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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~source:"econis"
~subject:"VAR-Modell"
~subject:"cointegration"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
VAR-Modell
cointegration
Estimation theory
381
Schätztheorie
381
Theorie
139
Theory
139
Zeitreihenanalyse
119
Estimation
76
Schätzung
76
Regression analysis
36
Regressionsanalyse
36
Nichtparametrisches Verfahren
29
Nonparametric statistics
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ARCH-Modell
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Statistical test
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Statistischer Test
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USA
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United States
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Cointegration
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Strukturbruch
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Stochastic process
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Stochastischer Prozess
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Bayes-Statistik
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Bayesian inference
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Panel study
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Teräsvirta, Timo
3
Arvanitis, Stelios
2
Asai, Manabu
2
Baillie, Richard
2
Chan, Joshua
2
Demetrescu, Matei
2
Hafner, Christian M.
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Kapetanios, George
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Koop, Gary
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Kurozumi, Eiji
2
Lee, Junsoo
2
Li, Jing
2
Peiris, Shelton
2
Pesaran, M. Hashem
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Politis, Dimitris N.
2
Schweikert, Karsten
2
Skrobotov, Anton
2
Ventosa-Santaulària, Daniel
2
Vredin, Anders
2
Weiß, Christian H.
2
Abadir, Karim Maher
1
Abbara, Omar
1
Aleksandrov, Boris
1
Allen, David E.
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Bai, Jushan
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Born, Benjamin
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Boubaker, Heni
1
Bray, Jeremy W.
1
Brorsen, B. Wade
1
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1
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Journal of applied econometrics
Journal of time series econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
350
Econometric theory
174
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Economics letters
158
Discussion paper / Tinbergen Institute
119
Econometric reviews
101
International journal of forecasting
73
Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
58
Journal of forecasting
55
Applied economics letters
53
Econometrics : open access journal
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Cowles Foundation discussion paper
46
NBER Working Paper
45
The econometrics journal
43
Journal of the American Statistical Association : JASA
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
Economic modelling
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Center for Economic Research, Tilburg University
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EUI working paper / ECO
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Oxford bulletin of economics and statistics
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SFB 649 discussion paper
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Report / Econometric Institute, Erasmus University Rotterdam
28
Journal of empirical finance
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26
Discussion paper
25
NBER technical working paper series
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Working paper series
25
CESifo working papers
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CEMMAP working papers / Centre for Microdata Methods and Practice
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1
Outlier robust inference in the instrumental variable model with applications to causal effects
Klooster, Jens
;
Zhelonkin, Mikhail
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 86-106
Persistent link: https://www.econbiz.de/10014474440
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2
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
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3
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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4
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
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5
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
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6
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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7
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
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8
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
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9
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
10
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
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