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subject:"Schätztheorie"
~person:"Giles, David E. A."
~person:"Phillips, Peter C. B."
~person:"Stahlecker, Peter"
~subject:"Bootstrap-Verfahren"
~subject:"Cointegration"
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Schätztheorie
Bootstrap-Verfahren
Cointegration
Theorie
472
Theory
472
Time series analysis
136
Zeitreihenanalyse
136
Estimation theory
113
Regression analysis
61
Regressionsanalyse
61
Einheitswurzeltest
59
Stochastic process
59
Stochastischer Prozess
59
Unit root test
59
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Econometrics
31
Ökonometrie
31
Autocorrelation
30
Autokorrelation
30
Kointegration
29
Panel
29
Panel study
29
Statistical test
26
Statistischer Test
26
Estimation
25
Schätzung
25
Method of moments
20
Momentenmethode
20
Modellierung
18
Scientific modelling
18
Bubbles
17
Fuzzy sets
17
Fuzzy-Set-Theorie
17
Spekulationsblase
17
Bias
16
Systematischer Fehler
15
Bootstrap approach
14
Decision under uncertainty
14
Entscheidung unter Unsicherheit
14
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33
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77
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77
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76
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76
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65
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65
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65
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65
Aufsatz im Buch
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Language
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English
151
German
3
Author
All
Giles, David E. A.
Phillips, Peter C. B.
Stahlecker, Peter
Lütkepohl, Helmut
86
Pesaran, M. Hashem
83
Härdle, Wolfgang
80
Swanson, Norman R.
62
Andrews, Donald W. K.
56
Gouriéroux, Christian
52
Franses, Philip Hans
51
Johansen, Søren
50
Saikkonen, Pentti
50
Robinson, Peter M.
48
McAleer, Michael
45
Newey, Whitney K.
43
Linton, Oliver
41
Nielsen, Morten Ørregaard
41
MacKinnon, James G.
40
Gil-Alaña, Luis A.
39
Banerjee, Anindya
38
Horowitz, Joel
38
Imbens, Guido
38
Kilian, Lutz
37
Breitung, Jörg
36
Caporale, Guglielmo Maria
36
Corradi, Valentina
36
Granger, C. W. J.
36
Hassler, Uwe
36
Baltagi, Badi H.
35
White, Halbert
35
Haldrup, Niels
34
Kapetanios, George
34
Kleijnen, Jack P. C.
34
Davidson, Russell
32
Gonçalves, Sílvia
32
Urbain, Jean-Pierre
31
Heckman, James J.
30
Krämer, Walter
30
Simar, Léopold
30
Jusélius, Katarina
29
King, Maxwell L.
29
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Cowles Foundation discussion paper
25
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Discussion paper / Department of Economics, University of Canterbury
11
Econometric theory
11
Journal of econometrics
11
Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Cowles Foundation Discussion Paper
5
Oxford bulletin of economics and statistics
5
Wirtschaftswissenschaftliche Diskussionsbeiträge / V
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Discussion paper
4
Econometric reviews
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
The review of economics and statistics
2
Applied economics letters
1
Econometrics : open access journal
1
Handbook of econometrics ; Vol. 1
1
Journal of economic surveys
1
Journal of quantitative economics
1
Mathematical methods of operations research
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
Special issue on new developments in time series econometrics
1
Statistical papers
1
Statistics : textbooks and monographs
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The econometrics journal
1
The journal of international trade & economic development
1
The review of financial studies
1
Working papers in economics
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ECONIS (ZBW)
154
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91
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154
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91
Applying the RESET test in allocation models : a cautionary note
Giles, David E. A.
;
Keil, Andrea S.
-
1996
Persistent link: https://www.econbiz.de/10000998492
Saved in:
92
Linear estimation in regression analysis using fuzzy prior information
Arnold, Bernhard
-
1995
Persistent link: https://www.econbiz.de/10000953247
Saved in:
93
Prediction in linear regression combining crisp data and fuzzy prior information
Arnold, Bernhard
-
1995
Persistent link: https://www.econbiz.de/10000953255
Saved in:
94
Fully modified least squares and vector autoregression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1023-1078
Persistent link: https://www.econbiz.de/10001190392
Saved in:
95
Trending multiple time series : symposium issue
Phillips, Peter C. B.
(
contributor
)
- In:
Econometric theory
11
(
1995
)
5
,
pp. 811-1176
Persistent link: https://www.econbiz.de/10001195990
Saved in:
96
The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 35-61
Persistent link: https://www.econbiz.de/10001196307
Saved in:
97
Advances in econometrics and quantitative economics : essays in honor of Professor C. R. Rao
Phillips, Peter C. B.
;
Srinivasan, Thirukodikaval N.
-
1995
-
1. publ.
Persistent link: https://www.econbiz.de/10013548699
Saved in:
98
Some exact distribution theory for maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 73-93
Persistent link: https://www.econbiz.de/10001169511
Saved in:
99
A reexamination of the consumption function using frequency domain regressions
Corbae, Dean
- In:
Empirical economics : a journal of the Institute for …
19
(
1994
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10001175474
Saved in:
100
Price indices : systems estimation and tests
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
(
1994
),
pp. 219-225
Persistent link: https://www.econbiz.de/10001177285
Saved in:
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