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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion papers / Institute of Social and Economic Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Magnus, Jan R."
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Kaufkraftparität"
~subject:"Purchasing power parity"
~subject:"Time varying parameters"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Magnus, Jan R.
McAleer, Michael
Peel, David
Schmidt, Peter
Steel, Mark F. J.
14
Werker, Bas J. M.
14
Drost, Feike C.
10
Kleijnen, Jack P. C.
7
Nijman, Theodore E.
7
Soest, Arthur van
7
Yoshida, Atsushi
7
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6
Fernández, Carmen
6
Osiewalski, Jacek
6
Einmahl, John H. J.
5
Groenendaal, Willem J. van
5
Moors, Johannes J. A.
5
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4
Kollmann, Robert
4
Koopman, Siem Jan
4
Melenberg, Bertrand
4
Verbeek, Marno
4
Wong, Benjamin
4
Čížek, Pavel
4
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3
Durbin, James
3
Hallin, Marc
3
Hertog, Dirk den
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Koop, Gary
3
Leon-Gonzalez, Roberto
3
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Strijbosch, L. W. G.
3
Uhlig, Harald
3
Baillie, Richard
2
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2
Bera, Anil K.
2
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2
Chan, Joshua C. C.
2
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2
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2
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ECONIS (ZBW)
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1
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
Saved in:
2
On the choice of prior in Bayesian model averaging
Einmahl, John H. J.
;
Kumar, Kamlesh
;
Magnus, Jan R.
-
2011
Persistent link: https://www.econbiz.de/10008807390
Saved in:
3
On the harm that pretesting does
Danilov, Dmitry L.
(
contributor
);
Magnus, Jan R.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582643
Saved in:
4
Macro accounts estimation using indicator ratios
Magnus, Jan R.
;
Tongeren, Jan W. van
;
Vos, Aart F. de
-
1999
Persistent link: https://www.econbiz.de/10001387345
Saved in:
5
Testing the sensitivity of ols when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan
;
Magnus, Jan R.
-
1996
Persistent link: https://www.econbiz.de/10000936013
Saved in:
6
A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
Magnus, Jan R.
;
Durbin, James
-
1996
Persistent link: https://www.econbiz.de/10000939772
Saved in:
7
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
8
A generalized method of moments estimator for long-memory processes
Tieslau, Margie A.
;
Schmidt, Peter
;
Baillie, Richard
-
1992
Persistent link: https://www.econbiz.de/10000848787
Saved in:
9
The Rao-Zyskind condition and the efficiency of some least squares estimators
McAleer, Michael
-
1989
Persistent link: https://www.econbiz.de/10000777412
Saved in:
10
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1989
Persistent link: https://www.econbiz.de/10000780129
Saved in:
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