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~isPartOf:"Journal of econometrics"
~person:"Dufour, Jean-Marie"
~person:"Eichenbaum, Martin S."
~person:"Giles, David E. A."
~person:"King, Maxwell L."
~person:"Lütkepohl, Helmut"
~person:"McAleer, Michael"
~person:"Weber, Jürgen"
~person:"Zakoïan, Jean-Michel"
~person:"Zimmermann, Klaus F."
~subject:"Markov-Kette"
~subject:"Statistische Verteilung"
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Markov-Kette
Statistische Verteilung
Theorie
41
Theory
41
Time series analysis
12
Zeitreihenanalyse
12
Econometrics
8
Statistical test
8
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8
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8
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7
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7
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5
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5
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5
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Dufour, Jean-Marie
Eichenbaum, Martin S.
Giles, David E. A.
King, Maxwell L.
Lütkepohl, Helmut
McAleer, Michael
Weber, Jürgen
Zakoïan, Jean-Michel
Zimmermann, Klaus F.
Chib, Siddhartha
6
Koop, Gary
6
Steel, Mark F. J.
4
Billio, Monica
3
Casarin, Roberto
3
Corradi, Valentina
3
Li, Yong
3
Swanson, Norman R.
3
Yu, Jun
3
Bücher, Axel
2
Calvet, Laurent E.
2
Carrasco, Marine
2
Chang, Chia-Lin
2
Chang, Yoosoon
2
Chen, Bin
2
Deschamps, Jean-Philippe
2
Diebold, Francis X.
2
Dijk, Herman K. van
2
Fernández, Carmen
2
Frühwirth-Schnatter, Sylvia
2
Griffin, Jim E.
2
Hamilton, Barton Hughes
2
Hansen, Lars Peter
2
Herwartz, Helmut
2
Hong, Yongmiao
2
Jin, Xin
2
Kalli, Maria
2
Kim, Chang Sik
2
Kohn, Robert
2
Ling, Shiqing
2
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2
Maheu, John M.
2
Norets, Andriy
2
Okhrin, Yarema
2
Park, Joon Y.
2
Pelenis, Justinas
2
Ravazzolo, Francesco
2
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2
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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Journal of econometrics
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
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4
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4
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2
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2
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2
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2
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2
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1
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1
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1
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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ECONIS (ZBW)
8
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1
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
2
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
3
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
4
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
5
Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
Saved in:
6
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
7
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
8
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
Saved in:
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