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type_genre:"Sammelwerk"
~person:"Eitrheim, Øyvind"
~person:"Harvey, Andrew C."
~person:"Phillips, Peter C. B."
~type_genre:"Book section"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation theory"
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Estimation theory
14
Schätztheorie
14
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7
Theory
7
Time series analysis
7
Zeitreihenanalyse
7
Macroeconometrics
2
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2
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2
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2
08.10.1993
1
1969-1993
1
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1
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Eitrheim, Øyvind
Harvey, Andrew C.
Phillips, Peter C. B.
Baltagi, Badi H.
18
Ullah, Aman
13
Gouriéroux, Christian
9
Hill, Rufus Carter
9
Maddala, Gangadharrao S.
9
Renault, Eric
9
Barnett, William A.
8
Dufour, Jean-Marie
8
Hausman, Jerry A.
7
Hendry, David F.
7
Songsak Sriboonchitta
7
Fomby, Thomas B.
6
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6
Judge, George G.
6
King, Maxwell L.
6
Li, Qi
6
Mittelhammer, Ron C.
6
Newey, Whitney K.
6
Pesaran, M. Hashem
6
Rao, Calyampudi Radhakrishna
6
Andersson, Michael K.
5
Engle, Robert F.
5
Lee, Tae-hwy
5
Schneeweiß, Hans
5
Stock, James H.
5
Anselin, Luc
4
Arminger, Gerhard
4
Basmann, Robert L.
4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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Four essays on the multivariate modelling of nonstationary economic time series
3
Advanced texts in econometrics
1
An Elgar reference collection
1
Econometric theory
1
Essays in honor of Cheng Hsiao
1
Growth and cycle in the Euro-zone
1
Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
The international library of critical writings in econometrics
1
Zero-coupon yield curves : technical documentation
1
Økonomiske doktoravhandlinger
1
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ECONIS (ZBW)
14
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14
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date (oldest first)
1
Testing convergence using HAR inference
Kong, Jianning
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Essays in honor of Cheng Hsiao
,
(pp. 25-72)
.
2020
Persistent link: https://www.econbiz.de/10012249348
Saved in:
2
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
3
Trends estimation, signal-noise ratios and the frequency of observations
Harvey, Andrew C.
;
Trimbur, Thomas M.
- In:
Growth and cycle in the Euro-zone
,
(pp. 60-75)
.
2006
Persistent link: https://www.econbiz.de/10003412110
Saved in:
4
Estimation of spot and forward rates from daily observations
Eitrheim, Øyvind
- In:
Zero-coupon yield curves : technical documentation
,
(pp. 20-22)
.
2005
Persistent link: https://www.econbiz.de/10003288596
Saved in:
5
A unified approach to testing for stationarity and unit roots
Harvey, Andrew C.
- In:
Identification and inference for econometric models : …
,
(pp. 403-425)
.
2005
Persistent link: https://www.econbiz.de/10003352588
Saved in:
6
Readings in unobserved components models
Harvey, Andrew C.
(
ed.
);
Proietti, Tommaso
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002421308
Saved in:
7
Rissanen's theorem and econometric time series
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Simplicity, inference and modeling : keeping it …
,
(pp. 165-180)
.
2001
Persistent link: https://www.econbiz.de/10001651909
Saved in:
8
Four essays on the multivariate modelling of nonstationary economic time series
Eitrheim, Øyvind
-
1996
Persistent link: https://www.econbiz.de/10000963877
Saved in:
9
The demand for broad money and tests for neglected monetary effects on inflation : empirical evidence for Norway 1969 to 1993
Eitrheim, Øyvind
- In:
Four essays on the multivariate modelling of …
,
(pp. 211-383)
.
1996
Persistent link: https://www.econbiz.de/10001321600
Saved in:
10
The robustness of cointegration tests in misspecified models : some Monte Carlo evidence
Eitrheim, Øyvind
- In:
Four essays on the multivariate modelling of …
,
(pp. 101-161)
.
1996
Persistent link: https://www.econbiz.de/10001321603
Saved in:
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