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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Econometric reviews"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Monte-Carlo-Simulation
Estimation theory
610
Schätztheorie
610
Theorie
180
Theory
180
Time series analysis
122
Estimation
97
Schätzung
97
Nichtparametrisches Verfahren
91
Nonparametric statistics
91
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75
Regressionsanalyse
75
Panel
67
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67
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61
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61
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39
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34
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33
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30
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29
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28
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28
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25
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25
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24
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24
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24
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24
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23
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Article
145
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2
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147
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Teräsvirta, Timo
5
Baltagi, Badi H.
3
Hendry, David F.
3
Blasques, Francisco
2
Blazsek, Szabolcs
2
Bohn Nielsen, Heino
2
Dagum, Estela Bee
2
Davidson, Russell
2
Dong, Chaohua
2
Dufour, Jean-Marie
2
Gao, Jiti
2
Hsiao, Cheng
2
Juodis, Artūras
2
Kapetanios, George
2
Kilian, Lutz
2
Kim, Jong-Min
2
Koopman, Siem Jan
2
Liang, Zhongwen
2
Licht, Adrian
2
Lucas, André
2
Maasoumi, Esfandiar
2
Medeiros, Marcelo C.
2
Moosa, Imad A.
2
Perron, Pierre
2
Smallwood, Aaron D.
2
Smeekes, Stephan
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Ahmad, Yamin
1
Akay, Alpaslan
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Amado, Cristina
1
Andor, Mark Andreas
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Armah, Nii Ayi
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Ashley, Richard A.
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Baillie, Richard
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Barnett, William A.
1
Bayarri, M. J.
1
Belotti, Federico
1
Bennedsen, Mikkel
1
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Applied economics
Econometric reviews
Journal of econometrics
345
Econometric theory
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economics letters
155
Discussion paper / Tinbergen Institute
111
Working paper / Department of Econometrics and Business Statistics, Monash University
68
International journal of forecasting
65
CREATES research paper
60
Applied economics letters
59
Journal of forecasting
56
Econometrics : open access journal
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
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50
The econometrics journal
49
Computational economics
46
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44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of time series econometrics
42
Cowles Foundation discussion paper
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Journal of the American Statistical Association : JASA
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
NBER working paper series
35
EUI working paper / ECO
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Working paper / National Bureau of Economic Research, Inc.
32
Journal of applied econometrics
31
Oxford bulletin of economics and statistics
27
SFB 649 discussion paper
27
Journal of empirical finance
26
Working paper
26
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Technical working paper / National Bureau of Economic Research
25
Working paper series
25
NBER technical working paper series
24
LSE STICERD Research Paper
23
Discussion paper
22
Discussion paper / Centre for Economic Forecasting
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ECONIS (ZBW)
147
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
3
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
4
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
5
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
6
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
7
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
8
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
9
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
Saved in:
10
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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