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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"France"
~subject:"Schätztheorie"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatzsammlung"
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108
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Gouriéroux, Christian
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3
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3
Engle, Robert F.
3
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2
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Discussion paper / Department of Economics, University of California San Diego
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Working paper / National Bureau of Economic Research, Inc.
274
Discussion paper / Centre for Economic Policy Research
216
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191
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127
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104
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84
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39
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36
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32
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
29
Working papers of the Center of Economic Research at ETH Zurich
29
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
28
Documentos de trabajo / Banco de España, Servicio de Estudios
26
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
25
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
25
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
25
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24
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ECONIS (ZBW)
126
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1
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
-
2002
Persistent link: https://www.econbiz.de/10001738065
Saved in:
2
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001711721
Saved in:
3
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
4
Consistent estimation for aggregated GARCH processes
Komunjer, Ivana
-
2001
Persistent link: https://www.econbiz.de/10001591103
Saved in:
5
Estimation of copula models for time series of possibly different lenghts
Patton, Andrew J.
-
2001
Persistent link: https://www.econbiz.de/10001637762
Saved in:
6
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
7
Confidence intervals for autoregressive coefficients near one
Elliott, Graham
;
Stock, James H.
-
2000
Persistent link: https://www.econbiz.de/10001521879
Saved in:
8
Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.
;
Levin, Andrew T.
-
2000
Persistent link: https://www.econbiz.de/10001500668
Saved in:
9
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001464105
Saved in:
10
James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001495720
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