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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Hsiao, Cheng"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Quantile"
~subject:"Statistische Verteilung"
~subject:"USA"
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Schätztheorie
Estimation theory
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Theorie
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86
Time series analysis
37
Zeitreihenanalyse
37
Forecasting model
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Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Granger, C. W. J.
Hsiao, Cheng
Linton, Oliver
Li, Qi
14
Diebold, Francis X.
11
Steel, Mark F. J.
11
King, Maxwell L.
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Ghysels, Eric
8
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7
Baltagi, Badi H.
7
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7
Hall, Alastair R.
7
Krämer, Walter
7
Lee, Lung-fei
7
Lucas, André
7
McDonald, James B.
7
Newey, Whitney K.
7
Phillips, Peter C. B.
7
Swanson, Norman R.
7
Chen, Songnian
6
Godfrey, L. G.
6
Gouriéroux, Christian
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Koop, Gary
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5
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Dijk, Herman K. van
5
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5
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5
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5
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5
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Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of forecasting
Report / Econometric Institute, Erasmus University Rotterdam
15
Econometric theory
10
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Discussion paper / Department of Economics, University of California San Diego
4
Journal of applied econometrics
4
Oxford bulletin of economics and statistics
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Econometric Society monographs
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
CORE discussion paper : DP
2
DAE working paper
2
Econometric Institute research papers
2
Econometric reviews
2
Econometrics papers
2
International economic review
2
Macroeconomic dynamics
2
Nonparametric dynamic modelling
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
The review of economic studies
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and finance
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Cowles Foundation discussion paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Institute for Empirical Macroeconomics
1
Discussion paper series / LSE Financial Markets Group
1
Documentos de trabajo / Banco de España, Servicio de Estudios
1
ERIM report series research in management
1
EUI working paper / ECO
1
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ECONIS (ZBW)
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1
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
2
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
3
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
4
Uniform inference in predictive regression models
Chen, Willa W.
;
Deo, Rohit S.
;
Yi, Yanping
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 525-533
Persistent link: https://www.econbiz.de/10010337853
Saved in:
5
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
6
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
7
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
Saved in:
8
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Saved in:
9
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi
;
Hsiao, Cheng
;
Zinn, Joel
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
Saved in:
10
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
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