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person:"Fitzenberger, Bernd"
type_genre:"Sammlung"
~isPartOf:"CEMFI working paper"
~isPartOf:"CESifo working papers"
~isPartOf:"Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne"
~isPartOf:"EUI working paper / ECO"
~person:"Dette, Holger"
~person:"Fiorentini, Gabriele"
~person:"Franses, Philip Hans"
~person:"Johansen, Søren"
~person:"Krämer, Walter"
~person:"Maravall Herrero, Agustín"
~subject:"Statistical test"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Statistical test
VAR model
Zeitreihenanalyse
Estimation theory
28
Schätztheorie
28
Time series analysis
17
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14
Theory
14
Statistischer Test
6
Maximum likelihood estimation
4
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4
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3
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3
finite normal mixtures
3
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2
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2
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21
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Fitzenberger, Bernd
Dette, Holger
Fiorentini, Gabriele
Franses, Philip Hans
Johansen, Søren
Krämer, Walter
Maravall Herrero, Agustín
Sentana, Enrique
15
Amengual, Dante
9
Pesaran, M. Hashem
9
Gómez, Víctor
6
Hecq, Alain W. J.
5
Bei, Xinyue
3
Chudik, Alexander
3
Kilian, Lutz
3
Urbain, Jean-Pierre
3
Bailey, Natalia
2
Carrasco, Marine
2
Inoue, Atsushi
2
Kapetanios, George
2
Palm, Franz C.
2
Sharifvaghefi, Mahrad
2
Szafarz, Ariane
2
Timmermann, Allan
2
Banerjee, Anindya
1
Beine, Michel
1
Binder, Michael
1
Bjerkander, Lena S.
1
Calzolari, Giorgio
1
Dovern, Jonas
1
Flaig, Gebhard
1
Flôres Jr., Renato G.
1
Ghanem, Dalia
1
Guerrón-Quintana, Pablo A.
1
Haldrup, Niels
1
Hsiao, Cheng
1
Kiviet, J. F.
1
Lahiri, Kajal
1
Lütkepohl, Helmut
1
Magnus, Jan R.
1
Manner, Hans
1
Manresa, Elena
1
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CEMFI working paper
CESifo working papers
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
EUI working paper / ECO
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Documentos de trabajo / Banco de España, Servicio de Estudios
12
CREATES research paper
8
Discussion papers / Department of Economics, University of Copenhagen
8
Report / Econometric Institute, Erasmus University Rotterdam
8
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7
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
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4
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ECONIS (ZBW)
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1
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
3
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
4
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
5
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
6
Dynamic specification tests for dynamic factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2013
Persistent link: https://www.econbiz.de/10010376711
Saved in:
7
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2012
Persistent link: https://www.econbiz.de/10009743572
Saved in:
8
Dynamic specification tests for static factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914397
Saved in:
9
On the validity of the jarque-bera normality test in conditionally heteroskedastic synamic regression models
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
-
2003
Persistent link: https://www.econbiz.de/10001747011
Saved in:
10
Long memory with Markov-Switching GARCH
Krämer, Walter
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003641700
Saved in:
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