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~institution:"European University Institute / Department of Economics"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~institution:"Springer Fachmedien Wiesbaden"
~subject:"Estimation theory"
~subject:"Experiment"
~subject:"Schätzung"
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Estimation theory
Experiment
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758
Theory
757
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108
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106
Time series analysis
78
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78
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European University Institute / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
Springer Fachmedien Wiesbaden
National Bureau of Economic Research
535
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67
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45
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Verlag Dr. Kovač
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10
Edward Elgar Publishing
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Centre for Quantitative Economics & Computing
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Trinity College Dublin / Department of Economics
9
Umeå Universitet / Institutionen för Nationalekonomi
9
University of Reading / Department of Economics
9
Australian National University / Faculty of Economics and Commerce
8
Centre for Economic Performance
8
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8
Centre for Microdata Methods and Practice <London>
8
Christian-Albrechts-Universität zu Kiel
8
Eric Cuvillier <Firma>
8
Goethe-Universität Frankfurt am Main
8
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ECONIS (ZBW)
115
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1
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115
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1
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E.
-
1993
Persistent link: https://www.econbiz.de/10000889040
Saved in:
2
Unobserved components in economic time series
Maravall Herrero, Agustín
-
1993
Persistent link: https://www.econbiz.de/10000889047
Saved in:
3
International business cycles : how much can standard theory account for?
Ravn, Morten O.
-
1993
Persistent link: https://www.econbiz.de/10000889864
Saved in:
4
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
5
Is there consumption risk sharing in the EEC?
Ubide, Angel
-
1994
Persistent link: https://www.econbiz.de/10000898298
Saved in:
6
The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina
-
1994
Persistent link: https://www.econbiz.de/10000898368
Saved in:
7
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín
;
Peña, Daniel
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000860749
Saved in:
8
Optimally combining individual forecasts from panel data
Ehrbeck, Tilman
-
1993
Persistent link: https://www.econbiz.de/10000865544
Saved in:
9
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
;
Haldrup, Niels
-
1993
Persistent link: https://www.econbiz.de/10000865567
Saved in:
10
Statistical inference in calibrated models
Canova, Fabio
-
1993
Persistent link: https://www.econbiz.de/10000877153
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