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subject:"Nonparametric statistics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~subject:"Bootstrap-Verfahren"
~subject:"Faktorenanalyse"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Bootstrap-Verfahren
Faktorenanalyse
Forecasting model
Share price
Zeitreihenanalyse
Estimation theory
167
Schätztheorie
167
Time series analysis
66
Nichtparametrisches Verfahren
41
Estimation
38
Schätzung
38
Panel
25
Panel study
25
Regression analysis
24
Regressionsanalyse
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Bayes-Statistik
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Bayesian inference
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Prognoseverfahren
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Theorie
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Theory
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Statistical test
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Statistischer Test
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Kointegration
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VAR model
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VAR-Modell
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Bootstrap approach
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Factor analysis
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Statistical theory
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Statistische Methodenlehre
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Method of moments
7
Momentenmethode
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Bias
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Börsenkurs
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Gao, Jiti
50
Peng, Bin
18
Hyndman, Rob J.
16
Martin, Gael M.
10
Poskitt, Donald Stephen
10
Dong, Chaohua
8
Yan, Yayi
7
Zhang, Xibin
7
Cheng, Tingting
6
Yang, Yanrong
6
Frazier, David T.
5
Gong, Xiaodong
5
Li, Degui
5
Linton, Oliver
5
Silvapulle, Mervyn J.
5
Athanasopoulos, George
4
Koo, Bonsoo
4
Liu, Fei
4
Pan, Guangming
4
Vahid, Farshid
4
Cai, Biqing
3
Feng, Guohua
3
Forbes, Catherine Scipione
3
Grose, Simone D.
3
Nadarajah, K.
3
Silvapulle, Paramsothy
3
Tjostheim, Dag
3
Zhang, Lina
3
Zhao, Xueyan
3
Bailey, Natalia
2
Bergmeir, Christoph
2
Dokumentov, Alexander
2
Donga, Chaohua
2
Harris, David
2
Hong, Han
2
Jiang, Bin
2
Kew, Hsein
2
King, Maxwell L.
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
704
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
280
Econometric theory
271
Economics letters
241
Econometric reviews
182
CEMMAP working papers / Centre for Microdata Methods and Practice
155
Discussion paper / Tinbergen Institute
138
International journal of forecasting
136
Journal of the American Statistical Association : JASA
117
The econometrics journal
109
Journal of forecasting
105
Cowles Foundation discussion paper
88
CREATES research paper
85
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
83
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Applied economics letters
69
Econometrics : open access journal
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NBER Working Paper
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Discussion papers of interdisciplinary research project 373
62
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58
Journal of applied econometrics
58
NBER working paper series
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SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
44
European journal of operational research : EJOR
44
Journal of time series econometrics
43
Discussion paper / Center for Economic Research, Tilburg University
42
Econometrics papers
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
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101
Half-life estimation based on the bias-corrected bootstrap : a highest density region approach
Kim, Jae H.
;
Silvapulle, Paramsothy
;
Hyndman, Rob J.
-
2006
Persistent link: https://www.econbiz.de/10003361020
Saved in:
102
Structured analogies for forecasting
Green, Kesten C.
;
Armstrong, Jon Scott
-
2004
Persistent link: https://www.econbiz.de/10002474664
Saved in:
103
Exponential smoothing methods of forecasting and general ARMA time series representations
Shami, Roland G.
-
1998
Persistent link: https://www.econbiz.de/10000988069
Saved in:
104
Bayesian estimation of the reduced rank regression model without ordering restrictions
Strachan, Rodney W.
-
1998
Persistent link: https://www.econbiz.de/10000995966
Saved in:
105
Residual diagnostic plots for checking for model mis-specification in time series regression
Fraccaro, Richard
-
1998
Persistent link: https://www.econbiz.de/10000995979
Saved in:
106
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
Saved in:
107
Analytic small sample bias and standard error calculations for tests of serial correlation in market returns
Smith, Michael S.
-
1997
Persistent link: https://www.econbiz.de/10000970341
Saved in:
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