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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Econometric theory"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Unit root test"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Maximum-Likelihood-Schätzung
Unit root test
Estimation theory
766
Schätztheorie
766
Theorie
293
Theory
293
Time series analysis
181
Zeitreihenanalyse
181
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
Regression analysis
91
Regressionsanalyse
91
Statistical test
42
Statistischer Test
42
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39
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Estimation
36
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36
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33
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33
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28
Kointegration
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24
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Pittis, Nikitas
4
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3
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3
Taylor, Robert
3
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2
Harvey, David I.
2
Kasparis, Ioannis
2
Lee, Lung-fei
2
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2
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2
Sola, Martin
2
Avarucci, Marco
1
Banerjee, Anindya
1
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1
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1
Burridge, Peter
1
Cai, Ye
1
Caporale, Guglielmo M.
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Li, Wai Keung
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1
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1
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1
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Discussion paper / Centre for Economic Forecasting
Econometric theory
Journal of econometrics
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Economics letters
49
Discussion paper / Tinbergen Institute
40
Applied economics letters
31
Econometric reviews
29
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21
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Statistics in transition : an international journal of the Polish Statistical Association
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Journal of international money and finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CESifo working papers
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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21
The asymptotic variance of the pseudo maximum likelihood estimator
Magnus, Jan R.
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1022-1032
Persistent link: https://www.econbiz.de/10003549719
Saved in:
22
On the alternative long-run variance ratio test for a unit root
Cai, Ye
;
Shintani, Mototsugu
- In:
Econometric theory
22
(
2006
)
3
,
pp. 347-372
Persistent link: https://www.econbiz.de/10003307468
Saved in:
23
A generalization of the Burridge-Guerre nonparametric root test
García, Ana
;
Sansó, Andreu
- In:
Econometric theory
22
(
2006
)
4
,
pp. 756-761
Persistent link: https://www.econbiz.de/10003351884
Saved in:
24
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
- In:
Econometric theory
20
(
2004
)
4
,
pp. 701-734
Persistent link: https://www.econbiz.de/10002163077
Saved in:
25
AR(1) models, unit roots, and adjusted profile likelihood
Pere, Pekka
- In:
Econometric theory
19
(
2003
)
6
,
pp. 885-922
Persistent link: https://www.econbiz.de/10001818870
Saved in:
26
Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian
;
Tschernig, Rolf
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
Saved in:
27
Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Lee, Lung-fei
- In:
Econometric theory
18
(
2002
)
2
,
pp. 252-277
Persistent link: https://www.econbiz.de/10001661293
Saved in:
28
Asymptotic distributions for unit root test statistics in nearly integrated seasonal autoregressive models
Nabeya, Seiji
- In:
Econometric theory
16
(
2000
)
2
,
pp. 200-230
Persistent link: https://www.econbiz.de/10001483367
Saved in:
29
Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals
So, Beong Soo
;
Shin, Dong-wan
- In:
Econometric theory
15
(
1999
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10001381830
Saved in:
30
Multivariate time series with various hidden unit roots, Part 2, Estimation and testing
Grégoir, Stéphane
- In:
Econometric theory
15
(
1999
)
4
,
pp. 469-518
Persistent link: https://www.econbiz.de/10001492189
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