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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Kaufkraftparität"
~subject:"Kointegration"
~subject:"Purchasing power parity"
~subject:"Time varying parameters"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Kaufkraftparität
Kointegration
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Time varying parameters
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Theorie
4
Theory
4
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1
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
14
Steel, Mark F. J.
12
Chan, Joshua
11
Drost, Feike C.
7
Kleijnen, Jack P. C.
7
Soest, Arthur van
7
Akker, Ramon van den
6
Fernández, Carmen
6
Magnus, Jan R.
6
Wong, Benjamin
6
Einmahl, John H. J.
5
Groenendaal, Willem J. van
5
Moors, Johannes J. A.
5
Nijman, Theodore E.
5
Osiewalski, Jacek
5
Hallin, Marc
4
Härdle, Wolfgang
4
Kollmann, Robert
4
Koop, Gary
4
Koopman, Siem Jan
4
Melenberg, Bertrand
4
Pagan, Adrian R.
4
Strachan, Rodney W.
4
Verbeek, Marno
4
Čížek, Pavel
4
Durbin, James
3
Hertog, Dirk den
3
Leon-Gonzalez, Roberto
3
Morley, James C.
3
Strijbosch, L. W. G.
3
Trung Duc Tran
3
Banerjee, Anurag Narayan
2
Bera, Anil K.
2
Bierens, Herman J.
2
Buncic, Daniel
2
Chan, Joshua C. C.
2
Charlier, Erwin
2
Chib, Siddhartha
2
Cross, Jamie L.
2
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2
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CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Econometric reviews
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21
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
9
Discussion paper / Institute of Social and Economic Research
5
Working papers in quantitative economics and econometrics
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
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3
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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ECONIS (ZBW)
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Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
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3
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
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