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Estimation theory
Zeitreihenanalyse
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Phillips, Peter C. B.
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53
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World Health Organization
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Journal of econometrics
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric theory
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Econometric reviews
178
Discussion paper / Tinbergen Institute
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Econometrics : open access journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
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International journal of forecasting
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Cowles Foundation discussion paper
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The econometrics journal
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Journal of forecasting
85
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Applied economics letters
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CREATES research paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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NBER Working Paper
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Economic modelling
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Journal of the American Statistical Association : JASA
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Computational economics
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Applied economics
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Journal of empirical finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Cowles Foundation Discussion Paper
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Journal of time series econometrics
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Finance research letters
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Journal of applied econometrics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Quantitative economics : QE ; journal of the Econometric Society
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SFB 649 discussion paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
2
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
Saved in:
4
Residual-based rank specification tests for AR-GARCH type models
Andreou, Elena
;
Werker, Bas J. M.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011348447
Saved in:
5
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
6
MBAR models : a test of ARIMAX modelling
Maggina, Anastasia G.
- In:
Review of Pacific Basin financial markets and policies
14
(
2011
)
2
,
pp. 347-366
Persistent link: https://www.econbiz.de/10009234622
Saved in:
7
Distribution-free specification tests for dynamic linear models
Delgado, Miguel A.
;
Hidalgo, Javier
;
Velasco, Carlos
- In:
The econometrics journal
12
(
2009
),
pp. 105-134
Persistent link: https://www.econbiz.de/10003876439
Saved in:
8
Wagr test to Zyskind-Martin models
Kotz, Samuel
;
Balakrishnan, Narayanaswamy
;
Read, Campbell B.
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10003231813
Saved in:
9
Specification testing for errors-in-vatiables models
Otsu, Taisuke
;
Taylor, Luke
-
2016
Persistent link: https://www.econbiz.de/10011539700
Saved in:
10
Smooth tests of copula specifications
Lin, Juan
;
Wu, Ximing
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 128-143
Persistent link: https://www.econbiz.de/10011389984
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