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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Hsiao, Cheng"
~person:"Li, Qi"
~subject:"ARMA-Modell"
~subject:"Estimation theory"
~subject:"Saisonale Schwankungen"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~subject:"USA"
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Schätztheorie
ARMA-Modell
Estimation theory
Saisonale Schwankungen
Statistische Verteilung
Time series analysis
USA
Theorie
65
Theory
65
Zeitreihenanalyse
30
Seasonal variations
19
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Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Hsiao, Cheng
Li, Qi
Phillips, Peter C. B.
20
Koop, Gary
12
Swanson, Norman R.
10
Gouriéroux, Christian
9
Diebold, Francis X.
8
Dijk, Herman K. van
8
Linton, Oliver
8
Paap, Richard
8
Chib, Siddhartha
7
Dijk, Dick van
7
Kohn, Robert
7
Lee, Lung-fei
7
Steel, Mark F. J.
7
Taylor, Robert
7
Yu, Jun
7
Ghysels, Eric
6
Haan, Laurens de
6
Mariano, Roberto S.
6
McAleer, Michael
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Corradi, Valentina
5
Granger, C. W. J.
5
Hallin, Marc
5
Kleibergen, Frank
5
Lucas, André
5
Ooms, Marius
5
Park, Joon Y.
5
Schmidt, Peter
5
Whang, Yoon-jae
5
Baltagi, Badi H.
4
Barigozzi, Matteo
4
Bierens, Herman J.
4
Chen, Rong
4
Chen, Songnian
4
Davidson, James E. H.
4
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Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
21
Economics letters
19
Econometric Institute research papers
14
Discussion paper / Tinbergen Institute
12
Econometric reviews
8
Econometric theory
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
International journal of forecasting
6
Journal of forecasting
6
Report / Erasmus Center for Financial Research, Erasmus University
6
ERIM report series research in management
4
International economic review
4
Journal of applied econometrics
4
Oxford bulletin of economics and statistics
4
Research memorandum series / Tinbergen Instituut
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
Applied economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic surveys
3
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3
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CORE discussion paper : DP
2
Discussion paper / Department of Economics, University of California San Diego
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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IHS economics series : working paper
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Macroeconomic dynamics
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Reihe Ökonomie
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
SSE EFI working paper series in economics and finance
2
The econometrics journal
2
The review of economic studies
2
The review of economics and statistics
2
Working paper
2
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
2
A companion to economic forecasting
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
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ECONIS (ZBW)
Showing
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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
Detecting big structural breaks in large factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
Saved in:
3
Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa
;
Gonzalo, Jesús
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
Saved in:
4
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
Saved in:
5
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
6
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:
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
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:
9
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
Saved in:
10
Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 319-352
Persistent link: https://www.econbiz.de/10001703519
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