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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Monte-Carlo-Simulation
Time series analysis
Estimation theory
318
Schätztheorie
318
Zeitreihenanalyse
91
Regression analysis
56
Regressionsanalyse
56
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
Estimation
43
Schätzung
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Phillips, Peter C. B.
28
Andrews, Donald W. K.
4
Chen, Xiaohong
4
Yu, Jun
3
Dalla, Violetta
2
Enders, Walter
2
Gao, Jiti
2
Kheifets, Igor
2
Li, Jing
2
Lieberman, Offer
2
Ploberger, Werner
2
Teräsvirta, Timo
2
Abbara, Omar
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Calvet, Laurent E.
1
Carnero, M. Angeles
1
Chang, Sheng-kai
1
Chen, Hong-yuan
1
Christensen, Timothy M.
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Dagum, Estela Bee
1
De Angelis, Luca
1
Donfack, Morvan Nongni
1
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1
Dungey, Mardi H.
1
Ericsson, Neil R.
1
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1
Fair, Ray C.
1
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1
Fan, Zhenhong
1
Feld, Martin H.-J. M.
1
Fernández, Viviana
1
Fisher, Adlai
1
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1
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Cowles Foundation discussion paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
352
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
Econometric theory
168
Economics letters
162
Discussion paper / Tinbergen Institute
118
Econometric reviews
105
Working paper / Department of Econometrics and Business Statistics, Monash University
72
International journal of forecasting
69
Applied economics letters
65
CREATES research paper
61
Journal of forecasting
60
NBER Working Paper
58
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54
The econometrics journal
50
Applied economics
49
Economic modelling
49
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Journal of applied econometrics
44
NBER working paper series
44
Journal of time series econometrics
42
Working paper / National Bureau of Economic Research, Inc.
42
Journal of the American Statistical Association : JASA
41
Oxford bulletin of economics and statistics
38
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
EUI working paper / ECO
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
Journal of empirical finance
31
Discussion paper
30
Working paper
30
CEMMAP working papers / Centre for Microdata Methods and Practice
28
SFB 649 discussion paper
27
Working paper series
27
Technical working paper / National Bureau of Economic Research
26
NBER technical working paper series
25
Discussion paper / Centre for Economic Forecasting
24
LSE STICERD Research Paper
24
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ECONIS (ZBW)
96
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1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
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:
3
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:
4
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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5
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
6
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
7
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
8
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
9
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
10
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
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