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subject:"Zeitreihenanalyse"
~person:"Li, Degui"
~person:"Teräsvirta, Timo"
~subject:"ARMA-Modell"
~subject:"Bandwidth selection"
~subject:"Kapitaleinkommen"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
ARMA-Modell
Bandwidth selection
Kapitaleinkommen
Estimation theory
42
Schätztheorie
42
Time series analysis
27
ARCH model
10
ARCH-Modell
10
Theorie
10
Theory
10
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Volatility
7
Volatilität
7
Nichtlineare Regression
6
Nonlinear regression
6
VAR model
6
VAR-Modell
6
Correlation
5
Korrelation
5
Autocorrelation
4
Autokorrelation
4
Börsenkurs
4
Estimation
4
Schätzung
4
Share price
4
Statistical test
4
Statistischer Test
4
Cointegration
3
Kointegration
3
Modellierung
3
Multivariate Analyse
3
Multivariate analysis
3
Regression analysis
3
Regressionsanalyse
3
Scientific modelling
3
ARMA model
2
Business network
2
Cluster analysis
2
Clusteranalyse
2
Sampling
2
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Free
19
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Book / Working Paper
29
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Arbeitspapier
Graue Literatur
31
Non-commercial literature
31
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29
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26
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26
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English
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Li, Degui
Teräsvirta, Timo
Gao, Jiti
37
Koopman, Siem Jan
30
Phillips, Peter C. B.
27
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
22
Lütkepohl, Helmut
21
Sibbertsen, Philipp
21
Franses, Philip Hans
19
Kapetanios, George
19
Härdle, Wolfgang
16
Linton, Oliver
16
Lucas, André
16
Peng, Bin
16
Pesaran, M. Hashem
16
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Swanson, Norman R.
13
Diebold, Francis X.
12
Gómez, Víctor
11
Koop, Gary
11
Ooms, Marius
11
Spokojnyj, Vladimir G.
11
Beran, Jan
10
Marcellino, Massimiliano
10
Nielsen, Bent
10
Blasques, Francisco
9
Brännäs, Kurt
9
Cai, Zongwu
9
Croux, Christophe
9
Dong, Chaohua
9
Martin, Gael M.
9
Miller, J. Isaac
9
Mélard, Guy
9
Schlicht, Ekkehart
9
Sentana, Enrique
9
Taylor, Robert
9
Bauwens, Luc
8
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Ekonomiska forskningsinstitutet <Stockholm>
3
Norges Bank / Utredningsavdelingen
1
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CREATES research paper
7
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Discussion paper / Tinbergen Institute
4
Working paper series in economics and finance
3
Discussion papers in economics
2
SSE EFI working paper series in economics and finance
2
Arbeidsnotat / Norges Bank
1
Arbeidsnotat / Norges Bank / Norges Bank
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
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1
Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
29
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1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Estimation of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2024
Persistent link: https://www.econbiz.de/10014534134
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
6
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
7
New semiparametric estimation procedure for functional coefficient longitudinal data models
Chen, Jia
;
Li, Degui
;
Xia, Yingcun
-
2015
Persistent link: https://www.econbiz.de/10011411615
Saved in:
8
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
9
A Lagrange multiplier test for testing the adequacy of the constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
-
2014
Persistent link: https://www.econbiz.de/10010237808
Saved in:
10
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
Saved in:
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