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Handbook of financial time series
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Handbook of applied econometrics and statistical inference
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Robust inference
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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Robustness in econometrics
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Order statistics: applications
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Bioenvironmental and public health statistics
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Essays in honor of Joon Y. Park : econometric theory
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Econometric analysis of financial markets
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Handbook of econometrics ; Vol. 4
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Handbook of research methods and applications in empirical macroeconomics
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Long memory in economics : with 50 tables
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Nonparametric econometric methods
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Statistical methods in finance
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Handbook of econometrics ; Vol. 2
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New directions in spatial econometrics
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State space and unobserved component models : theory and applications
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Analyse saisonaler Zeitreihen
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Econometric analysis of financial and economic time series ; part B
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Growth and cycle in the Euro-zone
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Nonlinear modeling of economic and financial time-series
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Probability and statistical decision theory
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Seasonal adjustment
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
9
30th anniversary edition
8
Applied quantitative finance
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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91
On the modeling of financial time series
Kutergin, Aleksey
;
Filimonov, Vladimir
- In:
Financial econometrics and empirical market microstructure
,
(pp. 131-151)
.
2015
Persistent link: https://www.econbiz.de/10011326692
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92
Consistent estimation and orthogonality
Woutersen, Tiemen
-
2011
Persistent link: https://www.econbiz.de/10009693819
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93
Volatility in discrete and continuous-time models : a survey with new evidence on large and small jumps
Duong, Diep
;
Swanson, Norman R.
-
2011
Persistent link: https://www.econbiz.de/10009698154
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94
A history of the advances in econometrics series
Campbell, Randall C.
;
Ogunc, Asli
- In:
30th anniversary edition
,
(pp. 3-24)
.
2012
Persistent link: https://www.econbiz.de/10009712003
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95
On RegComponent time series models and their applications
Bell, William R.
- In:
State space and unobserved component models : theory …
,
(pp. 248-283)
.
2004
Persistent link: https://www.econbiz.de/10009719921
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96
Frequence domain and wavelet-based estimation for long-memory signal plus noise models
Tanaka, Katsuto
- In:
State space and unobserved component models : theory …
,
(pp. 75-91)
.
2004
Persistent link: https://www.econbiz.de/10009719930
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97
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2013
Persistent link: https://www.econbiz.de/10010247745
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98
Oracle efficient estimation and forecasting with the adaptive Lasso and the adaptive group Lasso in vector autoregressions
Callot, Laurent A. F.
;
Kock, Anders Bredahl
- In:
Essays in nonlinear time series econometrics
,
(pp. 238-266)
.
2014
Persistent link: https://www.econbiz.de/10010385848
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99
Penalized estimation of semi-parametric additive time-series models
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Essays in nonlinear time series econometrics
,
(pp. 215-237)
.
2014
Persistent link: https://www.econbiz.de/10010385850
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100
Estimating risk with copulas
Mihaylova, Iva
-
2014
Persistent link: https://www.econbiz.de/10010366882
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