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Search: subject:"covariates"
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Time series analysis
Schätztheorie
37
Estimation theory
34
Theorie
28
Covariates
25
covariates
24
Korrelation
23
Correlation
22
Theory
21
Nichtparametrisches Verfahren
18
Nonparametric statistics
15
Schätzung
15
Estimation
14
Missing covariates
11
Zeitreihenanalyse
11
generated covariates
11
time-varying covariates
11
Regression analysis
10
Regressionsanalyse
10
endogenous covariates
10
propensity score
10
Einheitswurzeltest
9
Unit root test
9
Dynamic price integration
8
Time-varying covariates
8
profiling
8
semiparametric estimation
8
Credit risk
7
Sample selection model
7
credit risk
7
Kreditrisiko
6
Risikomaß
6
Semiparametric estimation
6
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6
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5
Kausalanalyse
5
Model averaging
5
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5
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9
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English
11
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Aristidou, Chrystalleni
1
Astill, Sam
1
Bermúdez, José D.
1
Fan, Jianqing
1
Game, Aaron
1
Ghanem, Dalia
1
Harvey, David I.
1
Ke, Yuan
1
Kellard, Neil
1
Korkos, Ioannis
1
Lee, Hyejin
1
Leybourne, Stephen James
1
Matsuki, Takashi
1
Meng, Ming
1
Oh, Dong-Yop
1
Pan, Lei
1
Sant'Anna, Pedro H. C.
1
Taylor, Robert
1
Wang, Kaizheng
1
Westerlund, Joakim
1
Wichret, Oliver
1
Wu, Jason
1
Wüthrich, Kaspar
1
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1
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Journal of time series econometrics
2
CESifo working papers
1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
European journal of industrial engineering : EJIE
1
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1
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1
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ECONIS (ZBW)
11
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1
Unit-root tests in high-dimensional panels
Wichret, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013191550
Saved in:
2
Selection and parallel trends
Ghanem, Dalia
;
Sant'Anna, Pedro H. C.
;
Wüthrich, Kaspar
-
2022
for the use of
covariates
in DiD analyses. Building on our analysis of nonseparable models, we connect DiD to the …
Persistent link: https://www.econbiz.de/10013362377
Saved in:
3
Using
covariates
to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
4
Per capita carbon emissions convergence in developing Asia : a century of evidence from covariate unit root test with endogenous structural breaks
Matsuki, Takashi
;
Pan, Lei
- In:
Energy economics
99
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012939403
Saved in:
5
Quantile nonlinear unit root test with
covariates
and an application to the PPP hypothesis
Yang, Yang
;
Zhao, Zhao
- In:
Economic modelling
93
(
2020
),
pp. 728-736
Persistent link: https://www.econbiz.de/10012430347
Saved in:
6
Factor-adjusted regularized model selection
Fan, Jianqing
;
Ke, Yuan
;
Wang, Kaizheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10012439637
Saved in:
7
More powerful threshold cointegration tests
Oh, Dong-Yop
;
Lee, Hyejin
;
Meng, Ming
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 887-911
Persistent link: https://www.econbiz.de/10011949399
Saved in:
8
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
Saved in:
9
Rethinking the univariate approach to panel unit root testing : using
covariates
to resolve the incidental trend problem
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 430-443
Persistent link: https://www.econbiz.de/10011391381
Saved in:
10
Exponential smoothing with
covariates
applied to electricity demand forecast
Bermúdez, José D.
- In:
European journal of industrial engineering : EJIE
7
(
2013
)
3
,
pp. 333-349
Persistent link: https://www.econbiz.de/10010200309
Saved in:
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