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source:"econis"
subject:"Regressionsanalyse"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"Robert Schuman Centre for Advanced Studies"
~institution:"Universität Mannheim"
~subject:"ARCH model"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
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ECONIS (ZBW)
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Essays in nonparametric econometrics
Olma, Tomasz
-
2021
Persistent link: https://www.econbiz.de/10012744710
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2
Fractional integration and cointegration testing using the sample mean
Demetrescu, Matei
-
2008
Persistent link: https://www.econbiz.de/10003963300
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3
Specification tests for the distribution of errors in nonparametric regression : a martingale approach
Mora, Juan
;
Pérez-Alonso, Alicia
-
2007
Persistent link: https://www.econbiz.de/10003963718
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4
Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
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5
Convex combinations of long memory estimates from different sampling rates
Souza, Leonardo Rocha
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953832
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6
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
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7
Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
Saved in:
8
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
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