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subject:"Estimation"
subject:"Yield curve"
~isPartOf:"Economics letters"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~subject:"Autokorrelation"
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Search: subject_exact:"Estimation theory"
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Estimation
Yield curve
Autokorrelation
Estimation theory
1,188
Schätztheorie
1,188
Theorie
405
Theory
405
Time series analysis
211
Zeitreihenanalyse
211
Forecasting model
151
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148
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121
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95
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33
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Jin, Fei
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2
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Economics letters
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International journal of forecasting
Journal of econometrics
291
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Econometric reviews
82
Applied economics letters
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Economic modelling
60
Discussion paper series / IZA
59
Econometric theory
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NBER Working Paper
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53
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The review of economics and statistics
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ECONIS (ZBW)
190
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71
Nonlinear impact estimation in spatial autoregressive models
Ay, Jean-Sauveur
;
Ayouba, Kassoum
;
Le Gallo, Julie
- In:
Economics letters
163
(
2018
),
pp. 59-64
Persistent link: https://www.econbiz.de/10011982927
Saved in:
72
Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model : a semiparametric approach
Yao, Feng
;
Wang, Taining
;
Tian, Jinjing
;
Kumbhakar, Subal
- In:
Economics letters
166
(
2018
),
pp. 25-30
Persistent link: https://www.econbiz.de/10012011913
Saved in:
73
International evidence of time-variation in trend labor productivity growth
Glocker, Christian
;
Wegmueller, Philipp
- In:
Economics letters
167
(
2018
),
pp. 115-119
Persistent link: https://www.econbiz.de/10012016512
Saved in:
74
Accounting for persistence in panel count data models : an application to the number of patents awarded
Dimitrakopoulos, Stefanos
- In:
Economics letters
171
(
2018
),
pp. 245-248
Persistent link: https://www.econbiz.de/10012021796
Saved in:
75
Estimation for the spatial autoregressive threshold model
Deng, Ying
- In:
Economics letters
171
(
2018
),
pp. 172-175
Persistent link: https://www.econbiz.de/10012021829
Saved in:
76
Kernel-based testing with skewed and heavy-tailed data : evidence from a nonparametric test for heteroskedasticity
Henderson, Daniel J.
;
Sheehan, Alice
- In:
Economics letters
172
(
2018
),
pp. 8-11
Persistent link: https://www.econbiz.de/10012022060
Saved in:
77
Unit root quantile autoregression testing with smooth structural changes
Li, Haiqi
;
Zheng, Chaowen
- In:
Finance research letters
25
(
2018
),
pp. 83-89
Persistent link: https://www.econbiz.de/10012003465
Saved in:
78
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun
;
Taylor, James W.
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 377-388
Persistent link: https://www.econbiz.de/10012030985
Saved in:
79
Weak convergence of local quantile treatment effect processes
Kim, Ju Hyun
;
Park, Byoung Gun
- In:
Economics letters
162
(
2018
),
pp. 49-52
Persistent link: https://www.econbiz.de/10011939753
Saved in:
80
The absolute Gini is a more reliable measure of inequality for time dependent analyses (compared with the relative Gini)
Bandyopadhyay, Sanghamitra
- In:
Economics letters
162
(
2018
),
pp. 135-139
Persistent link: https://www.econbiz.de/10011939820
Saved in:
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