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~isPartOf:"Ensaios econômicos"
~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"Schätztheorie"
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Search: subject_exact:"Cross-correlation"
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Schätztheorie
Autocorrelation
138
Autokorrelation
138
Estimation theory
80
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45
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45
Time series analysis
40
Zeitreihenanalyse
40
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Lee, Lung-fei
9
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5
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4
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4
Gupta, Abhimanyu
3
Li, Dong
3
Robinson, Peter M.
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Xu, Xingbai
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Chong, Terence Tai-Leung
2
Davis, Richard A.
2
Fernandes, Marcelo
2
Grammig, Joachim
2
Hillier, Grant H.
2
Huang, Danyang
2
Hwang, Jungbin
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Jin, Fei
2
Kelejian, Harry H.
2
Ma, Yingying
2
Malikov, Emir
2
Martellosio, Federico
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Müller, Ulrich K.
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Prucha, Ingmar R.
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Yao, Qiwei
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Chan, Ngai Hang
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Ensaios econômicos
Journal of econometrics
Economics letters
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20
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8
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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International journal of forecasting
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Essays in honor of Joon Y. Park : econometric theory
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European journal of operational research : EJOR
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ECONIS (ZBW)
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11
Mixed causal-noncausal autoregressions with exogenous regressors
Hecq, Alain W. J.
;
Issler, João Victor
;
Telg, Sean
-
2019
Persistent link: https://www.econbiz.de/10012117941
Saved in:
12
Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao
;
Du, Lingjie
;
Chong, Terence Tai-Leung
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 277-311
Persistent link: https://www.econbiz.de/10012618836
Saved in:
13
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 601-624
Persistent link: https://www.econbiz.de/10012619762
Saved in:
14
Model averaging prediction for time series models with a diverging number of parameters
Liao, Jun
;
Zou, Guohua
;
Gao, Yan
;
Zhang, Xinyu
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 190-221
Persistent link: https://www.econbiz.de/10012619966
Saved in:
15
Inference in time series models using smoothed-clustered standard errors
Rho, Seunghwa
;
Vogelsang, Timothy J.
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 113-133
Persistent link: https://www.econbiz.de/10013275365
Saved in:
16
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
Saved in:
17
Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
Lin, Yingqian
;
Tu, Yundong
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 52-65
Persistent link: https://www.econbiz.de/10012483188
Saved in:
18
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
Saved in:
19
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
20
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
Saved in:
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