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1دورية أكاديمية
المؤلفون: Jan Lohmeyer, Franz Palm, Jean‐Pierre Urbain
المصدر: Wiley Blackwell, Journal of Time Series Analysis. 45(5):691-713
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2دورية أكاديمية
المؤلفون: Jean-Pierre Urbain
المساهمون: Ministère de l'Économie
المصدر: Économie & prévision 94-95(3-4):63-77
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3
المؤلفون: Jean-Pierre Urbain, Stephan Smeekes, Marina Friedrich
المساهمون: Quantitative Economics, QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: FSE DACS Mathematics Centre Maastricht, Econometrics and Data Science
المصدر: Friedrich, M, Smeekes, S & Urbain, J P 2020, ' Autoregressive wild bootstrap inference for nonparametric trends ', Journal of Econometrics, vol. 214, no. 1, pp. 81-109 . https://doi.org/10.1016/j.jeconom.2019.05.006
Journal of Econometrics, 214(1), 81-109. Elsevier Science
Journal of Econometrics, 214(1), 81-109. Elsevier BVمصطلحات موضوعية: FOS: Computer and information sciences, Economics and Econometrics, Heteroscedasticity, Time series, 010504 meteorology & atmospheric sciences, Missing data, Econometrics (econ.EM), Inference, Nonparametric Estimation, 01 natural sciences, Weather station, Methodology (stat.ME), FOS: Economics and business, 010104 statistics & probability, Simultaneous confidence bands, Trend analysis, Statistics, Econometrics, Confidence Intervals, 0101 mathematics, CDF-based nonparametric confidence interval, Autoregressive wild bootstrap, Statistics - Methodology, 0105 earth and related environmental sciences, Mathematics, Economics - Econometrics, Pointwise, Applied Mathematics, Nonparametric statistics, Bootstrap, Autoregressive model, Trend estimation
وصف الملف: application/pdf
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4دورية أكاديمية
المؤلفون: Marina Friedrich, Eric Beutner, Hanno Reuvers, Stephan Smeekes, Jean-Pierre Urbain, Whitney Bader, Bruno Franco, Bernard Lejeune, Emmanuel Mahieu
المصدر: Springer, Climatic Change. 162(1):105-125
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5
المؤلفون: Jean-Pierre Urbain, Hande Karabiyik, Joakim Westerlund
المساهمون: Econometrics and Operations Research, RS: GSBE other - not theme-related research, Quantitative Economics
المصدر: Karabiyik, H, Urbain, J P & Westerlund, J 2019, ' CCE estimation of factor-augmented regression models with more factors than observables ', Journal of Applied Econometrics, vol. 34, no. 2, pp. 268-284 . https://doi.org/10.1002/jae.2661
Journal of Applied Econometrics, 34(2), 268-284. John Wiley and Sons Ltd
Journal of Applied Econometrics, 34(2), 268-284. Wileyمصطلحات موضوعية: Economics and Econometrics, Current (mathematics), UNIT-ROOT TESTS, Monte Carlo method, 0502 economics and business, Statistics, cross-sectional dependence, CCE, CONSISTENT VARIABLE SELECTION, 050207 economics, LINKAGES, 050205 econometrics, Mathematics, Series (mathematics), Small number, 05 social sciences, Estimator, HT ESTIMATION, Observable, Regression analysis, HETEROGENEOUS PANELS, Simple extension, factor-augmented panel regressions, DIFFUSION, CROSS, INTRA-EU TRADE, GRAVITY MODELS, INFERENCE, Social Sciences (miscellaneous)
وصف الملف: application/pdf
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6دورية أكاديمية
المؤلفون: Hande Karabiyik, Franz C. Palm, Jean-Pierre Urbain
المصدر: Annual Reviews, Annual Review of Economics. 11(1):495-522
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7دورية أكاديمية
المؤلفون: Jan Lohmeyer, Franz Palm, Hanno Reuvers, Jean-Pierre Urbain
المصدر: Taylor & Francis Journals, Econometric Reviews. 38(7):763-792
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8دورية أكاديمية
المؤلفون: Hande Karabiyik, Jean‐Pierre Urbain, Joakim Westerlund
المصدر: John Wiley & Sons, Ltd., Journal of Applied Econometrics. 34(2):268-284
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9
المؤلفون: Eric Beutner, Simon Reese, Jean-Pierre Urbain
المساهمون: QE Math. Economics & Game Theory, RS: GSBE ETBC, QE Econometrics
المصدر: Insurance: Mathematics and Economics, 75, 117-125. Elsevier
مصطلحات موضوعية: FOS: Computer and information sciences, Statistics and Probability, Economics and Econometrics, Process (engineering), Time series model, Lee–Carter model, Latent variable, Expected value, Statistics - Applications, 01 natural sciences, Age period cohort model, 010104 statistics & probability, Age period model, 0502 economics and business, Econometrics, Applications (stat.AP), Identifiability, 0101 mathematics, Time series, Mathematics, Estimation, 050208 finance, Stochastic process, 05 social sciences, Lee Carter model, Plug-in Lee Carter model, Statistics, Probability and Uncertainty, Mathematical economics, 62F99
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10
المؤلفون: Franz Palm, Jean-Pierre Urbain, Hande Karabiyik
المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making
المصدر: Karabiyik, H, Palm, F C & Urbain, J P 2019, ' Econometric Analysis of Panel Data Models with Multifactor Error Structures ', Annual Review of Economics, vol. 11, pp. 495-522 . https://doi.org/10.1146/annurev-economics-063016-104338
Annual Review of Economics, 11, 495-522. Annual Reviews Inc.مصطلحات موضوعية: Shrinkage estimator, Economics and Econometrics, UNIT-ROOT TESTS, nonstationary panels, COINTEGRATION, Maximum likelihood, TIME-SERIES, panel data, REGRESSION-MODELS, 0502 economics and business, Econometrics, cross-sectional dependence, 050207 economics, stationary panels, 050205 econometrics, Mathematics, principal components, common correlated effects, Cointegration, 05 social sciences, factor-augmented panel regression, Econometric analysis, Regression analysis, CCE ESTIMATION, MAXIMUM-LIKELIHOOD-ESTIMATION, CROSS-SECTIONAL DEPENDENCE, LARGE NUMBER, Principal component analysis, BAYESIAN SHRINKAGE, SLOPE HOMOGENEITY, Panel data
وصف الملف: application/pdf
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef0808f532993a6254cf8be9ff2907f0
https://hdl.handle.net/1871.1/7231b778-5dec-43ab-897c-261711d2406e