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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Gredenhoff, Mikael P."
~person:"Johansen, Søren"
~subject:"Maximum likelihood estimation"
~type_genre:"Biografie"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Maximum likelihood estimation
Estimation theory
7
Schätztheorie
7
Time series analysis
7
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5
Theory
5
Simulation
2
Einheitswurzeltest
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Gredenhoff, Mikael P.
Johansen, Søren
Andersson, Michael K.
3
Gao, Jiti
3
Hellström, Jörgen
3
Brännäs, Kurt
2
Cartwright, Phillip A.
2
Chan, Joshua
2
Chan, Ngai Hang
2
Dufour, Jean-Marie
2
Engle, Robert F.
2
Feng, Yuanhua
2
Franke, Jürgen
2
Granger, C. W. J.
2
Harvey, Andrew C.
2
He, Changli
2
Heiler, Siegfried
2
Kane-Janus, Couro
2
King, Maxwell L.
2
Kock, Anders Bredahl
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Lee, Cheng F.
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Leipus, Remigijus
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Medeiros, Marcelo C.
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Mills, Terence C.
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Pathairat Pastpipatkul
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Pauly, Ralf
2
Pearlman, Joseph
2
Phillips, Peter C. B.
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Polasek, Wolfgang
2
Songsak Sriboonchitta
2
Steehouwer, Hens
2
Trovik, Tørres G.
2
Watson, Mark W.
2
Woraphon Yamaka
2
Woutersen, Tiemen
2
Yang, Bo
2
Abberger, Klaus
1
Abry, Patrice
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Bootstrap inference in time series econometrics
5
New directions in macromodelling
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
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ECONIS (ZBW)
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1
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
- In:
The methodology and practice of econometrics : a …
,
(pp. 1-36)
.
2009
Persistent link: https://www.econbiz.de/10003857820
Saved in:
2
A small sample correction of the Dickey-Fuller test
Johansen, Søren
- In:
New directions in macromodelling
,
(pp. 49-68)
.
2004
Persistent link: https://www.econbiz.de/10002717320
Saved in:
3
Bootstrap testing and approximate finite sample distributions for tests of linear restrictions on cointegrating vectors
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 121-148)
.
1998
Persistent link: https://www.econbiz.de/10001304235
Saved in:
4
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 101-120)
.
1998
Persistent link: https://www.econbiz.de/10001304236
Saved in:
5
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 59-100)
.
1998
Persistent link: https://www.econbiz.de/10001304237
Saved in:
6
Robust testing for fractional integration using the bootstrap
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 39-58)
.
1998
Persistent link: https://www.econbiz.de/10001304238
Saved in:
7
Bootstrap testing for fractional integration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 25-38)
.
1998
Persistent link: https://www.econbiz.de/10001304239
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