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subject:"Großbritannien"
subject:"Time series analysis"
~person:"Cavaliere, Giuseppe"
~person:"Nielsen, Morten Ørregaard"
~person:"Phillips, Peter C. B."
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Search: subject_exact:"Estimation theory"
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Großbritannien
Time series analysis
Estimation theory
392
Schätztheorie
392
Zeitreihenanalyse
147
Regression analysis
88
Regressionsanalyse
88
Cointegration
64
Kointegration
64
Theorie
57
Theory
57
Statistical test
46
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46
Nichtparametrisches Verfahren
41
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41
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38
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38
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36
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36
Autocorrelation
35
Autokorrelation
35
Heteroscedasticity
33
Heteroskedastizität
33
Estimation
28
Schätzung
28
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26
Panel study
26
Induktive Statistik
24
Statistical inference
24
Stochastic process
22
Stochastischer Prozess
22
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18
Statistical distribution
18
Statistische Verteilung
18
Systematischer Fehler
18
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
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15
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15
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15
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15
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Cavaliere, Giuseppe
Nielsen, Morten Ørregaard
Phillips, Peter C. B.
Gao, Jiti
74
Koopman, Siem Jan
53
Johansen, Søren
44
Lütkepohl, Helmut
41
Franses, Philip Hans
40
Teräsvirta, Timo
39
Kapetanios, George
38
Linton, Oliver
31
Harvey, Andrew C.
30
Pesaran, M. Hashem
30
Koop, Gary
29
Swanson, Norman R.
29
Engle, Robert F.
26
Nelson, Daniel B.
26
Sibbertsen, Philipp
26
Li, Degui
25
Lucas, André
25
Peng, Bin
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Maravall Herrero, Agustín
24
Nielsen, Bent
24
Perron, Pierre
24
Haldrup, Niels
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Hassler, Uwe
22
Härdle, Wolfgang
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Dong, Chaohua
21
Diebold, Francis X.
20
Giraitis, Liudas
20
Gouriéroux, Christian
20
Hendry, David F.
20
Blasques, Francisco
19
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Cowles Foundation discussion paper
28
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Econometric theory
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11
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4
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Simplicity, inference and modeling : keeping it sophisticatedly simple
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ECONIS (ZBW)
147
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
3
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
4
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
6
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
7
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
8
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
9
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
10
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
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