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subject:"Panel study"
~isPartOf:"CREATES research paper"
~subject:"ARCH-Modell"
~subject:"Cointegration"
~subject:"Modellierung"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Panel study
ARCH-Modell
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Modellierung
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
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Teräsvirta, Timo
7
Nielsen, Morten Ørregaard
6
Johansen, Søren
5
Rahbek, Anders
4
Silvennoinen, Annastiina
4
Gørgens, Tue
2
Kristensen, Dennis
2
Pedersen, Rasmus Søndergaard
2
Würtz, Allan H.
2
Amado, Cristina
1
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1
Bohn Nielsen, Heino
1
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1
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1
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1
Catani, Paul
1
Cavaliere, Giuseppe
1
Christensen, Bent Jesper
1
Demetrescu, Matei
1
Ergemen, Yunus Emre
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Grassi, Stefano
1
Hall, Anthony D.
1
Hubrich, Kirstin
1
Jakobsen, Johan Stax
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Kock, Anders B.
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
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Lange, Theis
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Medeiros, Marcelo C.
1
Noël, Antoine L.
1
Nyboe Tabor, Morten
1
Rossi, Eduardo
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
59
Discussion paper / Tinbergen Institute
48
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Discussion paper series / IZA
35
CESifo working papers
33
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30
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17
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15
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14
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13
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12
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12
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10
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10
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9
Working paper / Department of Economics, Lund University
9
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8
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8
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8
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7
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7
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7
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7
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Department of Economics working paper series / McMaster University, Department of Economics
6
Economics / Discussion papers : the open-access, open-assessment e-journal
6
Economics working paper
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Working papers series in theoretical and applied economics
6
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5
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ECONIS (ZBW)
36
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
5
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
8
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
9
Threshold regression with endogeneity for short panels
Gørgens, Tue
;
Würtz, Allan H.
-
2018
Persistent link: https://www.econbiz.de/10011946251
Saved in:
10
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
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