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Estimation theory
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Maravall Herrero, Agustín
7
Gómez, Víctor
4
Ehrbeck, Tilman
2
Fiorentini, Gabriele
2
Kostial, Kristina
2
Lütkepohl, Helmut
2
Mizon, Grayham E.
2
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1
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1
Canova, Fabio
1
Chang, Dongkoo
1
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1
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1
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1
Gallo, Giampiero M.
1
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1
Harstad, Ronald M.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Schlag, Karl H.
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European University Institute / Department of Economics
International Monetary Fund (IMF)
615
National Bureau of Economic Research
586
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
135
International Monetary Fund
126
International Monetary Fund / External Relations Dept
98
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
51
Ekonomiska forskningsinstitutet <Stockholm>
45
Institute of Social Studies (ISS)
34
OECD
30
Umeå universitet
28
Center for Economic Research <Tilburg>
24
University of New England / Department of Econometrics
23
Weltbank
23
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21
Philippinen / National Census and Statistics Office
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
London School of Economics and Political Science
18
Centre for Microdata Methods and Practice <London>
17
Edward Elgar Publishing
17
International Institute of Social Studies of Erasmus University (ISS), The Hague
17
Springer Fachmedien Wiesbaden
17
Centre for Analytical Finance <Århus>
15
Centre for Quantitative Economics & Computing
15
Econometrisch Instituut <Rotterdam>
15
Organisation for Economic Co-operation and Development
14
University of Exeter / Department of Economics
14
World Bank
14
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13
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13
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
13
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13
International Organization of Securities Commissions
12
Universität Basel / Institut für Statistik und Ökonometrie
12
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11
HAL
11
Institut für Weltwirtschaft
11
Birkbeck College / Department of Economics
10
Chambre de commerce et d'industrie de Paris
10
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EUI working paper / ECO
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ECONIS (ZBW)
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Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio
;
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10000912426
Saved in:
2
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
3
Futures market contracting : when you don't know who the optimists are
Harstad, Ronald M.
;
Phlips, Louis
-
1993
Persistent link: https://www.econbiz.de/10000865470
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
The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina
-
1994
Persistent link: https://www.econbiz.de/10000898368
Saved in:
6
Robust estimation : an example
Hinloopen, Jeroen
;
Wagenvoort, Rien
-
1995
Persistent link: https://www.econbiz.de/10000912457
Saved in:
7
Statistical inference in calibrated models
Canova, Fabio
-
1993
Persistent link: https://www.econbiz.de/10000877153
Saved in:
8
Testing for unit roots with the k-th autocorrelation coefficient
López, J. Humberto
-
1993
Persistent link: https://www.econbiz.de/10000877204
Saved in:
9
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E.
-
1993
Persistent link: https://www.econbiz.de/10000889040
Saved in:
10
Optimally combining individual forecasts from panel data
Ehrbeck, Tilman
-
1993
Persistent link: https://www.econbiz.de/10000865544
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