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isPartOf:"Discussion paper / Centre for Economic Policy Research"
subject:"United Kingdom"
~isPartOf:"CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series"
~subject:"Factor analysis"
~subject:"Schock"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Factor analysis
Schock
Estimation theory
80
Schätztheorie
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30
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20
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13
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Barnichon, Régis
2
Cubadda, Gianluca
2
Marcellino, Massimiliano
2
Bams, Dennis
1
Brownlees, Christian
1
Canova, Fabio
1
Cavicchioli, Maddalena
1
Chen, Liang
1
Crawford, Gregory S.
1
Dolado, Juan J.
1
Forero, Fernando J. Pèrez
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Forni, Mario
1
Ghysels, Eric
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Gonzalo, Jesús
1
Griffith, Rachel
1
Hecq, Alain W. J.
1
Iaria, Alessandro
1
Jordà, Òscar
1
Kapetanios, George
1
Knüppel, Malte
1
Lippi, Marco
1
Matthes, Christian
1
Mazzali, Marco
1
Meenagh, David
1
Minford, Patrick
1
Schotman, Peter C.
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Discussion paper / Centre for Economic Policy Research
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Discussion papers / CEPR
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Working paper
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Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Tinbergen Institute
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
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CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
13
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1
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
-
2023
Persistent link: https://www.econbiz.de/10014248988
Saved in:
2
Dimension reduction for high dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2022
Persistent link: https://www.econbiz.de/10013257768
Saved in:
3
Quantile factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
-
2018
Persistent link: https://www.econbiz.de/10011884747
Saved in:
4
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
5
Gaussian mixture approximations of impulse responses and the non-linear effects of monetary shocks
Barnichon, Régis
;
Matthes, Christian
-
2016
Persistent link: https://www.econbiz.de/10011524293
Saved in:
6
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
7
Demand estimation with unobserved choice set heterogeneity
Crawford, Gregory S.
;
Griffith, Rachel
;
Iaria, Alessandro
-
2016
Persistent link: https://www.econbiz.de/10011606800
Saved in:
8
Estimating overidentified, non-recursive, time varying coefficients structural vars
Canova, Fabio
;
Forero, Fernando J. Pèrez
-
2014
Persistent link: https://www.econbiz.de/10010382052
Saved in:
9
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
10
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
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