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subject:"Time series analysis"
~person:"Ghysels, Eric"
~person:"Harvey, Andrew C."
~subject:"Theorie"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Theorie
Estimation theory
18
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18
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8
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3
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3
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3
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Ghysels, Eric
Harvey, Andrew C.
Härdle, Wolfgang
59
Phillips, Peter C. B.
40
Gao, Jiti
37
Pesaran, M. Hashem
37
Franses, Philip Hans
32
Koopman, Siem Jan
31
Gouriéroux, Christian
30
Swanson, Norman R.
26
Johansen, Søren
25
Lütkepohl, Helmut
25
Nielsen, Morten Ørregaard
24
Imbens, Guido
23
Lucas, André
23
Maravall Herrero, Agustín
23
Brännäs, Kurt
22
Kapetanios, George
20
Teräsvirta, Timo
20
Kohn, Robert
19
Linton, Oliver
19
Sibbertsen, Philipp
19
Heckman, James J.
18
Kleibergen, Frank
18
McAleer, Michael
18
Robert, Christian P.
18
Spokojnyj, Vladimir G.
18
Stahlecker, Peter
18
Diebold, Francis X.
17
Breitung, Jörg
16
Koop, Gary
16
Peng, Bin
16
Giles, David E. A.
15
Sheather, Simon J.
15
Zakoïan, Jean-Michel
15
Angrist, Joshua D.
14
Feng, Yuanhua
14
Monfort, Alain
14
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13
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13
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13
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13
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3
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3
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2
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ECONIS (ZBW)
13
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Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
2
On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric
;
Miller, J. Isaac
-
2014
-
Rev .
Persistent link: https://www.econbiz.de/10010231623
Saved in:
3
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric
;
Miller, J. Isaac
-
2013
-
Rev.
Persistent link: https://www.econbiz.de/10010200462
Saved in:
4
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
5
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
6
Testing for trend
Busetti, Fabio
-
2007
Persistent link: https://www.econbiz.de/10013439576
Saved in:
7
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
8
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
9
Nonparametric methods and option pricing
Ghysels, Eric
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000976278
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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