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person:"Fitzenberger, Bernd"
type_genre:"Sammlung"
~person:"Dette, Holger"
~person:"Fiorentini, Gabriele"
~person:"Franses, Philip Hans"
~person:"Krämer, Walter"
~person:"Van Keilegom, Ingrid"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Regression analysis"
~subject:"Seasonal variations"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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ARCH model
Estimation
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Statistical test
Zeitreihenanalyse
Estimation theory
180
Schätztheorie
180
Regressionsanalyse
59
Theorie
54
Theory
54
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Time series analysis
36
Statistischer Test
21
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10
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9
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8
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8
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Least squares method
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nonparametric regression
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Fitzenberger, Bernd
Dette, Holger
Fiorentini, Gabriele
Franses, Philip Hans
Krämer, Walter
Van Keilegom, Ingrid
Phillips, Peter C. B.
61
Härdle, Wolfgang
59
Gao, Jiti
58
Linton, Oliver
38
Koopman, Siem Jan
33
Pesaran, M. Hashem
30
Lütkepohl, Helmut
29
Sentana, Enrique
29
Cai, Zongwu
27
Chernozhukov, Victor
27
Johansen, Søren
26
Kapetanios, George
26
Nielsen, Morten Ørregaard
25
Croux, Christophe
24
Maravall Herrero, Agustín
23
Sibbertsen, Philipp
22
Teräsvirta, Timo
22
Marcellino, Massimiliano
20
Weidner, Martin
20
Amengual, Dante
17
Lucas, André
17
Nielsen, Bent
17
Brännäs, Kurt
16
Chen, Xiaohong
16
Feng, Yuanhua
16
Kleibergen, Frank
16
Koop, Gary
16
Otsu, Taisuke
16
Peng, Bin
16
Spokojnyj, Vladimir G.
16
Swanson, Norman R.
16
Zakoïan, Jean-Michel
16
Čížek, Pavel
16
Arai, Yoichi
15
Hyndman, Rob J.
15
Dufour, Jean-Marie
14
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2
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
KBI
11
CEMFI working paper
10
Report / Econometric Institute, Erasmus University Rotterdam
10
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
7
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5
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4
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2
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2
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1
ERIM report series research in management
1
Oxford Financial Research Centre economics series
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
SFB 649 discussion paper
1
TRACE discussion papers / Tinbergen Institute
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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
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
6
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
7
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
Saved in:
8
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183706
Saved in:
9
Flexible parametric model for survival data subject to dependent censoring
Deresa, Negera Wakgari
;
Van Keilegom, Ingrid
-
2019
Persistent link: https://www.econbiz.de/10012050898
Saved in:
10
A general approach for cure models in survival analysis
Patilea, Valentin
;
Van Keilegom, Ingrid
-
2019
Persistent link: https://www.econbiz.de/10012050908
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