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type_genre:"Sammelwerk"
~person:"Watson, Mark W."
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Estimation theory
9
Schätztheorie
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Cointegration
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Kointegration
3
Scientific method
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Watson, Mark W.
Gao, Jiti
39
Koopman, Siem Jan
31
Phillips, Peter C. B.
27
Johansen, Søren
24
Nielsen, Morten Ørregaard
24
Lütkepohl, Helmut
23
Maravall Herrero, Agustín
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Teräsvirta, Timo
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Linton, Oliver
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Swanson, Norman R.
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Nielsen, Bent
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Peng, Bin
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Gouriéroux, Christian
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Härdle, Wolfgang
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Koop, Gary
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Pesaran, M. Hashem
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Hyndman, Rob J.
11
Spokojnyj, Vladimir G.
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Gómez, Víctor
10
Li, Degui
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Martin, Gael M.
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Ooms, Marius
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Beran, Jan
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Blasques, Francisco
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Dong, Chaohua
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Engle, Robert F.
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Feng, Yuanhua
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Marcellino, Massimiliano
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Schlicht, Ekkehart
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Taylor, Robert
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Brakel, Jan A. van den
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Working paper / National Bureau of Economic Research, Inc.
2
Advances in economics and econometrics ; Volume 2
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Handbook of econometrics ; Vol. 2
1
Technical working paper / National Bureau of Economic Research
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Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
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2
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2015
Persistent link: https://www.econbiz.de/10011350551
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3
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
-
2009
Persistent link: https://www.econbiz.de/10003878139
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4
Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
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1996
Persistent link: https://www.econbiz.de/10000945159
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5
Time series and spectral methods in econometrics
Granger, C. W. J.
;
Watson, Mark W.
-
1992
Persistent link: https://www.econbiz.de/10001327468
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