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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometric reviews"
~isPartOf:"The econometrics journal"
~person:"Baillie, Richard"
~person:"Fiebig, Denzil G."
~subject:"Estimation"
~subject:"Statistical inference"
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Probability theory
Statistische Methodenlehre
Estimation
Statistical inference
Estimation theory
6
Schätztheorie
6
Bayes-Statistik
2
Bayesian inference
2
Confidence intervals
2
Induktive Statistik
2
Probit model
2
Probit-Modell
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Schätzung
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Theorie
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Theory
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Time series analysis
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Australien
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Autocorrelation
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Autokorrelation
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Autoregressive approximation
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Cancer
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Heteroscedasticity
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Heteroskedastizität
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Impulse response function
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Kleinste-Quadrate-Methode
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Korrelation
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Krebskrankheit
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Least squares method
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fractional integration
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impulse responses
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long memory processes
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Baillie, Richard
Fiebig, Denzil G.
Lee, Lung-fei
3
Teräsvirta, Timo
3
Andrews, Donald W. K.
2
Bera, Anil K.
2
Cripps, Edward
2
Dufour, Jean-Marie
2
Jiang, Jiancheng
2
Jiang, Xuejun
2
Kapetanios, George
2
King, Maxwell L.
2
Kohn, Robert
2
Kumbhakar, Subal
2
Otsu, Taisuke
2
Pai Xu
2
Rodríguez Poo, Juan Manuel
2
Silvapulle, Mervyn J.
2
Xiao, Zhijie
2
Yu, Jihai
2
Aguirre, Víctor M.
1
Amado, Cristina
1
Armah, Nii Ayi
1
Baltagi, Badi H.
1
Bao, Yong
1
Barassi, Marco R.
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bewley, Ronald A.
1
Blevins, Jason R.
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Bosquet, Clément
1
Boswijk, Herman Peter
1
Boulhol, Hervé
1
Bravo, Francesco
1
Breunig, Christoph
1
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1
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Econometric reviews
The econometrics journal
CORE discussion paper : DP
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of international money and finance
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Journal of risk and financial management : JRFM
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The journal of finance : the journal of the American Finance Association
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Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
2
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
3
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
4
Bayesian estimation of a random effects heteroscedastic probit model
Gu, Yuanyuan
;
Fiebig, Denzil G.
;
Cripps, Edward
;
Kohn, …
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 324-339
Persistent link: https://www.econbiz.de/10003875768
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