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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Journal of econometrics"
~person:"Taylor, Robert"
~subject:"Autokorrelation"
~subject:"Estimation"
~subject:"Maximum likelihood estimation"
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Panel
Stochastic process
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Estimation
Maximum likelihood estimation
Estimation theory
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Time series analysis
9
Zeitreihenanalyse
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Taylor, Robert
Weidner, Martin
22
Linton, Oliver
15
Fernández-Val, Iván
13
Lee, Lung-fei
13
Su, Liangjun
13
Gao, Jiti
10
Kitagawa, Toru
9
Moon, Hyungsik Roger
9
Phillips, Peter C. B.
9
Todorov, Viktor
9
Bonhomme, Stéphane
8
Robinson, Peter M.
8
Bai, Jushan
7
Baltagi, Badi H.
7
Li, Kunpeng
7
Sun, Yiguo
7
Sun, Yixiao
7
Tauchen, George Eugene
7
Zakoïan, Jean-Michel
7
Francq, Christian
6
Hoderlein, Stefan
6
Hsiao, Cheng
6
Chen, Xiaohong
5
Chernozhukov, Victor
5
Graham, Bryan S.
5
Hansen, Christian Bailey
5
Horowitz, Joel
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Muris, Chris
5
Peng, Bin
5
Shum, Matthew
5
Ai, Chunrong
4
Andersen, Torben
4
Arai, Yoichi
4
Arellano, Manuel
4
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4
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CEMMAP working papers / Centre for Microdata Methods and Practice
Journal of econometrics
CREATES research paper
3
Queen's Economics Department working paper
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
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1
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
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2
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
3
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
4
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, Robert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
Saved in:
5
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
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