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subject:"Estimation"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Regression analysis"
~subject:"VAR model"
~type:"book"
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Estimation
Regression analysis
VAR model
Estimation theory
162
Schätztheorie
162
Time series analysis
62
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
41
Nonparametric statistics
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Schätzung
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Australia
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Gao, Jiti
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
87
NBER Working Paper
83
Discussion paper series / IZA
82
NBER working paper series
74
Discussion paper / Tinbergen Institute
69
Discussion papers of interdisciplinary research project 373
58
CESifo working papers
52
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50
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50
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45
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44
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
43
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43
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42
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39
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35
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30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
29
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29
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27
Working papers series in theoretical and applied economics
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25
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
Saved in:
52
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010245446
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53
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
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2009
Persistent link: https://www.econbiz.de/10003810687
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54
Local linear multivariate regression with variable bandwidth in the presence of heteroscedasticity
Ye, Azhong
;
Hyndman, Rob J.
;
Li, Zinai
-
2006
Persistent link: https://www.econbiz.de/10003361032
Saved in:
55
A new approach to model GNP functions : an applications of non-separable two-stage technologies
Wong, Gary K. K.
-
1998
Persistent link: https://www.econbiz.de/10000988096
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56
Strike data with a crisis point
Lieberman, Offer
-
1997
Persistent link: https://www.econbiz.de/10000978713
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57
Bayesian semiparametric regression : an exposition and application to print advertising data
Smith, Michael S.
-
1997
Persistent link: https://www.econbiz.de/10000983137
Saved in:
58
Analytic small sample bias and standard error calculations for tests of serial correlation in market returns
Smith, Michael S.
-
1997
Persistent link: https://www.econbiz.de/10000970341
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