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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Hendry, David F."
~person:"Li, Degui"
~subject:"Kointegration"
~subject:"Korrelation"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Kointegration
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Estimation theory
26
Schätztheorie
26
Time series analysis
14
Zeitreihenanalyse
14
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Correlation
5
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4
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Hendry, David F.
Li, Degui
Phillips, Peter C. B.
19
Pesaran, M. Hashem
16
Gao, Jiti
12
Johansen, Søren
12
Linton, Oliver
10
Wagner, Martin
10
Brandt, Michael W.
9
Kapetanios, George
9
Nielsen, Morten Ørregaard
9
Diebold, Francis X.
7
Jenkins, Stephen
7
Ledoit, Olivier
7
Wolf, Michael
7
Benati, Luca
6
Bibinger, Markus
6
Croux, Christophe
6
Bailey, Natalia
5
Bauwens, Luc
5
Breitung, Jörg
5
Caporale, Guglielmo Maria
5
Hafner, Christian M.
5
Medeiros, Marcelo C.
5
Miller, J. Isaac
5
Reiß, Markus
5
Tang, Haihan
5
Alizadeh, Sassan
4
Banerjee, Anindya
4
Burkhauser, Richard V.
4
Canepa, Alessandra
4
Chauveau, Thierry
4
Craig, Ben R.
4
Garratt, Anthony
4
Giraitis, Liudas
4
Hlouskova, Jaroslava
4
Härdle, Wolfgang
4
Hérault, Nicolas
4
Keller, Joachim G.
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Kim, Chang Sik
4
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Cowles Foundation discussion paper
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Cambridge working papers in economics
1
Department of Economics discussion paper series / University of Oxford
1
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1
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ECONIS (ZBW)
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1
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
2
General-to-specific approaches for evaluating multi-step system forecasts
Martinez, Andrew B.
-
2019
Persistent link: https://www.econbiz.de/10012322177
Saved in:
3
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941318
Saved in:
4
The impact of integrated measurement errors on modelling long-run macroeconomic time series
Duffy, James A.
;
Hendry, David F.
-
2017
Persistent link: https://www.econbiz.de/10011630053
Saved in:
5
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010189524
Saved in:
6
Estimating smooth structural change in cointegration models
Philips, Peter C.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010190229
Saved in:
7
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/10010226787
Saved in:
8
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
Saved in:
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