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~institution:"Birkbeck College / Department of Economics"
~institution:"University of Chicago / Graduate School of Business"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Schätztheorie"
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Schätzung
Zeitreihenanalyse
Estimation theory
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Schätztheorie
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Nelson, Daniel B.
2
Psaradakis, Zacharias G.
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Sola, Martin
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Dacco, Roberto
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Birkbeck College / Department of Economics
University of Chicago / Graduate School of Business
National Bureau of Economic Research
101
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
Ekonomiska forskningsinstitutet <Stockholm>
23
European University Institute / Department of Economics
12
Umeå universitet
12
International Energy Agency
10
OECD
10
Centre for Quantitative Economics & Computing
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Organisation for Economic Co-operation and Development
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Umeå Universitet / Institutionen för Nationalekonomi
5
London School of Economics and Political Science
4
State University of New York at Albany / Department of Economics
4
University of New England / Department of Econometrics
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Banque de France / Direction des Etudes Economiques et de la Recherche
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European University Institute / Department of Law
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Federal Reserve System / Board of Governors
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University of Exeter / Department of Economics
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Australian National University / Faculty of Economics and Commerce
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Center for Economic Research <Tilburg>
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Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
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Econometrisch Instituut <Rotterdam>
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2
Federal Reserve System / Division of Research and Statistics
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2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
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2
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Discussion papers in economics
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ECONIS (ZBW)
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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
2
A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000945555
Saved in:
3
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
Saved in:
4
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
5
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899156
Saved in:
6
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899157
Saved in:
7
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
8
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
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