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subject:"US dollar"
subject:"Wechselkurs"
~isPartOf:"CREATES research paper"
~isPartOf:"Cambridge working papers in economics"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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US dollar
Wechselkurs
Statistical test
Estimation theory
200
Schätztheorie
200
Time series analysis
72
Zeitreihenanalyse
72
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Estimation
34
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Jochmans, Koen
4
Kristensen, Dennis
3
Teräsvirta, Timo
3
Caner, Mehmet
2
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2
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2
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2
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2
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2
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2
Bugni, Federico A.
1
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1
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1
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1
Demetrescu, Matei
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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CREATES research paper
Cambridge working papers in economics
Journal of econometrics
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Econometric reviews
58
Economics letters
52
CEMMAP working papers / Centre for Microdata Methods and Practice
45
Econometric theory
45
The econometrics journal
36
Cowles Foundation discussion paper
33
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24
Discussion paper / Tinbergen Institute
22
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
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20
Quantitative economics : QE ; journal of the Econometric Society
20
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OECD Guidelines for the Testing of Chemicals, Section 2
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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10
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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8
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ECONIS (ZBW)
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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
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2
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
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3
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
4
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
Saved in:
5
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
6
Testing correlation in error-component models
Jochmans, Koen
-
2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
Saved in:
7
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
8
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
9
The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
-
2018
Persistent link: https://www.econbiz.de/10012671331
Saved in:
10
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
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