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~subject:"Stichprobenerhebung"
~subject:"Time series analysis"
~type_genre:"Aufsatz im Buch"
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Stichprobenerhebung
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Gredenhoff, Mikael P.
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Songsak Sriboonchitta
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Pathairat Pastpipatkul
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Essays in honor of Joon Y. Park : econometric theory
9
Handbook of financial time series
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
8
Bootstrap inference in time series econometrics
5
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
5
Growth and cycle in the Euro-zone
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Robustness in econometrics
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
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Macroeconomic forecasting in the era of big data : theory and practice
4
Monetary transmission mechanisms and central bank policy : essays in econometric modelling
4
On testing and forecasting in fractionally integrated time series models
4
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
4
Robust inference
4
Selected topics in applied econometrics
4
Count data autoregression modelling
3
Cross-sectional methods and applications
3
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3
Handbook of applied econometrics and statistical inference
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Handbook of econometrics ; Vol. 2
3
Long memory in economics : with 50 tables
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
3
30th anniversary edition
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Analyse saisonaler Zeitreihen
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Application of operations research to financial markets
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Digital Designs for Money, Markets, and Social Dilemmas
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Econometric analysis of financial and economic time series ; part B
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Econometric analysis of financial markets
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Essays in honor of Jerry Hausman
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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Essays in honor of Peter C. B. Phillips
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Essays in honour of Fabio Canova
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Essays in nonlinear time series econometrics
2
Financial econometrics and empirical market microstructure
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Handbook of research methods and applications in empirical macroeconomics
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Handbook of research on emerging theories, models, and applications of financial econometrics
2
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
2
Model reliability
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ECONIS (ZBW)
336
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1
Bootstrap model averaging unit root inference
Hansen, Bruce E.
;
Racine, Jeffrey
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 81-98)
.
2024
Persistent link: https://www.econbiz.de/10014559143
Saved in:
2
COVID-19 and fractal characteristics in energy markets : evidence from US energy price time series
Emami-Meybodi, Mehdi
;
Owjimehr, Sakine
;
Samadi, Ali Hussein
- In:
Time and Fractals : Perspectives in Economics, …
,
(pp. 161-186)
.
2023
Persistent link: https://www.econbiz.de/10014430657
Saved in:
3
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
4
Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
Saved in:
5
A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho
;
Koul, Hira L.
;
Kim, Jiwoong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 187-206)
.
2023
Persistent link: https://www.econbiz.de/10014313667
Saved in:
6
Transformation models with cointegrated and deterministically trending regressors
Lin, Yingqian
;
Tu, Yundong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 207-232)
.
2023
Persistent link: https://www.econbiz.de/10014313678
Saved in:
7
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
8
Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj
;
Maynard, Alex
;
Pesavento, Elena
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 295-318)
.
2023
Persistent link: https://www.econbiz.de/10014313744
Saved in:
9
Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
Saved in:
10
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
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