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Stochastic process
Schätztheorie
35,898
Estimation theory
35,271
Theorie
9,572
Theory
9,191
Zeitreihenanalyse
5,781
Time series analysis
5,706
Schätzung
5,573
Estimation
5,493
Regressionsanalyse
4,046
Regression analysis
4,033
Nichtparametrisches Verfahren
3,308
Nonparametric statistics
3,224
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1,887
Forecasting model
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1,832
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1,785
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1,700
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USA
1,591
United States
1,541
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1,537
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1,514
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1,421
Statistical distribution
1,393
Bayes-Statistik
1,201
Bayesian inference
1,187
Sampling
1,070
Stichprobenerhebung
1,069
ARCH-Modell
1,060
Kointegration
1,053
ARCH model
1,051
Statistical inference
1,047
Induktive Statistik
1,046
Cointegration
1,040
Stochastischer Prozess
1,021
Monte-Carlo-Simulation
1,003
Momentenmethode
997
Monte Carlo simulation
992
Maximum-Likelihood-Schätzung
989
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Free
386
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278
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Article
536
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Aufsatz in Zeitschrift
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Arbeitspapier
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Graue Literatur
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Hochschulschrift
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Thesis
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Collection of articles of several authors
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Bibliografie enthalten
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English
994
German
11
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1
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Phillips, Peter C. B.
18
Koopman, Siem Jan
13
Todorov, Viktor
12
Tauchen, George Eugene
11
McAleer, Michael
10
Christopeit, Norbert
8
Massmann, Michael
8
Spokojnyj, Vladimir G.
8
Takahashi, Akihiko
8
Kristensen, Dennis
7
Lucas, André
7
Strachan, Rodney W.
7
Brandt, Michael W.
6
Hurn, Stan
6
Küchler, Uwe
6
Leon-Gonzalez, Roberto
6
Lieberman, Offer
6
Park, Joon Y.
6
Sentana, Enrique
6
Tsionas, Efthymios G.
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Chan, Joshua
5
Craig, Ben R.
5
Cui, Zhenyu
5
Fičura, Milan
5
Hurvich, Clifford M.
5
Härdle, Wolfgang
5
Iacus, Stefano Maria
5
Kanaya, Shin
5
León-González, Roberto
5
Li, Jia
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Santa-Clara, Pedro
5
Stambaugh, Robert F.
5
Wu, Jing Cynthia
5
Yu, Jun
5
Andrews, Donald W. K.
4
Aït-Sahalia, Yacine
4
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
National Bureau of Economic Research
5
Federal Reserve System / Division of Research and Statistics
2
University of Exeter / Department of Economics
2
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
State University of New York at Albany / Department of Economics
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
University of Chicago / Graduate School of Business
1
University of Strathclyde / Department of Economics
1
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Journal of econometrics
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Discussion paper / Tinbergen Institute
18
Econometric reviews
18
CREATES research paper
15
Econometric theory
14
Economics letters
14
Economic modelling
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
European journal of operational research : EJOR
12
Mathematics of operations research
12
Cowles Foundation discussion paper
11
Discussion papers of interdisciplinary research project 373
10
Journal of empirical finance
10
Operations research
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computational economics
9
Econometrics : open access journal
9
SFB 649 discussion paper
9
Insurance / Mathematics & economics
8
Quantitative finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of productivity analysis
7
The econometrics journal
7
GRIPS discussion papers
6
International journal of production research
6
International journal of theoretical and applied finance
6
Journal of mathematical finance
6
Operations research letters
6
Quantitative economics : QE ; journal of the Econometric Society
6
Risks : open access journal
6
Working paper
6
Asia-Pacific financial markets
5
Discussion paper
5
Finance and stochastics
5
Handbook of financial time series
5
INFORMS journal on computing : JOC
5
Journal of applied econometrics
5
Journal of banking & finance
5
Journal of financial econometrics
5
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ECONIS (ZBW)
1,004
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1
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
;
Phillips, Peter C. B.
;
Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
Saved in:
2
Quasi-maximum likelihood estimation of stochastic variance models
Ruiz, Esther
-
1992
Persistent link: https://www.econbiz.de/10000839003
Saved in:
3
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000799442
Saved in:
4
Stochastic equicontinuity and nonparametric kernel estimation
Andrews, Donald W. K.
-
1988
-
Rev.
Persistent link: https://www.econbiz.de/10000801952
Saved in:
5
A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809491
Saved in:
6
Seemingly unrelated regression equation systems under diffuse stochastic prior information : a recursive analytical approach
Steel, Mark F. J.
-
1988
Persistent link: https://www.econbiz.de/10000782853
Saved in:
7
Estimation of continuous-time models in finance
Melino, Angelo
-
1991
Persistent link: https://www.econbiz.de/10000815348
Saved in:
8
Bayesian estimation of cost functions with stochastic or exact constraints on parameters
Ilmakunnas, Pekka
-
1983
Persistent link: https://www.econbiz.de/10000420377
Saved in:
9
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.
;
McAleer, Michael
;
Gill, Len
-
1990
Persistent link: https://www.econbiz.de/10000129167
Saved in:
10
An introduction to functional central limit theorems for dependent stochastic process
Andrews, Donald W.
;
Pollard, David
-
1994
Persistent link: https://www.econbiz.de/10000148662
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