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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~isPartOf:"NBER working paper series"
~person:"Christensen, Bent Jesper"
~person:"Teräsvirta, Timo"
~subject:"Regressionsanalyse"
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Estimation theory
Regressionsanalyse
Schätztheorie
16
Time series analysis
7
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7
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5
ARCH-Modell
5
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4
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Christensen, Bent Jesper
Teräsvirta, Timo
Nielsen, Morten Ørregaard
15
Heckman, James J.
12
Johansen, Søren
10
Imbens, Guido
8
Kristensen, Dennis
8
Graham, Bryan S.
7
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7
Podolskij, Mark
7
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Varneskov, Rasmus Tangsgaard
7
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6
Cattaneo, Matias D.
6
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6
Kruse, Robinson
6
Schorfheide, Frank
6
Athey, Susan
5
Chaisemartin, Clément de
5
Christensen, Kim
5
Diebold, Francis X.
5
Hounyo, Ulrich
5
List, John A.
5
Welsch, Roy E.
5
Andrews, Isaiah
4
Angrist, Joshua D.
4
Bajari, Patrick
4
D'Haultfœuille, Xavier
4
Griliches, Zvi
4
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4
Holland, Paul W.
4
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4
Kim, Kyoo il
4
Lunde, Asger
4
MacKinnon, James G.
4
Mairesse, Jacques
4
Pakes, Ariel
4
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4
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Journal of forecasting
CREATES research paper
NBER working paper series
Journal of econometrics
9
Working paper series in economics and finance
8
Econometric reviews
5
Discussion paper / Tinbergen Institute
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Arbeidsnotat / Norges Bank
3
Arbeidsnotat / Norges Bank / Norges Bank
3
International journal of forecasting
3
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2
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Discussion paper / Center for Economic Research, Tilburg University
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Duration transition and count data models
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Econometric theory
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Elinkeinoelämän Tutkimuslaitos, Keskusteluaiheita
1
Handbook of economic forecasting ; 1
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Handbook of financial time series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Journal of labor economics
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Keskusteluaiheita / Elinkeinoelämän Tutkimuslaitos
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NCER working paper series
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Oxford bulletin of economics and statistics
1
The econometrics of economic policy
1
Umeå economic studies
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
Working paper / Konjunkturinstitutet ; Ekonomiska Rådet
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
4
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
5
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
6
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
7
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:
8
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
9
A Lagrange multiplier test for testing the adequacy of the constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
-
2014
Persistent link: https://www.econbiz.de/10010237808
Saved in:
10
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
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