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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Applied economics letters"
~isPartOf:"CREATES research paper"
~subject:"Autocorrelation"
~subject:"Maximum likelihood estimation"
~subject:"Unit root test"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Autocorrelation
Maximum likelihood estimation
Unit root test
Estimation theory
334
Schätztheorie
334
Time series analysis
108
Zeitreihenanalyse
108
Estimation
73
Schätzung
73
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
Cointegration
30
Kointegration
30
Regression analysis
28
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Statistischer Test
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24
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24
Einheitswurzeltest
23
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19
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19
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18
Stochastischer Prozess
18
USA
16
United States
16
Autokorrelation
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14
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14
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14
Forecasting model
14
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14
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14
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13
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13
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79
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Teräsvirta, Timo
4
Vougas, Dimitrios V.
4
Cook, Steven
3
Nielsen, Morten Ørregaard
3
Agiakloglou, Christos N.
2
Cavaliere, Giuseppe
2
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2
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2
Hayakawa, Kazuhiko
2
Lunde, Asger
2
Rahbek, Anders
2
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2
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2
Abras, Ana Luísa G.
1
Agiropoulos, Charalampos
1
Andersen, Torben
1
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1
Baffes, John
1
Belloc, Filippo
1
Bernardi, Mauro
1
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1
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1
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1
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Demetrescu, Matei
1
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1
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1
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Applied economics letters
CREATES research paper
Journal of econometrics
330
Economics letters
161
Econometric reviews
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Econometric theory
79
The econometrics journal
72
Discussion paper / Tinbergen Institute
70
CEMMAP working papers / Centre for Microdata Methods and Practice
53
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43
Discussion paper series / IZA
42
Computational economics
39
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37
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35
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35
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34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
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32
Cowles Foundation discussion paper
32
Journal of the American Statistical Association : JASA
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Oxford bulletin of economics and statistics
26
NBER working paper series
25
Regional science & urban economics
24
European journal of operational research : EJOR
23
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21
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21
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Journal of risk and financial management : JRFM
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Journal of time series econometrics
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
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18
Discussion paper
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Cambridge working papers in economics
17
Statistics in transition : an international journal of the Polish Statistical Association
16
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31
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
32
Oracle inequalities for high-dimensional panel data models
Bredahl Kock, Anders
-
2013
Persistent link: https://www.econbiz.de/10009763896
Saved in:
33
The US real GNP is trend-stationary after all
Omay, Tolga
;
Gupta, Rangan
;
Bonaccolto, Giovanni
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 510-514
Persistent link: https://www.econbiz.de/10011712414
Saved in:
34
Estimating three-dimensional nonlinear panel data models with interactive effects
Ye, Xiaoqing
;
Wu, Xiangjun
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 708-712
Persistent link: https://www.econbiz.de/10011714159
Saved in:
35
Re-examining the economic determinants of alcohol consumption in Canada : controlling for the presence of common correlated effects
Stevens, Jason
;
Childs, Jason
- In:
Applied economics letters
24
(
2017
)
16
,
pp. 1177-1180
Persistent link: https://www.econbiz.de/10011852375
Saved in:
36
GMM estimation of panel data models with time-varying slope coefficients
Sato, Yoshihiro
;
Söderbom, Måns
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1511-1518
Persistent link: https://www.econbiz.de/10011853443
Saved in:
37
A new test for analysing hysteresis in European unemployment
Furuoka, Fumitaka
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 1102-1106
Persistent link: https://www.econbiz.de/10011716659
Saved in:
38
The balance between size and power in testing for linear association for two stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 230-234
Persistent link: https://www.econbiz.de/10011430410
Saved in:
39
Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
Saved in:
40
Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Giesen, Sebastian
;
Scheufele, Rolf
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 162-166
Persistent link: https://www.econbiz.de/10011414505
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