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~person:"Hyndman, Rob J."
~person:"Robinson, Peter M."
~source:"econis"
~subject:"Korrelation"
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Korrelation
Estimation theory
106
Schätztheorie
106
Time series analysis
41
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41
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33
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33
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
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13
Prognoseverfahren
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Autokorrelation
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Estimation
9
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Statistical theory
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Cointegration
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Hyndman, Rob J.
Robinson, Peter M.
Pesaran, M. Hashem
21
Ledoit, Olivier
15
Wolf, Michael
15
Fan, Jianqing
14
Linton, Oliver
14
Phillips, Peter C. B.
14
Kapetanios, George
12
Li, Degui
11
Bauwens, Luc
10
Croux, Christophe
10
Boudt, Kris
9
Corsi, Fulvio
9
Bailey, Natalia
8
Bibinger, Markus
8
Hafner, Christian M.
8
Tang, Haihan
8
Tsai, Chih-Ling
8
Wang, Hansheng
8
Diebold, Francis X.
7
Hautsch, Nikolaus
7
Lan, Wei
7
Brandt, Michael W.
6
Chen, Jia
6
Chudik, Alexander
6
Kao, Chihwa
6
Otranto, Edoardo
6
Reiß, Markus
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Shephard, Neil G.
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Teräsvirta, Timo
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Xiu, Dacheng
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Altonji, Joseph G.
5
Bertrand, Marianne
5
Caporin, Massimiliano
5
Duflo, Esther
5
Elder, Todd E.
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Gao, Jiti
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Levin, Andrew T.
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Liao, Yuan
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Malec, Peter
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Journal of econometrics
2
Econometric theory
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Optimal non-negative forecast reconciliation
Wickramasuriya, Shanika L.
;
Turlach, Berwin A.
; …
-
2019
Persistent link: https://www.econbiz.de/10012593926
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2
Inference on trending panel data
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 282-304
Persistent link: https://www.econbiz.de/10012110387
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3
Non-nested testing of spatial correlation
Delgado, Miguel A.
;
Robinson, Peter M.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 385-401
Persistent link: https://www.econbiz.de/10011499542
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4
Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction
Robinson, Peter M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 171-180
Persistent link: https://www.econbiz.de/10002674673
Saved in:
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