Macroeconometrics and Time Series Analysis
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Published By Palgrave Macmillan UK

9780230238855, 9780230280830

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Central limit theorems

Macroeconometrics and Time Series Analysis ◽

10.1057/9780230280830_5 ◽

2010 ◽

pp. 46-52

Author(s):

Werner Ploberger

Keyword(s):

Central Limit ◽

Limit Theorems ◽

Central Limit Theorems

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Vector autoregressions

Macroeconometrics and Time Series Analysis ◽

10.1057/9780230280830_40 ◽

2010 ◽

pp. 378-390 ◽

Author(s):

Tao Zha

Keyword(s):

Vector Autoregressions

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Prediction formulas

Macroeconometrics and Time Series Analysis ◽

10.1057/9780230280830_21 ◽

2010 ◽

pp. 178-192

Author(s):

Charles H. Whiteman ◽

Kurt F. Lewis

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Law(s) of large numbers

Macroeconometrics and Time Series Analysis ◽

10.1057/9780230280830_18 ◽

2010 ◽

pp. 158-162

Author(s):

Werner Ploberger

Keyword(s):

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Trend/Cycle decomposition

Macroeconometrics and Time Series Analysis ◽

10.1057/9780230280830_36 ◽

2010 ◽

pp. 343-346 ◽

Author(s):

Charles R. Nelson

Keyword(s):

Cycle Decomposition

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Generalized method of moments estimation

Macroeconometrics and Time Series Analysis ◽

10.1057/9780230280830_13 ◽

2010 ◽

pp. 105-118 ◽

Author(s):

Lars Peter Hansen

Keyword(s):

Method Of Moments ◽

Generalized Method Of Moments ◽

Method Of Moments Estimation

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SNP: nonparametric time series analysis

Macroeconometrics and Time Series Analysis ◽

10.1057/9780230280830_26 ◽

2010 ◽

pp. 245-249 ◽

Author(s):

A. Ronald Gallant

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Series Analysis

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Spectral analysis

Macroeconometrics and Time Series Analysis ◽

10.1057/9780230280830_27 ◽

2010 ◽

pp. 250-259

Author(s):

Timothy J. Vogelsang

Keyword(s):

Spectral Analysis

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Stochastic volatility models

Macroeconometrics and Time Series Analysis ◽

10.1057/9780230280830_31 ◽

2010 ◽

pp. 276-287 ◽

Author(s):

Neil Shephard

Keyword(s):

Stochastic Volatility ◽

Stochastic Volatility Models ◽

Volatility Models

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Long memory models

Macroeconometrics and Time Series Analysis ◽

10.1057/9780230280830_19 ◽

2010 ◽

pp. 163-168

Author(s):

P. M. Robinson

Keyword(s):

Long Memory ◽

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