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subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~isPartOf:"Working papers in economics and econometrics"
~person:"Schmidt, Peter"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Kaufkraftparität"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Kaufkraftparität
Time varying parameters
Volatility
Theorie
12
Theory
12
Time series analysis
5
Schätztheorie
3
Einheitswurzeltest
2
Probability theory
2
Unit root test
2
Wahrscheinlichkeitsrechnung
2
Autocorrelation
1
Autokorrelation
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Method of moments
1
Momentenmethode
1
Nichtlineare Regression
1
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1
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Panel study
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Statistical theory
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Statistische Methodenlehre
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English
8
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Schmidt, Peter
Steel, Mark F. J.
16
Werker, Bas J. M.
15
Chan, Joshua
12
Franses, Philip Hans
11
Drost, Feike C.
10
Koop, Gary
9
Giles, David E. A.
8
Kapetanios, George
8
Nijman, Theodore E.
8
Osiewalski, Jacek
8
Hassler, Uwe
7
Kleijnen, Jack P. C.
7
Krämer, Walter
7
Li, Qi
7
Soest, Arthur van
7
Verbeek, Marno
7
Akker, Ramon van den
6
Fernández, Carmen
6
Hecq, Alain W. J.
6
Koopman, Siem Jan
6
Lee, Junsoo
6
Magnus, Jan R.
6
McAleer, Michael
6
Peel, David
6
Strachan, Rodney W.
6
Wong, Benjamin
6
Baillie, Richard
5
Einmahl, John H. J.
5
Groenendaal, Willem J. van
5
Kollmann, Robert
5
Lee, Myoung-jae
5
Melenberg, Bertrand
5
Moors, Johannes J. A.
5
Pagan, Adrian R.
5
Tran-van-Hoa
5
Wooldridge, Jeffrey M.
5
Ōgaki, Masao
5
Camba-Méndez, Gonzalo
4
Davidson, James E. H.
4
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CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Economics letters
Journal of empirical finance
Working paper series / European Central Bank ; Eurosystem
Working papers in economics and econometrics
Journal of econometrics
5
Journal of productivity analysis
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Econometric reviews
2
Applied quantitative finance : theory and computational tools
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic research reports
1
International economic review
1
Oxford bulletin of economics and statistics
1
Special issue on panel data analysis
1
Testing integration and cointegration
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ECONIS (ZBW)
8
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1
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
2
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
Han, Chirok
;
Schmidt, Peter
- In:
Economics letters
74
(
2001
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10001635465
Saved in:
3
On the power of point optimal tests of the trend stationarity hypothesis
Hwang, Jaeyoun
- In:
Economics letters
43
(
1993
)
2
,
pp. 143-147
Persistent link: https://www.econbiz.de/10001153574
Saved in:
4
Some results on testing for stationarity using data detrended in differences
Schmidt, Peter
- In:
Economics letters
41
(
1993
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10001144028
Saved in:
5
The KPSS stationarity test as a unit root test
Shin, Yongcheol
- In:
Economics letters
38
(
1992
)
4
,
pp. 387-392
Persistent link: https://www.econbiz.de/10001125470
Saved in:
6
A generalized method of moments estimator for long-memory processes
Tieslau, Margie A.
;
Schmidt, Peter
;
Baillie, Richard
-
1992
Persistent link: https://www.econbiz.de/10000848787
Saved in:
7
A modification of the Schmidt-Phillips unit root test
Schmidt, Peter
- In:
Economics letters
36
(
1991
)
3
,
pp. 285-289
Persistent link: https://www.econbiz.de/10001107893
Saved in:
8
Extended tabulations for Dickey-Fuller tests
Guilkey, David K.
- In:
Economics letters
31
(
1989
)
4
,
pp. 355-357
Persistent link: https://www.econbiz.de/10001080238
Saved in:
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