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Stochastic process
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Journal of econometrics
European journal of operational research : EJOR
934
Operations research
597
Management science : journal of the Institute for Operations Research and the Management Sciences
348
International journal of theoretical and applied finance
325
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289
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252
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International journal of production economics
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160
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
159
Journal of economic dynamics & control
151
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Econometric reviews
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117
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114
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111
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108
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107
Annals of operations research
106
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106
Econometric theory
104
Revue de statistique appliquée
94
INFORMS journal on computing : JOC
93
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ECONIS (ZBW)
366
USB Cologne (EcoSocSci)
1
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1
An exact discrete analog of an open linear nonstationary first-order continuous-time system with mixed sampe
Agbeyegbe, Terence D.
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 237-250
Persistent link: https://www.econbiz.de/10003465283
Saved in:
2
Bayesian analysis of some econometric and statistical models
Dijk, Herman K. van
(
ed.
)
-
1985
Persistent link: https://www.econbiz.de/10001384895
Saved in:
3
Two reduced-form approaches to the derivation of the maximum-likehood estimators for simultaneous-equation systems
Pollock, D. S. G.
- In:
Journal of econometrics
24
(
1984
)
3
,
pp. 331-347
Persistent link: https://www.econbiz.de/10003653019
Saved in:
4
Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
Berger, J.
;
Berliner, L. M.
- In:
Journal of econometrics
25
(
1984
)
1/2
,
pp. 87-108
Persistent link: https://www.econbiz.de/10003488542
Saved in:
5
Maximum likelihood estimation of random effects models
Breusch, Trevor S.
- In:
Journal of econometrics
36
(
1987
)
3
,
pp. 383-389
Persistent link: https://www.econbiz.de/10003504340
Saved in:
6
Asymtotic efficiency in semi-parametric models with censoring
Chamberlain, Gary
- In:
Journal of econometrics
32
(
1986
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003511534
Saved in:
7
Consistent maximum-likelihood estimation with dependent observations : the general (non-normal) case
Heymans, Risto D. H.
;
Magnus, Jan R.
- In:
Journal of econometrics
32
(
1986
)
2
,
pp. 253-285
Persistent link: https://www.econbiz.de/10003577655
Saved in:
8
A class of partially adaptive one-step M- estimators for the non-linear regression model with dependent observations
Pötscher, Benedikt M.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
32
(
1986
)
2
,
pp. 219-251
Persistent link: https://www.econbiz.de/10003652412
Saved in:
9
On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.
;
Zinde-Walsh, Victoria
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
Saved in:
10
Uniform laws of large numbers and stochastic Lipschitz-continuity
Jong, Robert M. de
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 243-268
Persistent link: https://www.econbiz.de/10001243490
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