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~person:"Kuan, Chung-ming"
~person:"Sentana, Enrique"
~subject:"Zeitreihenanalyse"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Estimation theory
42
Schätztheorie
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Statistical test
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Theory
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VAR model
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VAR-Modell
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Estimation
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Generalized extremum tests
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Multivariate Verteilung
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Multivariate distribution
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Time series analysis
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Method of moments
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Momentenmethode
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Multivariate Analyse
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Stochastic process
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Kuan, Chung-ming
Sentana, Enrique
Gao, Jiti
36
Koopman, Siem Jan
30
Phillips, Peter C. B.
25
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
21
Lütkepohl, Helmut
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Teräsvirta, Timo
18
Sibbertsen, Philipp
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Franses, Philip Hans
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Lucas, André
15
Kapetanios, George
14
Linton, Oliver
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Peng, Bin
13
Swanson, Norman R.
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Brännäs, Kurt
12
Gouriéroux, Christian
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Härdle, Wolfgang
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Koop, Gary
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Nielsen, Bent
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Hyndman, Rob J.
11
Gómez, Víctor
10
Li, Degui
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Ooms, Marius
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Pesaran, M. Hashem
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Spokojnyj, Vladimir G.
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Beran, Jan
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Blasques, Francisco
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Dong, Chaohua
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Martin, Gael M.
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Schlicht, Ekkehart
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Taylor, Robert
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Brakel, Jan A. van den
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Cai, Zongwu
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Cavaliere, Giuseppe
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Croux, Christophe
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Marcellino, Massimiliano
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Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
3
Dynamic specification tests for dynamic factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2013
Persistent link: https://www.econbiz.de/10010376711
Saved in:
4
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2012
Persistent link: https://www.econbiz.de/10009743572
Saved in:
5
Dynamic specification tests for static factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914397
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