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subject:"Estimation"
subject:"Theory"
~person:"Teräsvirta, Timo"
~person:"Ullah, Aman"
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Estimation
Theory
Estimation theory
140
Schätztheorie
140
Time series analysis
47
Zeitreihenanalyse
47
Theorie
40
Nichtparametrisches Verfahren
22
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22
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20
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20
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18
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16
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Teräsvirta, Timo
Ullah, Aman
Pesaran, M. Hashem
87
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78
Phillips, Peter C. B.
69
Gouriéroux, Christian
57
Linton, Oliver
50
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46
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45
Newey, Whitney K.
45
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44
Baltagi, Badi H.
43
Gao, Jiti
42
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41
McAleer, Michael
40
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40
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36
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36
Imbens, Guido
35
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35
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34
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33
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33
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33
Koop, Gary
32
Lechner, Michael
32
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31
Zakoïan, Jean-Michel
31
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29
Kohn, Robert
28
Lee, Lung-fei
28
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28
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27
King, Maxwell L.
27
Bera, Anil K.
26
Cai, Zongwu
26
Dufour, Jean-Marie
26
Granger, C. W. J.
26
Hahn, Jinyong
26
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26
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31
Linearity testing and nonlinear modeling of economic time series
Teräsvirta, Timo
- In:
Nonlinear dynamics and economics : proceedings of the …
,
(pp. 281-293)
.
1996
Persistent link: https://www.econbiz.de/10001297243
Saved in:
32
Testing parameter constancy and super exogeneity in econometric equations
Jansen, Eilev S.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 737-763
Persistent link: https://www.econbiz.de/10001334927
Saved in:
33
The second-order bias and mean squared error of nonlinear estimators
Rilstone, Paul
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 369-395
Persistent link: https://www.econbiz.de/10001204698
Saved in:
34
Testing linearity against nonlinear moving average models
Brännäs, Kurt
;
Gooijer, Jan G. de
;
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000927212
Saved in:
35
Power properties of linearity test for time series
Teräsvirta, Timo
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 3-10
Persistent link: https://www.econbiz.de/10001769423
Saved in:
36
Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind
;
Teräsvirta, Timo
-
1995
Persistent link: https://www.econbiz.de/10000910635
Saved in:
37
The coefficient of determination and its adjusted version in linear regression models
Srivastava, Anil K.
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 229-240
Persistent link: https://www.econbiz.de/10001180040
Saved in:
38
Efficiency properties of some estimators in pooling time-series and cross-section data
Srivastava, Virendra K.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10001196305
Saved in:
39
Testing the constancy of regression parameters against continuous structural change
Lin, Chien-fu Jeff
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 211-228
Persistent link: https://www.econbiz.de/10001162303
Saved in:
40
Moments of the ratio of quadratic forms in non-normal variables with econometric examples
Ullah, Aman
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10001162306
Saved in:
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