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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Time series analysis"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Ökonometrie
Time series analysis
Estimation theory
26
Schätztheorie
26
Zeitreihenanalyse
14
Cointegration
7
Kointegration
7
Bootstrap approach
6
Bootstrap-Verfahren
6
ARCH model
4
ARCH-Modell
4
Statistical test
4
Statistischer Test
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Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
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Nichtparametrisches Verfahren
3
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3
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3
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3
VAR-Modell
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2
Autokorrelation
2
Bootstrap
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Private consumption
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Privater Konsum
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Rational expectations
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Rationale Erwartung
2
Regression analysis
2
Robust statistics
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Robustes Verfahren
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Scientific modelling
2
1-step Huber-skip
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1965-2008
1
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1
Adjustment coefficients
1
Analysis of variance
1
Asymptotic Theory
1
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15
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English
15
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Johansen, Søren
8
Nielsen, Bent
4
Rahbek, Anders
4
Cavaliere, Giuseppe
3
Bohn Nielsen, Heino
2
Berenguer-Rico, Vanessa
1
Franchi, Massimo
1
Hetland, Simon Thinggaard
1
Kristensen, Dennis
1
Nielsen, Morten Ørregaard
1
Nyboe Tabor, Morten
1
Pedersen, Rasmus Søndergaard
1
Perera, Indeewara
1
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Discussion papers / Department of Economics, University of Copenhagen
Discussion paper / Tinbergen Institute
111
CEMMAP working papers / Centre for Microdata Methods and Practice
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
92
Working paper / Department of Econometrics and Business Statistics, Monash University
76
CREATES research paper
69
Cowles Foundation discussion paper
57
Discussion papers of interdisciplinary research project 373
56
Discussion paper series / IZA
48
SFB 649 discussion paper
41
Série des documents de travail / Centre de Recherche en Économie et Statistique
34
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Working paper
33
KBI
30
CESifo working papers
28
Discussion paper / Center for Economic Research, Tilburg University
28
Working paper series
27
Working paper / National Bureau of Economic Research, Inc.
26
Discussion paper
25
Working papers / TSE : WP
23
Umeå economic studies
20
Working papers series in theoretical and applied economics
20
Série des documents de travail
19
Econometrics papers
18
Economics discussion papers
18
EUI working paper / ECO
16
Queen's Economics Department working paper
16
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
CAMA working paper series
14
Documentos de trabajo / Banco de España, Servicio de Estudios
14
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
13
Technical working paper / National Bureau of Economic Research
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Working paper series / Department of Economics, University of Missouri-Columbia
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13
Discussion papers / CEPR
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Working papers / Rutgers University, Department of Economics
12
Cambridge working papers in economics
11
Department of Economics discussion paper series / University of Oxford
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Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
3
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
4
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
5
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
Saved in:
6
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2019
Persistent link: https://www.econbiz.de/10011992503
Saved in:
7
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
Saved in:
8
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011625471
Saved in:
9
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011654453
Saved in:
10
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667306
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