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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Cattaneo, Matias D."
~person:"Franses, Philip Hans"
~person:"Swanson, Norman R."
~subject:"Bootstrap-Verfahren"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Bootstrap-Verfahren
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Time series analysis
Estimation theory
91
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91
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53
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53
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31
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16
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16
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12
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Cattaneo, Matias D.
Franses, Philip Hans
Swanson, Norman R.
Gao, Jiti
37
Nielsen, Morten Ørregaard
32
Koopman, Siem Jan
30
Phillips, Peter C. B.
29
Lütkepohl, Helmut
25
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23
Johansen, Søren
22
Härdle, Wolfgang
21
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18
Teräsvirta, Timo
18
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16
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16
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16
Peng, Bin
16
Chen, Xiaohong
15
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14
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14
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14
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14
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11
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Ooms, Marius
11
Wolf, Michael
11
Cai, Zongwu
10
Cavaliere, Giuseppe
10
Corradi, Valentina
10
Nielsen, Bent
10
Taylor, Robert
10
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9
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9
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9
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9
Dong, Chaohua
9
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9
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9
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9
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13
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8
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7
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Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
42
Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank
;
Franses, Philip Hans
-
1995
Persistent link: https://www.econbiz.de/10000915606
Saved in:
43
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
;
Haldrup, Niels
-
1993
Persistent link: https://www.econbiz.de/10000865567
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