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~isPartOf:"Ensaios econômicos"
~isPartOf:"International journal of production research"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Nouvelle série"
~isPartOf:"Umeå economic studies"
~subject:"Autokorrelation"
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Autokorrelation
Duration analysis
18
Statistische Bestandsanalyse
18
Estimation
10
Schätzung
10
Theorie
10
Theory
10
Dauer
8
Duration
8
Time series analysis
7
Zeitreihenanalyse
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Estimation theory
5
Market microstructure
5
Marktmikrostruktur
5
Schätztheorie
5
ARCH model
4
ARCH-Modell
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Autocorrelation
4
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Arbeitslosigkeit
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Business cycle
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Börsenkurs
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Duration data
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Duration dependence
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Familie
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Family
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Konjunktur
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Microeconometrics
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Mikroökonometrie
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Partial identification
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Unemployment
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Adult education
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Aktienmarkt
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Bankruptcy prediction
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English
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Fernandes, Marcelo
2
Grammig, Joachim
2
Galli, Fausto
1
Rengifo, Erick W.
1
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
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Ensaios econômicos
International journal of production research
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Nouvelle série
Umeå economic studies
Journal of empirical finance
3
CORE discussion paper : DP
2
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Economics letters
1
Journal of econometrics
1
Journal of risk and financial management : JRFM
1
SFB 649 discussion paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Tinbergen Institute Discussion Paper 2019-004/III
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ECONIS (ZBW)
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Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto
-
2009
Persistent link: https://www.econbiz.de/10003986565
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2
Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W.
-
2005
Persistent link: https://www.econbiz.de/10003987160
Saved in:
3
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
4
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
Saved in:
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