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Estimation theory
772
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772
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316
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316
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184
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184
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135
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Phillips, Peter C. B.
23
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9
Otsu, Taisuke
9
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9
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9
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8
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7
Chan, Ngai Hang
7
Francq, Christian
7
Hansen, Bruce E.
7
Horváth, Lajos
7
Jansson, Michael
7
Newey, Whitney K.
7
Wang, Qiying
7
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7
Zakoïan, Jean-Michel
7
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6
Chen, Xiaohong
6
Gao, Jiti
6
Hahn, Jinyong
6
Hong, Yongmiao
6
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6
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6
Leeb, Hannes
6
Lütkepohl, Helmut
6
Perron, Pierre
6
Beare, Brendan K.
5
Cavaliere, Giuseppe
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
Hidalgo, Javier
5
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5
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3,003
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1,129
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939
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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ECONIS (ZBW)
809
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809
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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
The econometrics of learning in financial markets
Bossaerts, Peter L.
- In:
Econometric theory
11
(
1995
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10001176345
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
Nonparametric
estimation
and testing of interaction in additive models
Sperlich, Stefan
;
Tjostheim, Dag
;
Yang, Lijian
- In:
Econometric theory
18
(
2002
)
2
,
pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
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