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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
type_genre:"Graue Literatur"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Temi di discussione / Banca d'Italia"
~isPartOf:"Working papers / Penn Institute for Economic Research"
~person:"Kapetanios, George"
~person:"Robinson, Peter M."
~subject:"Estimation theory"
~subject:"Monetary policy"
~subject:"Risikoprämie"
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Estimation theory
Monetary policy
Risikoprämie
Schätztheorie
15
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10
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10
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4
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4
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Kapetanios, George
Robinson, Peter M.
Marcellino, Massimiliano
7
Magnus, Jan R.
6
DiTraglia, Francis J.
5
García Jimeno, Camilo
5
Song, Kyungchul
5
Tang, Xun
5
Zaffaroni, Paolo
5
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4
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4
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3
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3
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3
Kilian, Lutz
3
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3
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3
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3
Rubio-Ramírez, Juan Francisco
3
Schorfheide, Frank
3
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3
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2
Barnichon, Régis
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Discussion paper / Centre for Economic Policy Research
Temi di discussione / Banca d'Italia
Working papers / Penn Institute for Economic Research
Working paper
15
Suntory and Toyota International Centres for Economics and Related Disciplines
7
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3
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ECONIS (ZBW)
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
-
This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
Saved in:
2
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
Saved in:
3
Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
-
2017
Persistent link: https://www.econbiz.de/10011959996
Saved in:
4
Factor-GMM estimation with large sets of possibly weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003957676
Saved in:
5
A parametric estimation method for dynamic factor models of large dimensions
Kapetanios, George
;
Marcellino, Massimiliano
-
2006
Persistent link: https://www.econbiz.de/10003322844
Saved in:
6
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
Saved in:
7
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
8
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
-
1999
Persistent link: https://www.econbiz.de/10001429067
Saved in:
9
Semiparametric frequency domain analysis of fractional cointegration
Robinson, Peter M.
;
Marinucci, Domenico
-
1998
Persistent link: https://www.econbiz.de/10000983439
Saved in:
10
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M.
;
Henry, Mark S.
-
1998
Persistent link: https://www.econbiz.de/10000990118
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