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Theory
Estimation theory
33
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33
Time series analysis
32
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32
Theorie
28
Nichtlineare Regression
21
Nichtparametrisches Verfahren
21
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21
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21
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16
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16
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14
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13
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12
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11
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11
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11
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9
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9
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7
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cointegration
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asymptotic theory
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English
28
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Tjostheim, Dag
21
Gao, Jiti
6
Tjøstheim, Dag
6
Karlsen, Hans Arnfinn
5
Teräsvirta, Timo
4
Li, Degui
3
Myklebust, Terje
3
Støve, Bård
3
Granger, C. W. J.
2
Hjellvik, Vidar
2
Otneim, Håkon
2
Sperlich, Stefan
2
Yang, Lijian
2
Yin, Jiying
2
Barnett, William A.
1
Berentsen, Geir Drage
1
Garel, Bernard
1
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1
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1
Hufthammer, Karl Ove
1
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1
King, Maxwell L.
1
Lu, Zu-di
1
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1
Masry, Elias
1
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Shi, Yue
1
Sleire, Anders D.
1
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
International Symposium in Economic Theory and Econometrics <11, 1995, Århus>
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometric theory
4
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
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Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations
Sleire, Anders D.
;
Støve, Bård
;
Otneim, Håkon
; …
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013342680
Saved in:
2
Non-linear time series : a selective review
Tjostheim, Dag
- In:
Scandinavian journal of statistics : SJS ; theory and …
21
(
1994
)
2
,
pp. 97-130
Persistent link: https://www.econbiz.de/10001164158
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3
Some notes on nonlinear cointegration : a partial review with some novel perspectives
Tjostheim, Dag
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 655-673
Persistent link: https://www.econbiz.de/10012262513
Saved in:
4
Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn
;
Myklebust, Terje
;
Tjostheim, Dag
-
2000
Persistent link: https://www.econbiz.de/10001485496
Saved in:
5
Aspects of modelling nonlinear time series
Teräsvirta, Timo
;
Tjostheim, Dag
;
Granger, C. W. J.
-
1993
Persistent link: https://www.econbiz.de/10000868348
Saved in:
6
Modeling panels of intercorrelated autoregressive time series
Hjellvik, Vidar
;
Tjostheim, Dag
-
1998
Persistent link: https://www.econbiz.de/10000992219
Saved in:
7
Nonparametric estimation in null recurrent times series
Karlsen, Hans Arnfinn
;
Tjostheim, Dag
-
1998
Persistent link: https://www.econbiz.de/10000992263
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8
Nonparametric estimation and testing of interaction in additative models
Sperlich, Stefan
;
Tjostheim, Dag
;
Yang, Lijian
-
1998
Persistent link: https://www.econbiz.de/10000992408
Saved in:
9
Aspects of modelling nonlinear time series
Teräsvirta, Timo
;
Tjostheim, Dag
;
Granger, C. W. J.
-
1994
Persistent link: https://www.econbiz.de/10001327598
Saved in:
10
Nonparametric estimation and identification of nonlinear ARCH time series : strong convergence and asymptotic normality
Masry, Elias
- In:
Econometric theory
11
(
1995
)
2
,
pp. 258-289
Persistent link: https://www.econbiz.de/10001185253
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