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subject:"Panel study"
~isPartOf:"CREATES research paper"
~subject:"Modellierung"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Panel study
Modellierung
Estimation theory
137
Schätztheorie
137
Time series analysis
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Zeitreihenanalyse
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Nichtparametrisches Verfahren
19
Nonparametric statistics
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Estimation
18
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VAR model
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VAR-Modell
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Autokorrelation
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Gørgens, Tue
2
Würtz, Allan H.
2
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1
Bredahl Kock, Anders
1
Callot, Laurent
1
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1
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1
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1
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1
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1
Silvennoinen, Annastiina
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1
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
56
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35
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Working paper / Department of Econometrics and Business Statistics, Monash University
27
Discussion paper / Tinbergen Institute
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Cowles Foundation discussion paper
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Department of Economics working paper series / McMaster University, Department of Economics
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Memorandum / Department of Economics, University of Oslo
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Working papers
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Boston College working papers in economics
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Economics / Discussion papers : the open-access, open-assessment e-journal
5
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
5
Discussion paper / Central Bureau voor de Statistiek
4
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4
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4
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ECONIS (ZBW)
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1
Threshold regression with endogeneity for short panels
Gørgens, Tue
;
Würtz, Allan H.
-
2018
Persistent link: https://www.econbiz.de/10011946251
Saved in:
2
System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421766
Saved in:
3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
4
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
5
Oracle inequalities for high-dimensional panel data models
Bredahl Kock, Anders
-
2013
Persistent link: https://www.econbiz.de/10009763896
Saved in:
6
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
7
Prediction-based estimating functions : review and new developments
Sørensen, Michael
-
2011
Persistent link: https://www.econbiz.de/10008807426
Saved in:
8
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
Saved in:
9
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
10
Efficient estimation of non-linear dynamic panel data models with application to smooth transition models
Gørgens, Tue
;
Skeels, Christopher L.
;
Würtz, Allan H.
-
2009
Persistent link: https://www.econbiz.de/10003892563
Saved in:
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