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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"McElroy, Tucker"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Biografie"
~type_genre:"Book section"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Zeitreihenanalyse
Estimation theory
10
Schätztheorie
10
Time series analysis
9
Forecasting model
2
Prognoseverfahren
2
Saisonale Schwankungen
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VAR model
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ARCH model
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Analysis of variance
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Autocorrelation
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Cointegration
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Cyclical long memory
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EU countries
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EU-Staaten
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Estimation
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Kernel spectral estimator
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Measurement
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Messung
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McElroy, Tucker
Phillips, Peter C. B.
30
Linton, Oliver
19
Leybourne, Stephen James
18
Johansen, Søren
17
Lütkepohl, Helmut
17
Teräsvirta, Timo
17
Gao, Jiti
16
Harvey, Andrew C.
16
Taylor, Robert
16
Perron, Pierre
15
Chambers, Marcus J.
13
Ghysels, Eric
13
Hassler, Uwe
13
King, Maxwell L.
13
Robinson, Peter M.
13
Xiao, Zhijie
13
Hendry, David F.
12
Gouriéroux, Christian
11
Li, Qi
11
McAleer, Michael
11
Tauchen, George Eugene
11
White, Halbert
11
Baillie, Richard
10
Bauwens, Luc
10
Hansen, Bruce E.
10
Hong, Yongmiao
10
Koop, Gary
10
Lucas, André
10
Stock, James H.
10
Zhu, Ke
10
Andrews, Donald W. K.
9
Baltagi, Badi H.
9
Chan, Ngai Hang
9
Granger, C. W. J.
9
Harvey, David I.
9
Kapetanios, George
9
Koopman, Siem Jan
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Li, Jia
9
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Econometric reviews
1
Econometric theory
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
International journal of forecasting
1
Journal of econometrics
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Journal of financial econometrics
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ECONIS (ZBW)
9
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1
Testing collinearity of vector time series
McElroy, Tucker
;
Jach, Agnieszka
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10012166700
Saved in:
2
Subsampling inference for the autocorrelations of GARCH processes
McElroy, Tucker
;
Jach, Agnieszka
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 495-515
Persistent link: https://www.econbiz.de/10012054818
Saved in:
3
Multistep ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Saved in:
4
When are direct multi-step and iterative forecasts identical?
McElroy, Tucker
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 315-336
Persistent link: https://www.econbiz.de/10011305168
Saved in:
5
The algebraic structure of transformed time series
McElroy, Tucker
;
Pang, Osbert
- In:
Empirical economic and financial research : theory, …
,
(pp. 89-104)
.
2015
Persistent link: https://www.econbiz.de/10010490160
Saved in:
6
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 211-225
Persistent link: https://www.econbiz.de/10010497087
Saved in:
7
Multi-step-ahead estimation of time series models
McElroy, Tucker
;
Wildi, Marc
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 378-394
Persistent link: https://www.econbiz.de/10009787041
Saved in:
8
Fixed-b asymptotics for the studentized mean from time series with short, long, or negative memory
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Econometric theory
28
(
2012
)
2
,
pp. 471-481
Persistent link: https://www.econbiz.de/10009520933
Saved in:
9
Signal extraction revision variances as a goodness-of-fit measure
McElroy, Tucker
;
Wildi, Marc
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009623322
Saved in:
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