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person:"Fitzenberger, Bernd"
type_genre:"Sammlung"
~isPartOf:"CEMFI working paper"
~isPartOf:"EUI working paper / ECO"
~person:"Dette, Holger"
~person:"Fiorentini, Gabriele"
~person:"Franses, Philip Hans"
~person:"Johansen, Søren"
~person:"Krämer, Walter"
~subject:"ARCH-Modell"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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ARCH-Modell
Statistischer Test
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Estimation theory
18
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7
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Fitzenberger, Bernd
Dette, Holger
Fiorentini, Gabriele
Franses, Philip Hans
Johansen, Søren
Krämer, Walter
Sentana, Enrique
14
Maravall Herrero, Agustín
10
Amengual, Dante
9
Gómez, Víctor
6
Bei, Xinyue
3
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2
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1
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1
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1
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1
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1
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1
Knüppel, Malte
1
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1
Manresa, Elena
1
Marcellino, Massimiliano
1
Mizon, Grayham E.
1
Peña, Daniel
1
Peñaranda, Francisco
1
Planas, Christophe
1
Proietti, Tommaso
1
Simonelli, Saverio
1
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CEMFI working paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Report / Econometric Institute, Erasmus University Rotterdam
8
CREATES research paper
7
Discussion paper / Tinbergen Institute
7
Discussion papers / Department of Economics, University of Copenhagen
7
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6
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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
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10013420258
Saved in:
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