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accessRights:"restricted"
type_genre:"Working Paper"
~person:"Fiorentini, Gabriele"
~subject:"Bayesian inference"
~subject:"Prognoseverfahren"
~subject:"Schock"
~subject:"Schätztheorie"
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Prognoseverfahren
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Fiorentini, Gabriele
Marcellino, Massimiliano
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Kilian, Lutz
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Sentana, Enrique
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Wolf, Michael
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Imbens, Guido
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Aguirregabiria, Victor
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Canova, Fabio
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Herbst, Edward P.
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Iaria, Alessandro
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Kim, Kyoo Il
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Meenagh, David
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Petrin, Amil
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Weide, Roy van der
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Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012314458
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2
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
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3
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
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4
Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique
;
Fiorentini, Gabriele
-
2018
Persistent link: https://www.econbiz.de/10011916573
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