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~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~isPartOf:"Economics discussion papers"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Schätztheorie"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Bayesian inference
Estimation theory
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Time series analysis
89
Zeitreihenanalyse
89
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30
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30
Cointegration
20
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20
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17
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27
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Johansen, Søren
9
Nielsen, Bent
9
Rahbek, Anders
4
Bohn Nielsen, Heino
3
Cavaliere, Giuseppe
3
Bairam, Erkin İbrahim
2
Berenguer-Rico, Vanessa
2
Shephard, Neil G.
2
Castle, Jennifer
1
Doornik, Jurgen A.
1
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1
Franchi, Massimo
1
Haug, Alfred Albert
1
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1
Hetland, Simon Thinggaard
1
King, Alan
1
Kristensen, Dennis
1
McKitrick, Ross
1
Nielsen, Morten Ørregaard
1
Noureldin, Diaa
1
Nyboe Tabor, Morten
1
Pedersen, Rasmus Søndergaard
1
Perera, Indeewara
1
Sheppard, Kevin
1
Smith, Christie
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Discussion papers / Department of Economics, University of Copenhagen
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Discussion paper / Tinbergen Institute
137
Working paper / Department of Econometrics and Business Statistics, Monash University
68
CREATES research paper
67
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
56
CAMA working paper series
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39
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36
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30
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29
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27
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26
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24
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21
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21
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21
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19
Discussion paper / Center for Economic Research, Tilburg University
18
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18
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18
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17
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17
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17
Documentos de trabajo / Banco de España
15
Queen's Economics Department working paper
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
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11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
Report / Econometric Institute, Erasmus University Rotterdam
11
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1
Age-period-cohort analysis of mixed frequency data
Nielsen, Bent
-
2022
Persistent link: https://www.econbiz.de/10013459573
Saved in:
2
Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
King, Alan
-
2022
Persistent link: https://www.econbiz.de/10013279220
Saved in:
3
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
4
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
5
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
6
Robust discovery of regression models
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
-
2020
Persistent link: https://www.econbiz.de/10012492604
Saved in:
7
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
8
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
Saved in:
9
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012492557
Saved in:
10
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2019
Persistent link: https://www.econbiz.de/10011992503
Saved in:
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