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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~person:"Abadir, Karim Maher"
~person:"Davidson, James E. H."
~person:"Skrobotov, Anton"
~subject:"VAR model"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
VAR model
VAR-Modell
Estimation theory
4
Schätztheorie
4
Zeitreihenanalyse
4
Einheitswurzeltest
2
Statistical test
2
Statistischer Test
2
Structural break
2
Strukturbruch
2
Unit root test
2
ARMA model
1
ARMA-Modell
1
Bias
1
KPSS test
1
Metal market
1
Metallmarkt
1
Regression analysis
1
Regressionsanalyse
1
Systematischer Fehler
1
asymptotic local power
1
bias correction
1
infimum Dickey-Fuller tests
1
local trend break
1
log-periodogram regression
1
long memory
1
pre-testing
1
size distortion
1
skip-sampling
1
stationarity tests
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structural break
1
union of rejection
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unit root test
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Abadir, Karim Maher
Davidson, James E. H.
Skrobotov, Anton
Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Aleksandrov, Boris
1
Allen, David E.
1
Bardet, Jean-Marc
1
Born, Benjamin
1
Boubaker, Heni
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Game, Aaron
1
González Olivares, Daniel
1
Granger, C. W. J.
1
Guizar, Isai
1
Gómez-Zaldívar, Manuel
1
Hafner, Christian M.
1
Hassler, Uwe
1
Hendry, David F.
1
Hunt, Richard
1
Javed, Farrukh
1
Jensen, Anders Tolver
1
Lange, Theis
1
Larsson, Rolf
1
Lima, Luiz Renato
1
Liu-Evans, Gareth
1
Liu-Evans, Gareth D.
1
Louka, Alexandros
1
McAleer, Michael
1
McElroy, Tucker
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Journal of time series econometrics
Discussion papers in economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Department of Economics discussion papers
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Economics letters
1
Handbook of research methods and applications in empirical macroeconomics
1
Oxford bulletin of economics and statistics
1
The econometrics journal
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ECONIS (ZBW)
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On trend breaks and initial condition in unit root testing
Skrobotov, Anton
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011817686
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2
A test of the long memory hypothesis based on self-similarity
Davidson, James E. H.
;
Rambaccussing, Dooruj
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10011291316
Saved in:
3
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
Saved in:
4
Biases of correlograms and of AR representations of stationary series
Abadir, Karim Maher
;
Larsson, Rolf
- In:
Journal of time series econometrics
4
(
2012
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009623506
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