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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"ERIM report series research in management"
~isPartOf:"Econometric reviews"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Induktive Statistik"
~subject:"Theory"
~subject:"USA"
~type:"article"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
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USA
Time series analysis
215
Zeitreihenanalyse
215
Theorie
130
Schätztheorie
85
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Phillips, Peter C. B.
7
Taylor, Robert
7
Teräsvirta, Timo
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Spanos, Aris
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5
Kilian, Lutz
5
Maasoumi, Esfandiar
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4
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3
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Kapetanios, George
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Leybourne, Stephen James
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Lucas, André
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McAleer, Michael
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2
Dong, Chaohua
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Granger, C. W. J.
2
He, Changli
2
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2
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Discussion papers / CEPR
ERIM report series research in management
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598
International journal of forecasting
414
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379
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
363
Econometric theory
296
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269
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186
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
163
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Finance research letters
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International review of financial analysis
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Journal of financial econometrics
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The empirical economics letters : a monthly international journal of economics
37
The journal of futures markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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31
A diagnostic test for specification of copulas under censorship
Lin, Juan
;
Wu, Ximing
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 930-946
Persistent link: https://www.econbiz.de/10012295589
Saved in:
32
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
33
Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
Saved in:
34
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
35
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
36
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
37
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
38
Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
Saved in:
39
Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 332-349
Persistent link: https://www.econbiz.de/10012181296
Saved in:
40
Nonstationary nonlinear quantile regression
Uematsu, Yoshimasa
- In:
Econometric reviews
38
(
2019
)
4
,
pp. 386-416
Persistent link: https://www.econbiz.de/10012181306
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