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subject:"Statistical theory"
~subject:"USA"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Search: subject_exact:"Trend-cycle estimation"
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Statistical theory
USA
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62
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Gil-Alaña, Luis A.
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Härdle, Wolfgang
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Lanne, Markku
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Saikkonen, Pentti
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
Working paper / National Bureau of Economic Research, Inc.
60
Economics letters
46
International journal of forecasting
46
Applied economics
42
The review of economics and statistics
40
Journal of applied econometrics
39
Journal of macroeconomics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Discussion paper / Tinbergen Institute
33
Journal of money, credit and banking : JMCB
32
Journal of econometrics
31
Discussion paper / Centre for Economic Policy Research
29
The journal of futures markets
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
The journal of finance : the journal of the American Finance Association
27
Working paper
27
Journal of forecasting
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Econometric reviews
23
Journal of monetary economics
23
Economic modelling
21
CESifo working papers
20
Applied financial economics
18
Oxford bulletin of economics and statistics
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
The review of financial studies
17
Applied economics letters
16
American journal of agricultural economics
15
CREATES research paper
15
Energy economics
15
Journal of empirical finance
15
Macroeconomic dynamics
15
NBER working paper series
15
Economics and finance working paper series
14
Finance and economics discussion series
14
NBER Working Paper
14
Journal of economic dynamics & control
12
Review / Federal Reserve Bank of St. Louis
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ECONIS (ZBW)
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1
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
2
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
3
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001612100
Saved in:
4
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
5
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
6
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
7
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
8
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001528164
Saved in:
9
A nonparametric test for the stationary density
Neumann, Michael H.
;
Paparoditis, Efstathios
-
1998
Persistent link: https://www.econbiz.de/10000992454
Saved in:
10
Nonparametric factor analysis of time series
Rodríguez Poo, Juan Manuel
;
Linton, Oliver
-
1998
Persistent link: https://www.econbiz.de/10000995833
Saved in:
11
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
12
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
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