Davis, Richard A.
8
Franses, Philip Hans
8
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8
Hong, Yongmiao
8
Li, Qi
8
McElroy, Tucker
8
Nielsen, Morten Ørregaard
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8
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8
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Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Spurious inference in the GARCH (1,1) model : when it is weakly identified
Ma, Jun
;
Nelson, Charles R.
;
Startz, Richard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009512627
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2
State-space models with regime switching : classical and Gibbs-sampling approaches with applications
Kim, Chang-jin
;
Nelson, Charles R.
-
1999
Persistent link: https://www.econbiz.de/10000672140
Saved in:
3
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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