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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Diebold, Francis X."
~subject:"Monte Carlo simulation"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Schätztheorie
Monte Carlo simulation
Zeitreihenanalyse
Theorie
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Theory
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5
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5
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3
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Diebold, Francis X.
Phillips, Peter C. B.
20
Chib, Siddhartha
11
Koop, Gary
11
Yu, Jun
10
Gouriéroux, Christian
9
Swanson, Norman R.
8
Kohn, Robert
7
Lee, Lung-fei
7
King, Maxwell L.
6
Li, Qi
6
Mariano, Roberto S.
6
Teräsvirta, Timo
6
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6
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5
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5
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5
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5
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5
Pesaran, M. Hashem
5
Schmidt, Peter
5
Baltagi, Badi H.
4
Barigozzi, Matteo
4
Bierens, Herman J.
4
Fan, Yanqin
4
Franses, Philip Hans
4
Haldrup, Niels
4
Hendry, David F.
4
Herwartz, Helmut
4
Hong, Yongmiao
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Hsiao, Cheng
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Jong, Robert M. de
4
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4
Lucas, André
4
Lütkepohl, Helmut
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Ng, Serena
4
Park, Joon Y.
4
Perron, Pierre
4
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The journal of finance : the journal of the American Finance Association
2
Econometric theory
1
Economics letters
1
Journal of economic dynamics & control
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The journal of business : B
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The review of economics and statistics
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ECONIS (ZBW)
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1
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
2
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
3
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10001617152
Saved in:
4
Why are estimates of agricultural supply response so variable?
Diebold, Francis X.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 357-373
Persistent link: https://www.econbiz.de/10001211352
Saved in:
5
On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
Cheung, Yin-Wong
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 301-316
Persistent link: https://www.econbiz.de/10001162295
Saved in:
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