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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation theory
45
Schätztheorie
45
Theorie
44
Theory
44
Panel
37
Panel study
37
Factor analysis
35
Faktorenanalyse
31
Time series analysis
17
Estimation
16
Schätzung
16
CAPM
9
Cointegration
9
Kointegration
9
VAR model
9
VAR-Modell
9
Induktive Statistik
8
Statistical inference
8
principal components
8
Einheitswurzeltest
7
Statistical test
7
Statistischer Test
7
Structural break
7
Strukturbruch
7
Unit root test
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Principal components
5
Regression analysis
5
Regressionsanalyse
5
VAR
5
Bayes-Statistik
4
Bayesian inference
4
Correlation
4
Cross-sectional correlation
4
Heteroskedasticity
4
Korrelation
4
Method of moments
4
Momentenmethode
4
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13
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12
Aufsatz in Zeitschrift
12
Aufsatz im Buch
1
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1
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English
17
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Bai, Jushan
17
Ng, Serena
7
Han, Xu
2
Wang, Peng
2
Ando, Tomohiro
1
Chen, Haiqiang
1
Choi, Sung Hoon
1
Chong, Terence Tai-Leung
1
Liao, Yuan
1
Lumsdaine, Robin L.
1
Shi, Yutang
1
Stock, James H.
1
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Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
28th Australasian Finance and Banking Conference
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
Frontiers of economics in China : selected publications from Chinese universities
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of applied econometrics
1
The review of economic studies
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ECONIS (ZBW)
17
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1
Estimating cross-section common stochastic trends in nonstationary panel data
Bai, Jushan
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 137-183
Persistent link: https://www.econbiz.de/10002136515
Saved in:
2
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
3
A new look at panel testing of stationarity and PPP hypothesis
Bai, Jushan
;
Ng, Serena
- In:
Identification and inference for econometric models : …
,
(pp. 426-450)
.
2005
Persistent link: https://www.econbiz.de/10003352593
Saved in:
4
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
5
Determining the number of primitive shocks in factor models
Bai, Jushan
;
Ng, Serena
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 52-60
Persistent link: https://www.econbiz.de/10003410155
Saved in:
6
Conditional Markov chain and its application in economic time series analysis
Bai, Jushan
;
Wang, Peng
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 715-734
Persistent link: https://www.econbiz.de/10009408923
Saved in:
7
Identification theory for high dimensional static and dynamic factor models
Bai, Jushan
;
Wang, Peng
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 794-804
Persistent link: https://www.econbiz.de/10010257659
Saved in:
8
Theory and applications of TAR model with two threshold variables
Chen, Haiqiang
;
Chong, Terence Tai-Leung
;
Bai, Jushan
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 142-170
Persistent link: https://www.econbiz.de/10009515966
Saved in:
9
Tests for skewness, kurtosis, and normality for time series data
Bai, Jushan
;
Ng, Serena
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10002583961
Saved in:
10
Testing for and dating common breaks in multivariate time series
Bai, Jushan
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 395-432
Persistent link: https://www.econbiz.de/10001244375
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