Rezultati pretraživanja
  1. prije 7 sati
  2. RT : Sequential monitoring for changes from stationarity to mild non-stationarity

  3. RT : Non-standard inference for augmented double autoregressive models with null volatility coefficients

  4. RT : Ultrahigh dimensional precision matrix estimation via refitted cross validation

  5. Nonparametric identification of discrete choice models with lagged dependent variables

  6. Inference on distribution functions under measurement error

  7. Determining individual or time effects in panel data models

  8. Does modeling a structural break improve forecast accuracy?

  9. Inference for local distributions at high sampling frequencies: A bootstrap approach

  10. Hybrid stochastic local unit roots

  11. 4. velj

    Forecasting of electricity price through a functional prediction of sale and purchase curves

  12. 4. velj

    Filtering and prediction of noisy and unstable signals: The case of Google Trends data

  13. 4. velj

    RT : professor Philip Hans Franses gives a lecture to elementary school children as part of the Erasmus Junior College initiative. We're looking forward to welcoming these future economists in a decade or two. …

  14. 4. velj

    We are looking forward to meeting you at the Landelijke Econometristendag LED 2020! Find out about opportunities with Optiver

  15. 4. velj
  16. 1. velj

    Introduction of the annals issue: Statistical learning for dependent data — A celebration of the 85th birthday of Professor George C. Tiao

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