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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~person:"Parra-Alvarez, Juan Carlos"
~subject:"Regressionsanalyse"
~subject:"Stochastischer Prozess"
~type_genre:"Working Paper"
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Estimation theory
Regressionsanalyse
Stochastischer Prozess
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Parra-Alvarez, Juan Carlos
Nielsen, Morten Ørregaard
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Teräsvirta, Timo
11
Johansen, Søren
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Kristensen, Dennis
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Podolskij, Mark
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Cattaneo, Matias D.
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Christensen, Bent Jesper
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Christensen, Kim
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Hounyo, Ulrich
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Hillebrand, Eric
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Lunde, Asger
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MacKinnon, James G.
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Santucci de Magistris, Paolo
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Silvennoinen, Annastiina
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Taylor, Robert
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Bennedsen, Mikkel
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Cavaliere, Giuseppe
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Crump, Richard K.
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Kanaya, Shin
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Kock, Anders Bredahl
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Medeiros, Marcelo C.
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Nielsen, Bent
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Posch, Olaf
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Proietti, Tommaso
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Rossi, Eduardo
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Sibbertsen, Philipp
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Veliyev, Bezirgen
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Veraart, Almut E. D.
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Yang, Yukai
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Journal of forecasting
CREATES research paper
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
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Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
3
Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2017
Persistent link: https://www.econbiz.de/10011750340
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