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~isPartOf:"Economics discussion papers"
~subject:"ARCH-Modell"
~subject:"Bayesian inference"
~subject:"Konjunktur"
~subject:"Schätztheorie"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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ARCH-Modell
Bayesian inference
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Schätztheorie
Time series analysis
43
Zeitreihenanalyse
43
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18
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18
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13
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6
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6
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5
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14
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14
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Nielsen, Bent
5
Shephard, Neil G.
3
Bairam, Erkin İbrahim
2
Johansen, Søren
2
Sheppard, Kevin
2
Berenguer-Rico, Vanessa
1
Bohn Nielsen, Heino
1
Castle, Jennifer
1
Doornik, Jurgen A.
1
Doucet, Arnaud
1
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1
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1
King, Alan
1
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1
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1
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1
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Economics discussion papers
Discussion paper / Tinbergen Institute
163
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77
Working paper / Department of Econometrics and Business Statistics, Monash University
73
Working paper
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
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42
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42
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31
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31
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30
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29
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26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
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24
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24
Discussion papers of interdisciplinary research project 373
22
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21
Umeå economic studies
21
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21
Discussion paper / Center for Economic Research, Tilburg University
19
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18
Cambridge working papers in economics
17
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17
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17
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17
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16
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16
Queen's Economics Department working paper
16
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15
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
14
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14
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14
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ECONIS (ZBW)
14
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1
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:
2
Age-period-cohort analysis of mixed frequency data
Nielsen, Bent
-
2022
Persistent link: https://www.econbiz.de/10013459573
Saved in:
3
Robust discovery of regression models
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
-
2020
Persistent link: https://www.econbiz.de/10012492604
Saved in:
4
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:
5
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
Saved in:
6
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
7
Multivariate trend comparisons between autocorrelated climate series with general trend regression
McKitrick, Ross
;
Vogelsang, Timothy J.
-
2011
Persistent link: https://www.econbiz.de/10009500892
Saved in:
8
Nuisance parameters, composite likelihoods and a panel of GARCH models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003889435
Saved in:
9
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807422
Saved in:
10
Properties of estimated characteristic roots
Nielsen, Bent
;
Bohn Nielsen, Heino
-
2008
Persistent link: https://www.econbiz.de/10003807439
Saved in:
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