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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Statistical theory"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Statistical theory
VAR-Modell
Estimation theory
751
Schätztheorie
751
Theorie
251
Theory
251
Zeitreihenanalyse
201
Estimation
143
Schätzung
143
Nichtparametrisches Verfahren
117
Nonparametric statistics
117
USA
106
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105
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99
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99
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54
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33
Bootstrap approach
31
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31
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31
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29
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29
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27
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228
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Stock, James H.
7
Angrist, Joshua D.
5
Nelson, Daniel B.
5
Imbens, Guido
4
Su, Liangjun
4
Watson, Mark W.
4
West, Kenneth D.
4
Diebold, Francis X.
3
Franses, Philip Hans
3
Gao, Jiti
3
Ghysels, Eric
3
Akgiray, Vedat
2
Altonji, Joseph G.
2
Arvanitis, Stelios
2
Asai, Manabu
2
Bera, Anil K.
2
Bollerslev, Tim
2
Den Haan, Wouter J.
2
Elliott, Graham
2
Escanciano, Juan Carlos
2
Foster, Dean P.
2
González-Rivera, Gloria
2
Granger, C. W. J.
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Higgins, Matthew Lawrence
2
Javed, Farrukh
2
Jing, Bingyi
2
King, Maxwell L.
2
Koop, Gary
2
Krueger, Alan B.
2
Kurozumi, Eiji
2
Lan, Wei
2
Liesenfeld, Roman
2
Lütkepohl, Helmut
2
Milunovich, George
2
Nelson, Charles R.
2
Nielsen, Morten Ørregaard
2
Peiris, Shelton
2
Peng, Bin
2
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National Bureau of Economic Research
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of time series econometrics
Technical working paper / National Bureau of Economic Research
Journal of econometrics
378
Econometric theory
194
Economics letters
179
Discussion paper / Tinbergen Institute
125
Econometric reviews
125
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
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73
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73
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64
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55
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55
Applied economics letters
54
Econometrics : open access journal
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cowles Foundation discussion paper
49
The econometrics journal
45
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44
Journal of the American Statistical Association : JASA
42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Oxford bulletin of economics and statistics
40
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39
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39
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38
Journal of applied econometrics
36
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34
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34
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33
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32
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32
Report / Econometric Institute, Erasmus University Rotterdam
31
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30
Working paper series
30
SFB 649 discussion paper
29
Journal of empirical finance
27
CORE discussion paper : DP
26
Umeå economic studies
26
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ECONIS (ZBW)
264
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
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
Saved in:
3
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
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
Saved in:
5
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
7
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
8
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
9
Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10014449847
Saved in:
10
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
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