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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~institution:"University of Exeter / Department of Economics"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Discussion papers in economics"
~isPartOf:"SFB 649 discussion paper"
~subject:"Bibliometrie"
~subject:"Schätztheorie"
~type_genre:"Graue Literatur"
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Prognoseverfahren
Bibliometrie
Schätztheorie
Estimation theory
9
Theorie
9
Theory
9
Time series analysis
2
Zeitreihenanalyse
2
Einheitswurzeltest
1
Forecasting model
1
Microeconometrics
1
Mikroökonometrie
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Regression analysis
1
Regressionsanalyse
1
Stochastic process
1
Stochastischer Prozess
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Unit root test
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Graue Literatur
Arbeitspapier
14
Working Paper
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English
9
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Phillips, Garry D. A.
3
Abadir, Karim Maher
2
Harris, Richard D. F.
2
Kiviet, J. F.
2
Tzavalis, Elias
2
Christodoulakis, George A.
1
Hadri, Kaddour
1
Magdalinos, Michael A.
1
Mitsopoulos, George P.
1
Satchell, Stephen
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University of Exeter / Department of Economics
Centre for Microdata Methods and Practice <London>
16
Birkbeck College / Department of Economics
4
University of York / Department of Economics and Related Studies
3
Published in...
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Faculty & research / Insead : working paper series
CEMMAP working papers / Centre for Microdata Methods and Practice
Discussion papers in economics
SFB 649 discussion paper
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ECONIS (ZBW)
9
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
2
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168159
Saved in:
3
Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors
Harris, Richard D. F.
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000992997
Saved in:
4
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
5
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10001366901
Saved in:
6
Inference for unit roots in dynamic panels
Harris, Richard D. F.
;
Tzavalis, Elias
-
1996
Persistent link: https://www.econbiz.de/10000939832
Saved in:
7
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher
;
Hadri, Kaddour
-
1995
Persistent link: https://www.econbiz.de/10000939685
Saved in:
8
Pearson M-estimators in regression analysis
Magdalinos, Michael A.
;
Mitsopoulos, George P.
-
1995
Persistent link: https://www.econbiz.de/10000939691
Saved in:
9
Testing for cointegration
Abadir, Karim Maher
-
1995
Persistent link: https://www.econbiz.de/10000939904
Saved in:
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