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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
86
Theory
86
Estimation theory
82
Schätztheorie
82
Time series analysis
69
Stochastic process
42
Stochastischer Prozess
42
Volatility
38
Volatilität
38
Regression analysis
26
Regressionsanalyse
26
ARCH model
24
ARCH-Modell
24
Cointegration
19
Großbritannien
19
Kointegration
19
United Kingdom
19
Financial market
16
Finanzmarkt
16
State space model
16
Zustandsraummodell
16
Estimation
15
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15
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15
Schätzung
14
Multivariate Analyse
13
Multivariate analysis
13
Bayes-Statistik
12
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12
Correlation
12
Korrelation
12
Robust statistics
12
Robustes Verfahren
12
Autocorrelation
11
Autokorrelation
11
Börsenkurs
11
Kleinste-Quadrate-Methode
11
Least squares method
11
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11
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Free
37
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3
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Book / Working Paper
46
Article
23
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Graue Literatur
38
Non-commercial literature
38
Arbeitspapier
36
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36
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20
Aufsatz in Zeitschrift
20
Collection of articles of several authors
4
Sammelwerk
4
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3
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English
69
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Shephard, Neil G.
35
Nielsen, Bent
34
Johansen, Søren
17
Barndorff-Nielsen, Ole E.
6
Sheppard, Kevin
5
Berenguer-Rico, Vanessa
4
Bos, Charles S.
4
Doornik, Jurgen A.
4
Koopman, Siem Jan
4
Hendry, David F.
3
Noureldin, Diaa
3
Atkinson, Anthony C.
2
Bohn Nielsen, Heino
2
Doucet, Arnaud
2
Harvey, Andrew C.
2
Kurita, Takamitsu
2
Nielsen, Jens Perch
2
Pakel, Cavit
2
Abadir, Karim Maher
1
Bazinas, Vassilios
1
Bec, Frédérique
1
Cavaliere, Giuseppe
1
Engsted, Tom
1
Fiorentini, Gabriele
1
Graversen, Svend Erik
1
Hadri, Kaddour
1
Hansen, Lars Hougaard
1
Jacob, Jean
1
Kuang, Di
1
Meddahi, Nour
1
Mosconi, Rocco
1
Mykland, Per A.
1
Podolskij, Mark
1
Rahbek, Anders
1
Rothenberg, Thomas J.
1
Ruiz, Esther
1
Sentana, Enrique
1
Shephard, Neil
1
Sohkanen, Jouni
1
Sohkanen, Jouni S.
1
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Nuffield College
2
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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Economics discussion papers
18
Discussion papers / Department of Economics, University of Copenhagen
6
Department of Economics discussion paper series / University of Oxford
5
CREATES research paper
4
Journal of econometrics
4
Oxford Financial Research Centre economics series
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Econometrics : open access journal
3
Suntory Toyota International Centre for Economics and Related Disciplines
3
The econometrics journal
3
Discussion paper / Tinbergen Institute
2
Econometric theory
2
Advanced texts in econometrics
1
Advances in economics and econometrics ; Vol. 3
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of economic surveys
1
Journal of forecasting
1
Mathematical finance
1
Oxford bulletin of economics and statistics
1
Practical issues in cointegration analysis
1
The economic journal : the journal of the Royal Economic Society
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
The review of economic studies
1
Time series models : in econometrics, finance and other fields
1
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ECONIS (ZBW)
69
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1
Properties of estimated characteristic roots
Nielsen, Bent
(
contributor
);
Bohn Nielsen, Heino
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003714678
Saved in:
2
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807422
Saved in:
3
Properties of estimated characteristic roots
Nielsen, Bent
;
Bohn Nielsen, Heino
-
2008
Persistent link: https://www.econbiz.de/10003807439
Saved in:
4
Singular vector autoregressions with deterministic terms : strong consistency and lag order determination
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807452
Saved in:
5
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
(
contributor
);
Nielsen, Bent
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003631872
Saved in:
6
Forecasting in an extended chain-ladder-type model
Kuang, Di
;
Nielsen, Bent
;
Nielsen, Jens Perch
-
2010
Persistent link: https://www.econbiz.de/10003981986
Saved in:
7
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
Nielsen, Bent
;
Sohkanen, Jouni
-
2009
Persistent link: https://www.econbiz.de/10003875085
Saved in:
8
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
- In:
The methodology and practice of econometrics : a …
,
(pp. 1-36)
.
2009
Persistent link: https://www.econbiz.de/10003857820
Saved in:
9
Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009377349
Saved in:
10
Asymptotic theory for terated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009382532
Saved in:
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