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isPartOf:"Journal of urban economics"
subject:"United States"
~isPartOf:"Journal of econometrics"
~subject:"Homeownership"
~subject:"Stochastic process"
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United States
Homeownership
Stochastic process
Theorie
2,353
Theory
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Estimation theory
381
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381
Time series analysis
326
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Phillips, Peter C. B.
7
Yu, Jun
6
Koop, Gary
5
Rosenthal, Stuart S.
5
Haurin, Donald R.
4
McAleer, Michael
4
Parry, Ian W. H.
4
Steel, Mark F. J.
4
Chan, Joshua
3
Coulson, N. Edward
3
DeBartolome, Charles A. M.
3
Diebold, Francis X.
3
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3
Linton, Oliver
3
Pereira, Alfredo M.
3
Renault, Eric
3
Whang, Yoon-jae
3
Anas, Alex
2
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2
Asai, Manabu
2
Atkinson, Scott Estes
2
Boswijk, Herman Peter
2
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2
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2
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2
Chen, Xiaohong
2
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2
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2
Fan, Yanqin
2
Fernandes, Marcelo
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
Grammig, Joachim
2
Granger, C. W. J.
2
Griffin, J. E.
2
Guay, Alain
2
Gyourko, Joseph E.
2
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of urban economics
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Working paper / National Bureau of Economic Research, Inc.
1,410
European journal of operational research : EJOR
785
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385
Computers & operations research : and their applications to problems of world concern ; an international journal
354
The American economic review
306
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273
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249
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234
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ECONIS (ZBW)
323
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1
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
3
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
4
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
5
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
6
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
7
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
8
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
Saved in:
9
Fast and accurate variational inference for models with many latent variables
Loiza-Maya, Ruben
;
Smith, Michael S.
;
Nott, David J.
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 339-362
Persistent link: https://www.econbiz.de/10013463884
Saved in:
10
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
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