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subject:"Probability theory"
subject:"Time series analysis"
~institution:"Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Prognoseverfahren"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Prognoseverfahren
USA
Estimation theory
17
Schätztheorie
17
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8
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4
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4
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3
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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National Bureau of Economic Research
70
Ekonomiska forskningsinstitutet <Stockholm>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
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European University Institute / Department of Economics
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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Zero-coupon yield curves : technical documentation
2005
Persistent link: https://www.econbiz.de/10013437454
Saved in:
2
Estimating and interpreting probability density functions : proceedings of the workshop held at the BIS on 14 June 1999
1999
Persistent link: https://www.econbiz.de/10001431719
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3
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
4
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
-
1996
Persistent link: https://www.econbiz.de/10000944147
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5
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
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6
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
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7
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
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8
Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000897126
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9
An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000877388
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10
Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868853
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