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Estimation theory
760
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9
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9
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8
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
Georgiev, Iliyan
5
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5
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5
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5
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3,069
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ECONIS (ZBW)
798
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1
Adaptive Bayesian
estimation
of conditional densities
Norets, Andriy
;
Pati, Debdeep
- In:
Econometric theory
33
(
2017
)
4
,
pp. 980-1012
Persistent link: https://www.econbiz.de/10011810224
Saved in:
2
ARMA representation of squared Markov switching heteroskedastic models - solution
Distaso, Walter
- In:
Econometric theory
19
(
2003
)
2
,
pp. 412-413
Persistent link: https://www.econbiz.de/10001745838
Saved in:
3
Stability of regime switching error correction models under linear cointegration
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
1
,
pp. 294-318
Persistent link: https://www.econbiz.de/10003894159
Saved in:
4
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
Saved in:
5
Subgeometrically ergodic autoregressions
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
38
(
2022
)
5
,
pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
Saved in:
6
Lack-of-fit testing of the conditional mean function in a class of Markov multiplicative error models
Koul, Hira L.
;
Perera, Indeewara
;
Silvapulle, Mervyn J.
- In:
Econometric theory
28
(
2012
)
6
,
pp. 1283-1312
Persistent link: https://www.econbiz.de/10009743173
Saved in:
7
Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
Saved in:
8
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
9
Cointegrating regressions with time varying coefficients
Park, Joon Y.
;
Hahn, Sang B.
- In:
Econometric theory
15
(
1999
)
5
,
pp. 664-703
Persistent link: https://www.econbiz.de/10001483394
Saved in:
10
A nonparametric approach to the
estimation
of diffusion processes, with an application to a short-term interest rate model
Jiang, George J.
- In:
Econometric theory
13
(
1997
)
5
,
pp. 615-645
Persistent link: https://www.econbiz.de/10001232225
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