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isPartOf:"Discussion paper / School of Economics, The University of New South Wales"
subject:"Indien"
~isPartOf:"EUI working paper / ECO"
~subject:"Forecast"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Indien
Forecast
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Estimation theory
113
Schätztheorie
113
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59
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58
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38
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10
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10
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Maravall Herrero, Agustín
10
Gómez, Víctor
7
Maravall, Agustín
4
Yang, Minxian
4
Bewley, Ronald A.
3
Ehrbeck, Tilman
3
Fox, Kevin J.
3
Haldrup, Niels
3
Mizon, Grayham E.
3
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2
Fiorentini, Gabriele
2
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2
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2
Hendry, David F.
2
Johansen, Søren
2
Parry, Thomas
2
Peña, Daniel
2
Planas, Christophe
2
Schaumburg, Ernst
2
Acconcia, Antonio
1
Banerjee, Anindya
1
Corsetti, Giancarlo
1
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1
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1
Grillenzoni, Carlo
1
Jordà, Òscar
1
Kakwani, Nanak
1
Knüppel, Malte
1
Lütkepohl, Helmut
1
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1
Orden, David R.
1
Parry, Thomas T.
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Discussion paper / School of Economics, The University of New South Wales
EUI working paper / ECO
Journal of econometrics
310
Econometric theory
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
Economics letters
136
Discussion paper / Tinbergen Institute
98
Econometric reviews
88
International journal of forecasting
75
Working paper / Department of Econometrics and Business Statistics, Monash University
68
CREATES research paper
59
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58
Applied economics letters
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
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48
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
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The Indian economic journal
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LSE STICERD Research Paper
23
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ECONIS (ZBW)
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Mafia and public spending : evidence on the fiscal multiplier from a quasi-experiment
Acconcia, Antonio
;
Corsetti, Giancarlo
;
Simonelli, Saverio
-
2011
Persistent link: https://www.econbiz.de/10009405340
Saved in:
2
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009405401
Saved in:
3
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
4
Sequential methods for detecting structural breaks in cointegrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001353935
Saved in:
5
Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian
-
1997
Persistent link: https://www.econbiz.de/10000970017
Saved in:
6
Likelihood analysis of seasonal cointegration
Johansen, Søren
;
Schaumburg, Ernst
-
1997
Persistent link: https://www.econbiz.de/10000974039
Saved in:
7
Likelihood analysis of seasonal cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10013420119
Saved in:
8
On identifying permanent and transistory shocks in VAR models
Yang, Minxian
-
1995
Persistent link: https://www.econbiz.de/10000908720
Saved in:
9
On cointegration test for VAR models with drift
Yang, Minxian
;
Bewley, Ronald A.
-
1995
Persistent link: https://www.econbiz.de/10000917803
Saved in:
10
White noise and other experiments on augmented Dickey-Fuller tests
Fox, Kevin J.
-
1995
Persistent link: https://www.econbiz.de/10000562067
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