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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Poskitt, Donald Stephen"
~person:"Steland, Ansgar"
~subject:"Statistischer Test"
~type_genre:"Collection of articles of several authors"
~type_genre:"Forschungsbericht"
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Zeitreihenanalyse
Statistischer Test
Estimation theory
7
Schätztheorie
7
Theorie
5
Theory
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Statistical test
3
Time series analysis
3
Control Charts
2
EWMA
2
Financial market
2
Finanzmarkt
2
Sequential test
2
Sequentialtest
2
Autocorrelation
1
Autokorrelation
1
IV-Schätzung
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Induktive Statistik
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Statistical inference
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Aufsatz im Buch
Collection of articles of several authors
Forschungsbericht
Arbeitspapier
15
Graue Literatur
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Poskitt, Donald Stephen
Steland, Ansgar
Engle, Robert F.
5
Gredenhoff, Mikael P.
5
Baltagi, Badi H.
4
Harvey, Andrew C.
4
Andersson, Michael K.
3
Dufour, Jean-Marie
3
Elagin, Mstislav
3
Gao, Jiti
3
Hellström, Jörgen
3
Hendry, David F.
3
King, Maxwell L.
3
Lee, Sangyeol
3
Lütkepohl, Helmut
3
Mátyás, László
3
Sibbertsen, Philipp
3
Spokojnyj, Vladimir G.
3
Barnett, William A.
2
Brännäs, Kurt
2
Chan, Ngai Hang
2
Feng, Yuanhua
2
Fomby, Thomas B.
2
Franke, Jürgen
2
Granger, C. W. J.
2
He, Changli
2
Heiler, Siegfried
2
Johansen, Søren
2
Kane-Janus, Couro
2
Kock, Anders Bredahl
2
Leipus, Remigijus
2
Medeiros, Marcelo C.
2
Mills, Terence C.
2
Pathairat Pastpipatkul
2
Pauly, Ralf
2
Pesaran, M. Hashem
2
Phillips, Peter C. B.
2
Polasek, Wolfgang
2
Proietti, Tommaso
2
Sevestre, Patrick
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
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Approximating the distribution of the instrumental variables estimator when the concentration parameter is small
Poskitt, Donald Stephen
;
Skeels, Christopher L.
-
2004
Persistent link: https://www.econbiz.de/10002474716
Saved in:
2
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
-
2003
-
Revision
Persistent link: https://www.econbiz.de/10001813124
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3
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
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4
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
Saved in:
5
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
6
Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 87-100)
.
1998
Persistent link: https://www.econbiz.de/10001301453
Saved in:
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