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~isPartOf:"Journal of econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Schätztheorie"
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Schätztheorie
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1,912
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1,912
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882
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879
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874
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666
Schätzung
662
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Phillips, Peter C. B.
19
Linton, Oliver
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10
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9
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9
Todorov, Viktor
9
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8
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8
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8
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8
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8
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8
Cai, Zongwu
7
Chen, Xiaohong
7
Francq, Christian
7
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7
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6
Chib, Siddhartha
6
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6
Li, Jia
6
White, Halbert
6
Zakoïan, Jean-Michel
6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
Perron, Pierre
5
Robinson, Peter M.
5
Teräsvirta, Timo
5
Tu, Yundong
5
Xiao, Zhijie
5
Zhu, Ke
5
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Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economics letters
555
Econometric theory
422
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
368
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
251
Econometric reviews
240
Discussion paper / Tinbergen Institute
186
Journal of applied econometrics
165
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
Journal of quantitative economics : official journal of the Indian Econometric Society
143
The review of economics and statistics
127
Oxford bulletin of economics and statistics
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Working paper / National Bureau of Economic Research, Inc.
112
Applied economics letters
108
Applied economics
107
Discussion paper / Center for Economic Research, Tilburg University
101
Discussion paper series / IZA
100
The econometrics journal
99
NBER Working Paper
94
Working paper / Department of Econometrics and Business Statistics, Monash University
94
International journal of forecasting
92
CEMMAP working papers / Centre for Microdata Methods and Practice
90
Cowles Foundation discussion paper
90
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Economic modelling
85
Journal of forecasting
84
CORE discussion paper : DP
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
NBER working paper series
80
Statistical papers
79
CREATES research paper
76
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
75
Working paper
75
Working paper series
75
Discussion paper
73
Technical working paper / National Bureau of Economic Research
68
Econometrics : open access journal
67
SFB 649 discussion paper
66
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ECONIS (ZBW)
874
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1
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
2
Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing
;
Jong, Robert M. de
;
Haurin, Donald R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
Saved in:
3
Functional cointegration : definition and nonparametric
estimation
Banerjee, Anurag Narayan
;
Pitarakis, Jean-Yves
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 507-520
Persistent link: https://www.econbiz.de/10010461196
Saved in:
4
A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 217-237
Persistent link: https://www.econbiz.de/10011498931
Saved in:
5
Large-dimensional dynamic factor models :
estimation
of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
6
Level shift
estimation
in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
7
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
8
RALS-LM unit root test with trend breaks and non-normal errors : application to the Prebisch-Singer hypothesis
Meng, Ming
;
Lee, Junsoo
;
Payne, James E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10011650185
Saved in:
9
Asymptotic
theory
for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
10
Testing for co-nonlinearity
Hungnes, Håvard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
3
,
pp. 339-353
Persistent link: https://www.econbiz.de/10011339430
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