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subject:"Time series analysis"
~isPartOf:"Economics letters"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Kointegration"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Kointegration
Statistischer Test
Estimation theory
1,185
Schätztheorie
1,185
Theorie
414
Theory
414
Zeitreihenanalyse
171
Regression analysis
170
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Dette, Holger
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Knapp, Guido
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Leybourne, Stephen James
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Su, Liangjun
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2
Cai, Zongwu
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2
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2
Ploberger, Werner
2
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2
Scheffner, Axel
2
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2
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2
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Economics letters
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
456
Econometric theory
203
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
174
Econometric reviews
142
Discussion paper / Tinbergen Institute
117
Working paper / Department of Econometrics and Business Statistics, Monash University
76
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Journal of forecasting
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
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50
NBER Working Paper
46
Journal of the American Statistical Association : JASA
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Applied economics
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Cowles Foundation Discussion Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of time series econometrics
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Oxford bulletin of economics and statistics
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SFB 649 discussion paper
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Working paper series
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Discussion paper / Department of Economics, University of California San Diego
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Quantitative economics : QE ; journal of the Econometric Society
28
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ECONIS (ZBW)
237
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1
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
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2
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
3
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
4
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
5
Artificial regression test diagnostics for impact measures in spatial models
Deng, Mingyu
;
Wang, Mingxi
- In:
Economics letters
217
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013465488
Saved in:
6
On robust testing for trend
Skrobotov, Anton
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442001
Saved in:
7
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
8
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
9
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
10
A residual-based test for multivariate GARCH models using transformed quadratic residuals
Ke, Rui
;
Jia, Jing
;
Tan, Changchun
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886565
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