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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"ARCH-Modell"
~subject:"Regression analysis"
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Search: subject_exact:"AR(1) model"
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Zeitreihenanalyse
ARCH-Modell
Regression analysis
Autocorrelation
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Estimation theory
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Schätztheorie
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1928-1991
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ARCH model
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Sun, Yixiao
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Engle, Robert F.
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Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
51
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Econometric reviews
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Discussion paper / Tinbergen Institute
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Econometric theory
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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Applied economics letters
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Journal of empirical finance
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Journal of forecasting
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CREATES research paper
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The econometrics journal
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Energy economics
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Cowles Foundation discussion paper
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Economic modelling
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SSE EFI working paper series in economics and finance
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Working paper
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CESifo working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Cowles Foundation Discussion Paper
6
International review of financial analysis
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Journal of applied econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Discussion papers in economics
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Discussion papers of interdisciplinary research project 373
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Econometric Institute research papers
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of financial econometrics
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Risks : open access journal
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The European journal of finance
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CBN journal of applied statistics
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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Cambridge working papers in economics
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Computational economics
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Discussion papers / Department of Economics, University of Copenhagen
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A convergent t-statistic in spurious regressions
Sun, Yixiao
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2003
Persistent link: https://www.econbiz.de/10001753294
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
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2003
Persistent link: https://www.econbiz.de/10001753309
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3
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
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1996
Persistent link: https://www.econbiz.de/10000937862
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4
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
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1995
Persistent link: https://www.econbiz.de/10000929607
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