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source:"econis"
subject:"Schätztheorie"
~person:"Gredenhoff, Mikael P."
~subject:"Estimation theory"
~subject:"Zeitreihenanalyse"
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Schätztheorie
Estimation theory
Zeitreihenanalyse
Theorie
9
Theory
9
Time series analysis
7
Bootstrap approach
2
Bootstrap-Verfahren
2
Cointegration
2
Kointegration
2
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2
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1
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Maximum likelihood estimation
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Gredenhoff, Mikael P.
Phillips, Peter C. B.
162
Franses, Philip Hans
157
Härdle, Wolfgang
125
Koopman, Siem Jan
117
Pesaran, M. Hashem
111
Gil-Alaña, Luis A.
107
Caporale, Guglielmo Maria
90
McAleer, Michael
88
Lütkepohl, Helmut
85
Koop, Gary
76
Swanson, Norman R.
70
Gouriéroux, Christian
68
Granger, C. W. J.
68
Teräsvirta, Timo
66
Lucas, André
60
Robinson, Peter M.
60
Sibbertsen, Philipp
59
Harvey, Andrew C.
57
Maravall Herrero, Agustín
57
Kunst, Robert M.
55
Engle, Robert F.
54
Ghysels, Eric
54
Marcellino, Massimiliano
53
Dijk, Herman K. van
52
Hassler, Uwe
52
Hyndman, Rob J.
52
Bauwens, Luc
51
Perron, Pierre
51
Andrews, Donald W. K.
48
Stock, James H.
48
Feng, Yuanhua
47
Hendry, David F.
47
Saikkonen, Pentti
47
Hallin, Marc
46
Diebold, Francis X.
45
Haldrup, Niels
45
Proietti, Tommaso
44
Breitung, Jörg
43
Dijk, Dick van
43
Johansen, Søren
43
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Ekonomiska forskningsinstitutet <Stockholm>
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Konjunkturinstitutet <Stockholm>
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Bootstrap inference in time series econometrics
5
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ECONIS (ZBW)
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Improving fractional integration tests with bootstrap distributions
Andersson, Michael K.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714017
Saved in:
2
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
Saved in:
3
Bootstrap testing and approximate finite sample distributions for tests of linear restrictions on cointegrating vectors
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 121-148)
.
1998
Persistent link: https://www.econbiz.de/10001304235
Saved in:
4
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 101-120)
.
1998
Persistent link: https://www.econbiz.de/10001304236
Saved in:
5
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 59-100)
.
1998
Persistent link: https://www.econbiz.de/10001304237
Saved in:
6
Robust testing for fractional integration using the bootstrap
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 39-58)
.
1998
Persistent link: https://www.econbiz.de/10001304238
Saved in:
7
Bootstrap testing for fractional integration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 25-38)
.
1998
Persistent link: https://www.econbiz.de/10001304239
Saved in:
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