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subject:"India"
~person:"Battese, George Edward"
~person:"Craig, Ben R."
~person:"Rodriguez, Gabriel"
~person:"Zakoïan, Jean-Michel"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
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India
Estimation theory
Stochastischer Prozess
VAR model
Zeitreihenanalyse
Schätztheorie
78
Theorie
33
Theory
33
ARCH model
26
ARCH-Modell
26
Time series analysis
24
Estimation
21
Schätzung
21
Volatility
20
Volatilität
20
Stochastic process
18
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Statistical distribution
9
Statistische Verteilung
9
Börsenkurs
8
Exchange rate
8
Forecasting model
8
Prognoseverfahren
8
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8
Risk measure
8
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8
VAR-Modell
8
Wechselkurs
8
Bayes-Statistik
7
Bayesian inference
7
Production function
7
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7
Peru
6
Stochastic Volatility
6
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5
Autokorrelation
5
Capital income
5
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5
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5
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17
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44
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34
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40
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40
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36
Non-commercial literature
36
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7
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7
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English
76
French
2
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Battese, George Edward
Craig, Ben R.
Rodriguez, Gabriel
Zakoïan, Jean-Michel
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
164
Härdle, Wolfgang
144
Linton, Oliver
143
Andrews, Donald W. K.
137
Newey, Whitney K.
127
McAleer, Michael
109
Baltagi, Badi H.
107
Chernozhukov, Victor
106
Chen, Xiaohong
99
Kapetanios, George
92
Imbens, Guido
91
Gouriéroux, Christian
90
Heckman, James J.
86
Lütkepohl, Helmut
86
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Wooldridge, Jeffrey M.
76
Lechner, Michael
75
Li, Qi
75
Ullah, Aman
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Su, Liangjun
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Nielsen, Morten Ørregaard
69
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Diebold, Francis X.
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
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University of New England / Department of Econometrics
4
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Journal of econometrics
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Documento de trabajo
5
Econometric theory
5
Working papers in econometrics and applied statistics
5
CORE discussion paper : DP
3
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
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2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Bundesbank Series 1 Discussion Paper
1
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1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic modelling
1
Economic review
1
Economics letters
1
Federal Reserve Bank of Cleveland working paper series
1
Handbook of financial time series
1
International journal of monetary economics and finance
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of productivity analysis
1
Review of Pacific Basin financial markets and policies
1
Revista de análisis económico
1
Série des documents de travail
1
The Australian journal of agricultural economics
1
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ECONIS (ZBW)
78
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61
The reduced form as an empirical tool : a cautionary tale from the financial veil
Craig, Ben R.
- In:
Economic review
32
(
1996
)
1
,
pp. 16-25
Persistent link: https://www.econbiz.de/10001209063
Saved in:
62
Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el
-
1996
Persistent link: https://www.econbiz.de/10000936580
Saved in:
63
On the estimation of production functions involving explanatory variables which have zero values
Battese, George Edward
-
1996
Persistent link: https://www.econbiz.de/10000943112
Saved in:
64
Identification of factors which influence the technical inefficiency of Indian farmers
Coelli, Tim
- In:
The Australian journal of agricultural economics
40
(
1996
)
2
,
pp. 103-128
Persistent link: https://www.econbiz.de/10001230671
Saved in:
65
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
Saved in:
66
Estimating linear representations of nonlinear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000926258
Saved in:
67
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
68
Some Monte Carlo results on nonparametric changepoint tests
Bryden, Edward J.
-
1995
Persistent link: https://www.econbiz.de/10013446271
Saved in:
69
Identification of factors which influence the technical inefficiency of Indian farmers
Coelli, Tim
;
Battese, George Edward
-
1994
Persistent link: https://www.econbiz.de/10000895577
Saved in:
70
Threshold heteroskedastic models
Zakoïan, Jean-Michel
- In:
Journal of economic dynamics & control
18
(
1994
)
5
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Saved in:
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