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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"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Autocorrelation
Exchange rate
Estimation theory
251
Schätztheorie
251
Theorie
113
Theory
112
Zeitreihenanalyse
50
Regression analysis
20
Regressionsanalyse
20
Statistical distribution
19
Statistische Verteilung
19
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Estimation
16
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16
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15
Wahrscheinlichkeitsrechnung
15
Statistical test
14
Statistischer Test
14
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13
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13
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10
Prognoseverfahren
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Cointegration
9
Kointegration
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Robust statistics
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Least squares method
7
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
7
Panel
7
Panel study
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Statistical theory
7
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7
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English
73
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Maravall Herrero, Agustín
10
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
Johansen, Søren
3
Mizon, Grayham E.
3
Čížek, Pavel
3
Canova, Fabio
2
Chen Zhou
2
Fernández, Carmen
2
Fiorentini, Gabriele
2
He, Yi
2
Hendry, David F.
2
Härdle, Wolfgang
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
Acconcia, Antonio
1
Andreou, Elena
1
Bai, Jun
1
Banerjee, Anindya
1
Banerjee, Anurag Narayan
1
Bera, Anil K.
1
Berthet, Philippe
1
Chambers, Marcus J.
1
Charlier, Erwin
1
Corsetti, Giancarlo
1
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European University Institute / Department of Economics
12
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3
Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
EUI working paper / ECO
Journal of econometrics
393
Econometric theory
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Economics letters
177
Discussion paper / Tinbergen Institute
127
Econometric reviews
120
International journal of forecasting
75
Working paper / Department of Econometrics and Business Statistics, Monash University
68
CREATES research paper
63
Journal of forecasting
61
Applied economics letters
59
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Cowles Foundation discussion paper
54
Econometrics : open access journal
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
NBER Working Paper
51
The econometrics journal
50
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Economic modelling
42
Journal of time series econometrics
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of the American Statistical Association : JASA
40
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39
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36
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
Journal of empirical finance
34
Computational economics
33
NBER working paper series
33
Oxford bulletin of economics and statistics
29
Report / Econometric Institute, Erasmus University Rotterdam
29
Discussion paper
28
NBER technical working paper series
27
SFB 649 discussion paper
27
Working paper / National Bureau of Economic Research, Inc.
27
Working paper series
27
Technical working paper / National Bureau of Economic Research
26
Discussion paper / Centre for Economic Forecasting
25
LSE STICERD Research Paper
25
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31
Likelihood analysis of seasonal cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10013420119
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32
A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
Magnus, Jan R.
;
Durbin, James
-
1996
Persistent link: https://www.econbiz.de/10000939772
Saved in:
33
On Bayesian modelling of FAT tails and skewness
Fernández, Carmen
;
Steel, Mark F. J.
-
1996
Persistent link: https://www.econbiz.de/10000941276
Saved in:
34
Robust Bayesian inference on scale parameters
Fernández, Carmen
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1996
Persistent link: https://www.econbiz.de/10000941287
Saved in:
35
Experimental investigation of perceived risk in finite random walk processes
Genîzî, Ûrî
;
Das, Marcel
-
1996
Persistent link: https://www.econbiz.de/10000944060
Saved in:
36
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
37
Progressive modelling of macroeconomic time series : the LSE methodology
Mizon, Grayham E.
-
1995
Persistent link: https://www.econbiz.de/10000588991
Saved in:
38
Bayesian analysis of arma models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1995
Persistent link: https://www.econbiz.de/10000926871
Saved in:
39
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
Saved in:
40
Progressive modelling of macroeconomic time series : the LSE methodology
Mizon, Grayham E.
-
1995
Persistent link: https://www.econbiz.de/10013420265
Saved in:
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