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subject:"Zeitreihenanalyse"
~type_genre:"Hochschulschrift"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Kernel density estimator"
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ECONIS (ZBW)
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Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
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2017
Persistent link: https://www.econbiz.de/10011643222
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2
Endogeneity in semiparametric threshold regression
Kourtellos, Andros
;
Stengos, Thanasēs
;
Sun, Yiguo
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2017
Persistent link: https://www.econbiz.de/10011779062
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3
Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
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2017
Persistent link: https://www.econbiz.de/10011959996
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4
Regression discontinuity designs with nonclassical measurement error
Yanagi, Takahide
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2015
Persistent link: https://www.econbiz.de/10011549110
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5
A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
-
2015
Persistent link: https://www.econbiz.de/10011378410
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6
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
-
2015
Persistent link: https://www.econbiz.de/10011442064
Saved in:
7
Nonparametric HAC Estimation for time series data with missing observations
Datta, Deepa Dhume
;
Du, Wenxin
-
2012
Persistent link: https://www.econbiz.de/10009665294
Saved in:
8
Nonparametric estimation of the jump component in financial time series
Yener, Serkan
-
2012
Persistent link: https://www.econbiz.de/10010408673
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