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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Journal of econometrics"
~subject:"Statistical method"
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Zeitreihenanalyse
Statistical method
Sampling
100
Stichprobenerhebung
100
Estimation theory
45
Schätztheorie
45
Theorie
43
Theory
43
Time series analysis
18
Estimation
16
Nichtparametrisches Verfahren
16
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16
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Regressionsanalyse
14
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13
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Statistical inference
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6
Kausalanalyse
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3
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1
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1
Chan, Ngai Hang
1
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1
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1
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1
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1
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1
Ghysels, Eric
1
Hall, George J.
1
Hounyo, Ulrich
1
Inoue, Atsushi
1
Jacod, Jean
1
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1
Kim, Moon-kak
1
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1
Lo, Andrew W.
1
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1
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1
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1
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1
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1
Rossi, Barbara
1
Rust, John
1
Smith, L. Vanessa
1
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1
Tsay, Ruey S.
1
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
Journal of econometrics
Discussion paper / Tinbergen Institute
11
Discussion paper / Central Bureau voor de Statistiek
7
Data documentation / DIW
6
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Vierteljahrshefte zur Wirtschaftsforschung
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5
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4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
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Economic Research Initiatives at Duke (ERID) Working Paper
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European journal of operational research : EJOR
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European review of agricultural economics : ERAE
2
Handbook of economic forecasting ; Volume 2B
2
IZA Discussion Paper
2
International journal of forecasting
2
International journal of information technology and management : IJITM
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
22
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1
Minimax-regret sample design in anticipation of missing data, with application to panel data
Dominitz, Jeff
;
Manski, Charles F.
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 104-114
Persistent link: https://www.econbiz.de/10013440521
Saved in:
2
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
3
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
4
Estimation of endogenously sampled time series : the case of commodity price speculation in the steel market
Hall, George J.
;
Rust, John
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 219-243
Persistent link: https://www.econbiz.de/10012619398
Saved in:
5
Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
Chambers, Marcus J.
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 140-160
Persistent link: https://www.econbiz.de/10012482742
Saved in:
6
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
7
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
8
A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia
;
Pesran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 507-534
Persistent link: https://www.econbiz.de/10012145084
Saved in:
9
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
10
Portmanteau-type tests for unit-root and cointegration
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012116354
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