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subject:"Forecasting model"
subject:"United Kingdom"
~person:"Nijman, Theodore E."
~subject:"Statistischer Test"
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Forecasting model
United Kingdom
Statistischer Test
Estimation theory
18
Schätztheorie
18
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13
Theory
13
Time series analysis
4
Zeitreihenanalyse
4
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3
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Estimation
2
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1980-1994
1
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Nijman, Theodore E.
Phillips, Peter C. B.
49
Swanson, Norman R.
32
Dufour, Jean-Marie
26
Cai, Zongwu
25
Sentana, Enrique
25
Kapetanios, George
24
Pesaran, M. Hashem
24
Baltagi, Badi H.
23
Shi, Xiaoxia
22
Koop, Gary
21
Andrews, Donald W. K.
20
Corradi, Valentina
20
Sun, Yixiao
20
Gao, Jiti
19
Rossi, Barbara
19
Marcellino, Massimiliano
18
White, Halbert
18
Canay, Ivan A.
17
McCracken, Michael W.
17
West, Kenneth D.
17
Hsu, Yu-Chin
16
Amengual, Dante
15
Bera, Anil K.
15
Khalaf, Lynda
15
Kleibergen, Frank
15
Xu, Ke-Li
15
Clark, Todd E.
14
Fiorentini, Gabriele
14
Guggenberger, Patrik
14
Hendry, David F.
14
Huber, Florian
14
Kao, Chihwa
14
Kristensen, Dennis
14
Su, Liangjun
14
Bugni, Federico A.
13
Chen, Xiaohong
13
Chernozhukov, Victor
13
Demetrescu, Matei
13
Diebold, Francis X.
13
Hallin, Marc
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Discussion paper / Center for Economic Research, Tilburg University
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
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2
Testing for selectivity bias in panel data models
Verbeek, Marno
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000786807
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