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type_genre:"Sammelwerk"
~isPartOf:"Econometric theory"
~subject:"Bayesian inference"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Bayesian inference
Time series analysis
USA
Estimation theory
723
Schätztheorie
723
Theorie
285
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285
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
103
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103
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Phillips, Peter C. B.
7
Chan, Ngai Hang
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Johansen, Søren
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Leybourne, Stephen James
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3
Chambers, Marcus J.
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Gao, Jiti
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Grégoir, Stéphane
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Nielsen, Morten Ørregaard
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Peng, Liang
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Politis, Dimitris N.
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Saikkonen, Pentti
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Seo, Won-Ki
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Taylor, Robert
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Zhang, Rongmao
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Breitung, Jörg
2
Chen, Xiaohong
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Georgiev, Iliyan
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Ghysels, Eric
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Harris, David
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Linton, Oliver
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Singer, Hermann
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Sun, Yiguo
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Sun, Yixiao
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Tjostheim, Dag
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2
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227
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159
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98
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74
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56
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55
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55
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52
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51
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47
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47
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46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
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30
Oxford bulletin of economics and statistics
30
American journal of agricultural economics
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International economic review
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European journal of operational research : EJOR
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Finance research letters
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ECONIS (ZBW)
166
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
3
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
4
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
5
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
6
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
7
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
8
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
9
Joint time-series and cross-section limit theory under mixingale assumptions
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
38
(
2022
)
5
,
pp. 942-958
Persistent link: https://www.econbiz.de/10013469685
Saved in:
10
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
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