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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Börsenkurs"
~subject:"Kointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel"
~subject:"Regression analysis"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Börsenkurs
Kointegration
Nichtparametrisches Verfahren
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Regression analysis
Estimation theory
111
Schätztheorie
111
Theorie
80
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80
Time series analysis
23
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7
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Cointegration
7
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7
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Estimation
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VAR-Modell
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Johansen, Søren
7
Bauwens, Luc
5
Giot, Pierre
3
Rahbek, Anders
3
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2
Swensen, Anders Rygh
2
Babsiri, Mohamed el
1
Bohn Nielsen, Heino
1
Cavaliere, Giuseppe
1
Dijk, Herman K. van
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Franchi, Massimo
1
Gatarek, Lukasz
1
Gonzalo, Jesús
1
Hafner, Christian M.
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Hendry, David F.
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Jouneau, Frédéric
1
Kurita, Takamitsu
1
Lubrano, Michel
1
Nielsen, Bent
1
Nyboe Tabor, Morten
1
Osiewalski, Jacek
1
Park, Byeong U.
1
Perera, Indeewara
1
Pitarakis, Jean-Yves
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Richard, Jean-François
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Rombouts, Jeroen V. K.
1
Simar, Léoopold
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CORE discussion paper : DP
Discussion papers / Department of Economics, University of Copenhagen
CEMMAP working papers / Centre for Microdata Methods and Practice
199
Discussion paper / Tinbergen Institute
91
Discussion paper series / IZA
89
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
88
Working paper / Department of Econometrics and Business Statistics, Monash University
86
Discussion papers of interdisciplinary research project 373
78
Cowles Foundation discussion paper
73
CESifo working papers
53
CREATES research paper
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
48
Working paper
45
SFB 649 discussion paper
43
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
41
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39
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39
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37
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30
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12
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
12
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
12
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
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1
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
3
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
4
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
Saved in:
5
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/10011625471
Saved in:
6
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011625538
Saved in:
7
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011654453
Saved in:
8
Asymptotic theory for terated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009382532
Saved in:
9
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10003942044
Saved in:
10
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008661901
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