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subject:"Zeitreihenanalyse"
~isPartOf:"Essays in honor of Joon Y. Park : econometric theory"
~type_genre:"Book section"
~type_genre:"Reprint"
~type_genre:"Sammelwerk"
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Zeitreihenanalyse
Cointegration
1
Estimation theory
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Forecasting model
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Kleinste-Quadrate-Methode
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Kointegration
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Least squares method
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Non-linearity
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Schätztheorie
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Simulation
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Time series analysis
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cointegration
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constrained least squares estimator
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non-stationarity
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single-index models
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stockreturn predictability
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Zhou, Ying
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Essays in honor of Joon Y. Park : econometric theory
Bootstrap inference in time series econometrics
2
Applied quantitative finance
1
Applying Kernel and nonparametric estimation to economic topics
1
Cointegration for the applied economist
1
Commerce, complexity, and evolution : topics in economics, finance, marketing, and management ; proceedings of the Twelfth International Symposium in Economic Theory and Econometrics
1
ECON PhD dissertations
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Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
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Financial econometrics and empirical market microstructure
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Heterogenous agents, interactions and economic performance
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Journal of applied econometrics
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Long memory in economics : with 50 tables
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Modelling macroeconomic time series with smooth transition autoregressions
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Monday February 12th, 1996. - 1996. - [Ca. 150] S. in getr. Zählung : graph. Darst. - Enth. 16 Beitr.
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Statistics : textbooks and monographs
1
The complex dynamics of economic interaction : essays in economics and econophysics
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The supply chain in manufacturing, distribution, and transportation : modeling, optimization, and applications
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The theory of monetary aggregation
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Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
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