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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Ghysels, Eric"
~subject:"Forecasting model"
~subject:"Stichprobenerhebung"
~subject:"Zeitreihenanalyse"
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Stichprobenerhebung
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Estimation theory
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3
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Ghysels, Eric
Phillips, Peter C. B.
17
Taylor, Robert
12
Baltagi, Badi H.
11
Li, Qi
10
Linton, Oliver
10
Leybourne, Stephen James
8
Chen, Songnian
7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
Kim, Donggyu
5
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5
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5
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5
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5
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5
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5
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4
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3
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Cahier / Département de Sciences Économiques, Université de Montréal
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International economic review
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Working paper series / Department of Economics, University of Missouri-Columbia
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1
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
2
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
Saved in:
3
The econometric analysis of mixed frequency data sampling
Ghysels, Eric
;
Marcellino, Massimiliano
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 291-293
Persistent link: https://www.econbiz.de/10011704880
Saved in:
4
Regression models with mixed sampling frequencies
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 246-261
Persistent link: https://www.econbiz.de/10008839957
Saved in:
5
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
6
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
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