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~language:"eng"
~person:"Buch, Claudia M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Unit root test"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Buch, Claudia M.
Gil-Alaña, Luis A.
Heckman, James J.
Klaassen, Franc
Koopman, Siem Jan
Härdle, Wolfgang
119
Pesaran, M. Hashem
116
Kilian, Lutz
77
McAleer, Michael
77
Marcellino, Massimiliano
74
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72
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65
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64
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58
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56
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53
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51
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50
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48
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47
Lucas, André
47
Lütkepohl, Helmut
46
Dreher, Axel
45
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44
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42
Swanson, Norman R.
42
Linton, Oliver
41
Woessmann, Ludger
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Hyndman, Rob J.
38
Koop, Gary
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Bloom, Nicholas
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33
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33
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30
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ECONIS (ZBW)
248
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51
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
Saved in:
52
Long swings in exchange rates : are they really in the data
Klaassen, Franc
-
1999
Persistent link: https://www.econbiz.de/10000168295
Saved in:
53
Making the most out of social experiments : reducing the intrinsic uncertainty in evidence from randomized trials with an application to the national JTPA experiment
Clements, Nancy
;
Heckman, James J.
;
Smith, Jeffrey A.
-
1994
Persistent link: https://www.econbiz.de/10000884776
Saved in:
54
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
55
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
56
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
57
Econometric mixture models and more general models for unobservables in duration analysis
Heckman, James J.
;
Taber, Christopher
-
1994
Persistent link: https://www.econbiz.de/10000913801
Saved in:
58
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
Saved in:
59
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994031
Saved in:
60
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
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