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Time series analysis
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Phillips, Peter C. B.
219
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Gao, Jiti
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Lütkepohl, Helmut
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81
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79
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77
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69
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60
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59
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58
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56
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55
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55
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54
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53
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53
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53
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53
Ghysels, Eric
52
Watson, Mark W.
52
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometrics : open access journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
NBER working paper series
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Journal of economic dynamics & control
78
Journal of empirical finance
71
Working paper / National Bureau of Economic Research, Inc.
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Energy economics
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SFB 649 discussion paper
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Journal of time series econometrics
67
Oxford bulletin of economics and statistics
67
Journal of the American Statistical Association : JASA
65
CESifo working papers
60
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Discussion papers of interdisciplinary research project 373
60
Finance research letters
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EUI working paper / ECO
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1
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
2
Asymptotic properties of penalized spline estimators
Claeskens, Gerda
;
Krivobokova, Tatyana
;
Opsomer, Jean D.
-
2007
Persistent link: https://www.econbiz.de/10003976858
Saved in:
3
Non-parametric
regression
with a latent time series
Linton, Oliver
;
Nielsen, Jens Perch
;
Nielsen, Søren Feodor
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 187-207
Persistent link: https://www.econbiz.de/10003875342
Saved in:
4
Estimation of a nonparametric
regression
spectrum for multivariate time series
Beran, Jan
;
Heiler, Mark A.
-
2007
Estimation of a nonparametric
regression
spectrum based on the periodogram is considered. Neither trend estimation nor … spectrum ;
regression
spectrum ; phase ; wavelets …
Persistent link: https://www.econbiz.de/10003876725
Saved in:
5
A smoothed : distribution form of Nadaraya - Watson estimation
Bailey, Ralph W.
;
Addison, John T.
-
2010
Persistent link: https://www.econbiz.de/10009374192
Saved in:
6
Inference for local autocorrelations in locally stationary models
Zhao, Zhibiao
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 296-306
Persistent link: https://www.econbiz.de/10011390046
Saved in:
7
Estimation and inference for varying-coeffcient models with nonstationary regressors using penalized splines
Chen, Haiqiang
;
Fang, Ying
;
Li, Yingxing
-
2013
likelihood ratio test statistic for checking the stability of the
regression
coefficients. We derive both the exact and the …
Persistent link: https://www.econbiz.de/10009767261
Saved in:
8
Non-parametric transformation
regression
with non-stationary data
Linton, Oliver
;
Wang, Qiying
-
2013
We examine a kernel
regression
smoother for time series that takes account of the error correlation structure as …
Persistent link: https://www.econbiz.de/10009734305
Saved in:
9
Additive modeling of realized variance : tests for parametric specifications and structural breaks
Fengler, Matthias R.
;
Mammen, Enno
;
Vogt, Michael
-
2013
Persistent link: https://www.econbiz.de/10010244914
Saved in:
10
Robust CUSUM-M test in the presence of long-memory disturbances
Sibbertsen, Philipp
-
2000
-
Version March 2000
change of the coefficients of a linear
regression
model with long-memory disturbances. It turns out that the asymptotic null …
Persistent link: https://www.econbiz.de/10009783551
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