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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"EUI working paper / ECO"
~subject:"Autocorrelation"
~subject:"Exchange rate"
~subject:"Robustes Verfahren"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
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Exchange rate
Robustes Verfahren
Estimation theory
251
Schätztheorie
251
Theorie
113
Theory
112
Zeitreihenanalyse
50
Regression analysis
20
Regressionsanalyse
20
Statistical distribution
19
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19
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17
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Panel
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Statistical theory
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Maravall Herrero, Agustín
10
Čížek, Pavel
9
Einmahl, John H. J.
7
Gómez, Víctor
7
Werker, Bas J. M.
6
Drost, Feike C.
5
Maravall, Agustín
4
Akker, Ramon van den
3
Durbin, James
3
Franses, Philip Hans
3
Haldrup, Niels
3
Härdle, Wolfgang
3
Johansen, Søren
3
Kleijnen, Jack P. C.
3
Mizon, Grayham E.
3
Canova, Fabio
2
Chen Zhou
2
Fernández, Carmen
2
Fiorentini, Gabriele
2
He, Yi
2
Hendry, David F.
2
Koopman, Siem Jan
2
Magnus, Jan R.
2
McAleer, Michael
2
Nijman, Theodore E.
2
Peña, Daniel
2
Planas, Christophe
2
Schaumburg, Ernst
2
Sideris, Dimitrios
2
Steel, Mark F. J.
2
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1
Andreou, Elena
1
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1
Bai, Jun
1
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1
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1
Bera, Anil K.
1
Berthet, Philippe
1
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1
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1
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European University Institute / Department of Economics
12
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3
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Discussion paper / Center for Economic Research, Tilburg University
EUI working paper / ECO
Journal of econometrics
414
Econometric theory
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
191
Economics letters
188
Discussion paper / Tinbergen Institute
129
Econometric reviews
123
International journal of forecasting
79
Working paper / Department of Econometrics and Business Statistics, Monash University
68
CREATES research paper
65
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63
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
63
Applied economics letters
62
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60
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Cowles Foundation discussion paper
57
The econometrics journal
54
Econometrics : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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44
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Journal of time series econometrics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
35
Working paper series
32
Working paper / National Bureau of Economic Research, Inc.
30
Discussion paper
29
Oxford bulletin of economics and statistics
29
Report / Econometric Institute, Erasmus University Rotterdam
29
LSE STICERD Research Paper
28
SFB 649 discussion paper
28
NBER technical working paper series
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ECONIS (ZBW)
82
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Extreme value inference for general heterogeneous data
He, Yi
;
Einmahl, John H. J.
-
2024
Persistent link: https://www.econbiz.de/10014528470
Saved in:
3
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
4
Cube root weak convergence of empirical estimators of a density level set
Berthet, Philippe
;
Einmahl, John H. J.
-
2020
Persistent link: https://www.econbiz.de/10012227977
Saved in:
5
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
6
Simulation optimization through regression or Krigin metamodels
Kleijnen, Jack P. C.
-
2017
Persistent link: https://www.econbiz.de/10011659473
Saved in:
7
Jump-preserving varying-coefficient models for nonlinear time series
Čížek, Pavel
;
Koo, Chao Hui
-
2016
Persistent link: https://www.econbiz.de/10011643235
Saved in:
8
Robust solutions for systems of uncertain linear equations
Zhen, Jianzhe
;
Hertog, Dirk den
-
2015
Persistent link: https://www.econbiz.de/10011349881
Saved in:
9
Regression and kriging metamodels with their experimental designs in simulation : review
Kleijnen, Jack P. C.
-
2015
Persistent link: https://www.econbiz.de/10011349935
Saved in:
10
Robust estimation and moment selection in dynamic fixed-effects panel data models
Čížek, Pavel
;
Aquaro, Michele
-
2015
Persistent link: https://www.econbiz.de/10011348907
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