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source:"econis"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Time series analysis"
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Schätzung
Stochastischer Prozess
Time series analysis
534
Zeitreihenanalyse
534
Theorie
321
Theory
321
Estimation theory
247
Schätztheorie
247
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64
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Phillips, Peter C. B.
7
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2
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2
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2
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2
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2
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2
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2
Maasoumi, Esfandiar
2
Robinson, Peter M.
2
Rodrigues, Paulo M. M.
2
Shaojun, Guo
2
Teräsvirta, Timo
2
Yu, Jun
2
Abaye, A.
1
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1
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1
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1
Bewley, Ronald A.
1
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1
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1
Bos, Charles S.
1
Brune, Barbara
1
Bu, Ruijun
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Econometric reviews
Econometric theory
Journal of econometrics
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Economic modelling
106
Discussion paper / Tinbergen Institute
101
Applied economics
100
Economics letters
86
Applied economics letters
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
International journal of forecasting
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
74
CESifo working papers
69
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63
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56
Working paper / Department of Econometrics and Business Statistics, Monash University
44
International review of economics & finance : IREF
42
Journal of empirical finance
40
Journal of applied econometrics
38
The North American journal of economics and finance : a journal of financial economics studies
36
Computational economics
35
CREATES research paper
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Journal of economic dynamics & control
34
CAMA working paper series
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Macroeconomic dynamics
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Finance research letters
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Journal of banking & finance
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
International journal of finance & economics : IJFE
26
Journal of financial econometrics
26
Quantitative finance
26
The econometrics journal
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Journal of international money and finance
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ECONIS (ZBW)
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
4
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
5
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
6
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
Saved in:
7
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
8
Testing for time-varying factor loadings in high-dimensional factor models
Xu, Wen
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 918-965
Persistent link: https://www.econbiz.de/10013364920
Saved in:
9
Count and duration time series with equal conditional stochastic and mean orders
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Econometric theory
37
(
2021
)
2
,
pp. 248-280
Persistent link: https://www.econbiz.de/10012505389
Saved in:
10
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
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