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subject:"Cointegration"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Cointegration
Theory
Estimation theory
77
Schätztheorie
77
Theorie
25
Time series analysis
19
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19
Estimation
7
Regression analysis
7
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Granger, C. W. J.
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3
Engle, Robert F.
3
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2
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2
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2
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1
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1
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1
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1
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1
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1
Konishi, Toru
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
430
Economics letters
399
Econometric theory
305
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
242
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
208
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
Econometric reviews
149
Journal of quantitative economics : official journal of the Indian Econometric Society
139
Journal of applied econometrics
137
The review of economics and statistics
123
Oxford bulletin of economics and statistics
107
Working paper / National Bureau of Economic Research, Inc.
88
Discussion paper / Tinbergen Institute
87
Discussion paper / Center for Economic Research, Tilburg University
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
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79
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77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
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60
International economic review
59
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58
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57
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57
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55
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54
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51
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50
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50
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48
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47
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44
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42
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41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
SFB 649 discussion paper
39
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37
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37
Journal of economic dynamics & control
36
Report / Econometric Institute, Erasmus University Rotterdam
36
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ECONIS (ZBW)
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1
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753311
Saved in:
2
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001711721
Saved in:
3
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
-
2002
Persistent link: https://www.econbiz.de/10001738065
Saved in:
4
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
5
Estimation of copula models for time series of possibly different lenghts
Patton, Andrew J.
-
2001
Persistent link: https://www.econbiz.de/10001637762
Saved in:
6
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
7
Consistent estimation for aggregated GARCH processes
Komunjer, Ivana
-
2001
Persistent link: https://www.econbiz.de/10001591103
Saved in:
8
Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.
;
Levin, Andrew T.
-
2000
Persistent link: https://www.econbiz.de/10001500668
Saved in:
9
James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001495720
Saved in:
10
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001464105
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