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~subject:"Autokorrelation"
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Autokorrelation
Ökonometrik Schätzung
1,907
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158
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122
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70
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32
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Maximum-Likelihood-Schätzung
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Maximum likelihood estimation
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Deutschland
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Econometrics
13
DDR
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Autocorrelation
11
Kapitalanlage Portefeuilleplanung
11
Statistische Methoden
11
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11
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10
Geldmarkt
10
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10
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10
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English
11
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Thornton, Daniel L.
2
Ahtola, Juha
1
Bollerslev, Tim
1
Bunzel, Henning
1
Burbidge, John B.
1
Koerts, J.
1
Magee, L.
1
Mitchell, Bridger M.
1
Neudecker, H.
1
Nielsen, Erland Hejn
1
Park, Rolla Edward
1
Praetz, Peter
1
Sonnberger, Harald
1
Teekens, R.
1
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1
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Memo / Økonomisk Institut, Aarhus Universitet
2
Economics letters
1
Federal Reserve Bank of Saint Louis, Research Paper, 82-002
1
Forschungsbericht / Institut für Höhere Studien, Wien
1
Helsingin Yliopiston Kansantaloustieteen Laitoksen keskustelu- ja tutkimusaloitteita
1
N / Rand Corporation
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Instituut voor Actuariaat & Econometrie, Universiteit van Amsterdam / AE
1
The Federal Reserve Bank of St. Louis, Research Paper, 84-002
1
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ECONIS (ZBW)
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1
Testing for autocorrelation and model specification with the IAS-system : (final report)
Sonnberger, Harald
-
Institut für Höhere Studien
-
1983
Persistent link: https://www.econbiz.de/10000166107
Saved in:
2
Bounds for the bias of the LS-estimator of ơ 2 in the case of a first-order autoregressive process (positive autocorrelation)
Neudecker, H.
-
1976
Persistent link: https://www.econbiz.de/10000665557
Saved in:
3
Maximum likelihood vs. minimum sum-of-squares estimation of the autocorrelated error model
Park, Rolla Edward
;
Mitchell, Bridger M.
-
1979
Persistent link: https://www.econbiz.de/10000006250
Saved in:
4
Autocorrelation, seasonality and model choice in return estimation
Praetz, Peter
-
1980
Persistent link: https://www.econbiz.de/10000012348
Saved in:
5
Parameter inference for a nearly nonstationary first order autoregressive model
Ahtola, Juha
;
Tiao, George C.
-
1984
Persistent link: https://www.econbiz.de/10001810820
Saved in:
6
Prediction in the general multiplicative model : an application to autocorrelated disturbances
Teekens, R.
;
Koerts, J.
-
1971
-
Vervielf.
Persistent link: https://www.econbiz.de/10001572442
Saved in:
7
Enforcing stationarity in exact maximum likelihood estimation of pt̕h order autoregressive processes
Bunzel, Henning
;
Nielsen, Erland Hejn
-
1985
Persistent link: https://www.econbiz.de/10001963304
Saved in:
8
On the seasonality of vector autoregression residuals
Burbidge, John B.
;
Magee, L.
;
Veall, Michael R.
- In:
Economics letters
18
(
1985
)
2/3
,
pp. 137-141
Persistent link: https://www.econbiz.de/10001966160
Saved in:
9
Generalized autoregressive condtional heteroscedasticity
Bollerslev, Tim
-
1985
Persistent link: https://www.econbiz.de/10001933645
Saved in:
10
The appropriate autocorrelation transformation when the autocorrelation process has a finite past
Thornton, Daniel L.
-
1982
-
Rev
Persistent link: https://www.econbiz.de/10002907353
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