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type_genre:"Non-commercial literature"
type_genre:"Working Paper"
~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Zeitreihenanalyse"
~type_genre:"Amtliche Publikation"
~type_genre:"Sammelwerk"
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Zeitreihenanalyse
Estimation
67
Schätzung
67
Estimation theory
34
Schätztheorie
34
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Time series analysis
24
Panel
19
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Cointegration
12
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1998-1999
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Gao, Jiti
13
Linton, Oliver
4
Hyndman, Rob J.
3
Athanasopoulos, George
2
Cai, Biqing
2
Cheng, Tingting
2
Martin, Gael M.
2
Peng, Bin
2
Poskitt, Donald Stephen
2
Vahid, Farshid
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Yan, Yayi
2
Yang, Yanrong
2
Bailey, Natalia
1
Chen, Xiangjin B.
1
Dong, Chaohua
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Forbes, Catherine Scipione
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Gamakumara, Puwasala
1
Grose, Simone D.
1
Guo, M.
1
Haghbin, Hossein
1
Harris, David
1
Hashemi, Maryam
1
Jiang, Bin
1
Kapetanios, George
1
Kew, Hsein
1
Koo, Bonsoo
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La Vecchia, Davide
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Leigh, Catherine
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Li, Degui
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Liu, Fei
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Ma, Shujie
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Maneesoonthorn, Worapree
1
Mengersen, Kerrie
1
Pan, G.
1
Pan, Guangming
1
Panagiotelis, Anastasios
1
Pesaran, M. Hashem
1
Santos-Fernández, Edgar
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
60
CESifo working papers
58
Working paper
35
Economics and finance working paper series
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
26
CAMA working paper series
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CREATES research paper
25
SFB 649 discussion paper
21
Discussion paper series / IZA
18
Discussion papers of interdisciplinary research project 373
16
Cambridge working papers in economics
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
13
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Queen's Economics Department working paper
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Working paper series / Department of Economics, Auburn University
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Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
5
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5
Economics working paper
5
Koç University - TÜSİAD Economic Research Forum working paper series
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ECONIS (ZBW)
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1
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
2
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
5
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
6
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
-
2020
Persistent link: https://www.econbiz.de/10012606889
Saved in:
7
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
8
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
9
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
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