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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:"Purchasing power parity"
~subject:"Time series analysis"
~subject:"Time varying parameters"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Kaufkraftparität
Purchasing power parity
Time series analysis
Time varying parameters
Volatility
Theorie
3
Theory
3
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Arbeitspapier
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
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
Akker, Ramon van den
6
Fernández, Carmen
6
Magnus, Jan R.
6
Osiewalski, Jacek
6
Einmahl, John H. J.
5
Groenendaal, Willem J. van
5
Moors, Johannes J. A.
5
Härdle, Wolfgang
4
Kollmann, Robert
4
Koopman, Siem Jan
4
Melenberg, Bertrand
4
Verbeek, Marno
4
Wong, Benjamin
4
Čížek, Pavel
4
Bierens, Herman J.
3
Durbin, James
3
Hallin, Marc
3
Hertog, Dirk den
3
Koop, Gary
3
Leon-Gonzalez, Roberto
3
Strachan, Rodney W.
3
Strijbosch, L. W. G.
3
Uhlig, Harald
3
Baillie, Richard
2
Banerjee, Anurag Narayan
2
Bera, Anil K.
2
Chan, Joshua
2
Chan, Joshua C. C.
2
Charlier, Erwin
2
Chib, Siddhartha
2
Croux, Christophe
2
Danilov, Dmitry L.
2
Das, Marcel
2
Dungey, Mardi H.
2
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CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Econometric reviews
Economics letters
Journal of empirical finance
Working paper
25
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
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
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3
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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School of Accounting, Finance and Economics & FEMARC working paper series
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Working papers / University of Tokyo, Graduate School of Arts and Sciences, Department of Advanced Social and International Studies
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ECONIS (ZBW)
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1
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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2
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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