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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Econometric theory"
~subject:"Autocorrelation"
~subject:"Kapitaleinkommen"
~subject:"Monte-Carlo-Simulation"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Autocorrelation
Kapitaleinkommen
Monte-Carlo-Simulation
Prognoseverfahren
Volatility
Estimation theory
897
Schätztheorie
897
Theorie
334
Theory
334
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194
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
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102
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Phillips, Peter C. B.
8
Cavaliere, Giuseppe
6
Georgiev, Iliyan
5
Chan, Ngai Hang
4
Johansen, Søren
4
Leybourne, Stephen James
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Gao, Jiti
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Grégoir, Stéphane
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Jong, Robert M. de
3
Linton, Oliver
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Nielsen, Morten Ørregaard
3
Peng, Liang
3
Perron, Pierre
3
Politis, Dimitris N.
3
Robinson, Peter M.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Sun, Yixiao
3
Taylor, Robert
3
Velasco, Carlos
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Wu, Wei Biao
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Zhang, Rongmao
3
Blazsek, Szabolcs
2
Breitung, Jörg
2
Cai, Zongwu
2
Chen, Xiaohong
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2
Francq, Christian
2
Ghysels, Eric
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Harris, David
2
Hayakawa, Kazuhiko
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Horváth, Lajos
2
Inoue, Atsushi
2
Kanaya, Shin
2
Kim, Jong-Min
2
Kuersteiner, Guido M.
2
Lee, Lung-fei
2
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Granger Centre for Time Series Econometrics
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Applied economics
Econometric theory
Journal of econometrics
510
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
219
Economics letters
208
Discussion paper / Tinbergen Institute
132
Econometric reviews
132
International journal of forecasting
132
Journal of forecasting
104
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76
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75
Applied economics letters
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66
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66
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64
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64
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60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
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56
Cowles Foundation discussion paper
56
Journal of the American Statistical Association : JASA
56
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
Journal of empirical finance
52
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49
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Finance research letters
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Oxford bulletin of economics and statistics
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32
Journal of banking & finance
31
Journal of risk and financial management : JRFM
31
Discussion paper / Center for Economic Research, Tilburg University
30
Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
255
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
3
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
4
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
5
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
6
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
7
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
8
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
9
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
10
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
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