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Search: subject_exact:"Zeitreihenzerlegung"
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Estimation theory
Statistical theory
Time series analysis
580
Zeitreihenanalyse
580
Theorie
302
Theory
302
Schätztheorie
193
Estimation
115
Schätzung
115
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Phillips, Peter C. B.
7
Chan, Ngai Hang
4
Johansen, Søren
4
Leybourne, Stephen James
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Perron, Pierre
3
Politis, Dimitris N.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Taylor, Robert
3
Vogelsang, Timothy J.
3
Zhang, Rongmao
3
Breitung, Jörg
2
Caporale, Guglielmo Maria
2
Chen, Xiaohong
2
Choi, In
2
Cubadda, Gianluca
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Harris, David
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kuersteiner, Guido M.
2
Kumar, Dilip
2
Li, Deyuan
2
Lieberman, Offer
2
Linton, Oliver
2
Lütkepohl, Helmut
2
Maheswaran, S.
2
McCabe, Brendan Peter Martin
2
Park, Joon Y.
2
Poskitt, Donald Stephen
2
Proietti, Tommaso
2
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316
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Economics letters
142
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103
Econometric reviews
95
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68
International journal of forecasting
67
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60
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59
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54
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50
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48
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47
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44
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42
Journal of time series econometrics
40
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38
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
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36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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34
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32
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SFB 649 discussion paper
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25
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23
LSE STICERD Research Paper
23
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23
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23
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22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
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ECONIS (ZBW)
198
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21
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
36
(
2020
)
4
,
pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
Saved in:
22
Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi
;
Raïssi, Hamdi
- In:
Economic modelling
90
(
2020
),
pp. 182-189
Persistent link: https://www.econbiz.de/10012428132
Saved in:
23
Trends and cycles under changing economic conditions
Duarte, Cláudia
;
Maria, José R.
;
Sazedj, Sharmin
- In:
Economic modelling
92
(
2020
),
pp. 126-146
Persistent link: https://www.econbiz.de/10012429631
Saved in:
24
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
25
Representation of I(1) and I(2) autoregressive hilbertian processes
Beare, Brendan K.
;
Seo, Won-Ki
- In:
Econometric theory
36
(
2020
)
5
,
pp. 773-802
Persistent link: https://www.econbiz.de/10012307239
Saved in:
26
Cointegration in functional autoregressive processes
Franchi, Massimo
;
Paruolo, Paolo
- In:
Econometric theory
36
(
2020
)
5
,
pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
Saved in:
27
A property of the Hodrick-Prescott filter and its application
Sakarya, Neslihan
;
Jong, Robert M. de
- In:
Econometric theory
36
(
2020
)
5
,
pp. 840-870
Persistent link: https://www.econbiz.de/10012307241
Saved in:
28
A max-correlation white noise test for weakly dependent time series
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Econometric theory
36
(
2020
)
5
,
pp. 907-960
Persistent link: https://www.econbiz.de/10012307244
Saved in:
29
On modeling heterogeneity in linear models using trend polynomials
Michaelides, Michael
;
Spanos, Aris
- In:
Economic modelling
85
(
2020
),
pp. 74-86
Persistent link: https://www.econbiz.de/10012210611
Saved in:
30
An augmented autoregressive distributed lag bounds test for cointegration
Sam, Chung Yan
;
McNown, Robert F.
;
Khoon, Goh Soo
- In:
Economic modelling
80
(
2019
),
pp. 130-141
Persistent link: https://www.econbiz.de/10012200504
Saved in:
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