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isPartOf:"The review of economics and statistics"
subject:"Zeitreihenanalyse"
~subject:"Econometrics"
~subject:"Nonparametric statistics"
~subject:"Statistische Methodenlehre"
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Zeitreihenanalyse
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Estimation theory
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The review of economics and statistics
Journal of econometrics
619
Econometric theory
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
254
Economics letters
238
Econometric reviews
197
CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper / Tinbergen Institute
128
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
115
Journal of the American Statistical Association : JASA
103
Working paper / Department of Econometrics and Business Statistics, Monash University
100
The econometrics journal
97
Cowles Foundation discussion paper
79
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
76
International journal of forecasting
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Série des documents de travail / Centre de Recherche en Économie et Statistique
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of forecasting
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SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of time series econometrics
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38
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Oxford bulletin of economics and statistics
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LSE STICERD Research Paper
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11
How fast do economies converge?
Evans, Paul D.
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 219-225
Persistent link: https://www.econbiz.de/10001222491
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12
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 184-200
Persistent link: https://www.econbiz.de/10001222497
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13
Estimating the density tail index for financial time series
Kearns, Phillip
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
Saved in:
14
Inference in cointegrated VAR systems
Warne, Anders
- In:
The review of economics and statistics
79
(
1997
)
3
,
pp. 508-511
Persistent link: https://www.econbiz.de/10001225755
Saved in:
15
Autoregressive transformations in cointegrated regressions
McNown, Robert F.
- In:
The review of economics and statistics
79
(
1997
)
3
,
pp. 503-507
Persistent link: https://www.econbiz.de/10001225756
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16
Testing the rationality of survey data using the weighted double-bootstrapped method of moments
Jeong, Jinook
- In:
The review of economics and statistics
78
(
1996
)
2
,
pp. 296-302
Persistent link: https://www.econbiz.de/10001222835
Saved in:
17
Exact nonparametric orthogonality and random walk tests
Campbell, Bryan
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001180427
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18
Bayesian semi-nonparametric arch models
Koop, Gary
- In:
The review of economics and statistics
76
(
1994
)
1
,
pp. 176-181
Persistent link: https://www.econbiz.de/10001167709
Saved in:
19
Symposium on simulation methods in econometrics
In:
The review of economics and statistics
76
(
1994
)
4
,
pp. 591-702
Persistent link: https://www.econbiz.de/10001176021
Saved in:
20
A Monte Carlo comparison of time varying parameter and multiprocess mixture models in the presence of structural shifts and outliers
Gamble, James A.
- In:
The review of economics and statistics
75
(
1993
)
3
,
pp. 515-519
Persistent link: https://www.econbiz.de/10001162848
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