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subject:"Probability theory"
subject:"Time series analysis"
~person:"Lütkepohl, Helmut"
~person:"Robinson, Peter M."
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Estimation theory
136
Schätztheorie
136
Zeitreihenanalyse
51
Theorie
46
Theory
46
VAR model
44
VAR-Modell
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Estimation
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Bootstrap approach
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Structural vector autoregression
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vector autoregressive process
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Maximum likelihood estimation
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Lütkepohl, Helmut
Robinson, Peter M.
Phillips, Peter C. B.
54
Gao, Jiti
49
Koopman, Siem Jan
38
Johansen, Søren
36
Teräsvirta, Timo
34
Nielsen, Morten Ørregaard
32
Linton, Oliver
28
Franses, Philip Hans
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Lucas, André
26
Taylor, Robert
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Kapetanios, George
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Maravall Herrero, Agustín
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Sibbertsen, Philipp
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Koop, Gary
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Pesaran, M. Hashem
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Chambers, Marcus J.
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Harvey, Andrew C.
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Leybourne, Stephen James
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McAleer, Michael
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Swanson, Norman R.
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Gouriéroux, Christian
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Hassler, Uwe
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Hyndman, Rob J.
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Härdle, Wolfgang
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Peng, Bin
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Perron, Pierre
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Bauwens, Luc
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Xiao, Zhijie
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Dong, Chaohua
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Li, Degui
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Nielsen, Bent
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Sentana, Enrique
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Stock, James H.
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Blasques, Francisco
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Cavaliere, Giuseppe
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Chen, Xiaohong
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Hendry, David F.
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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Testing for nonnormality of autoregressive time series
Lütkepohl, Helmut
;
Schneider, Wolfgang
-
1988
Persistent link: https://www.econbiz.de/10000743536
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