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person:"Chen, Xiaohong"
type_genre:"Working Paper"
~subject:"VAR-Modell"
~type_genre:"Amtsdruckschrift"
~type_genre:"Government document"
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VAR-Modell
Estimation theory
37
Schätztheorie
37
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Bootstrap approach
9
Bootstrap-Verfahren
9
Regression analysis
7
Regressionsanalyse
7
Time series analysis
7
Zeitreihenanalyse
7
IV-Schätzung
6
Instrumental variables
6
Statistical test
6
Statistischer Test
6
Method of moments
5
Momentenmethode
5
Random matrices
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Modellierung
3
Multivariate Analyse
3
Multivariate Verteilung
3
Multivariate analysis
3
Multivariate distribution
3
Optimal uniform convergence rates
3
Scientific modelling
3
Semiparametric efficiency
3
Splines
3
Theorie
3
Theory
3
Wavelets
3
Weak dependence
3
(Nonlinear) Irregular Functionals
2
ARCH model
2
ARCH-Modell
2
Bayes-Statistik
2
Bayesian Model Selection
2
Bayesian inference
2
Econometric Model Evaluation
2
Estimation
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Chen, Xiaohong
Lütkepohl, Helmut
33
Kilian, Lutz
20
Staszewska-Bystrova, Anna
14
Winker, Peter
14
Inoue, Atsushi
13
Athanasopoulos, George
8
Vahid, Farshid
8
Benati, Luca
7
Sentana, Enrique
7
Bruns, Martin
6
Theodoridis, Konstantinos
6
Amengual, Dante
5
Binder, Michael
5
Fiorentini, Gabriele
5
Guillén, Osmani Teixeira de Carvalho
5
Issler, João Victor
5
Johansen, Søren
5
Jordà, Òscar
5
Kapetanios, George
5
Koop, Gary
5
Marcellino, Massimiliano
5
Peng, Bin
5
Pesaran, M. Hashem
5
Benkwitz, Alexander
4
Brüggemann, Ralf
4
Cai, Zongwu
4
Gambetti, Luca
4
Gouriéroux, Christian
4
Hecq, Alain W. J.
4
Hsiao, Cheng
4
Liu, Xiyuan
4
Mesters, Geert
4
Monfort, Alain
4
Rodriguez, Gabriel
4
Schorfheide, Frank
4
Teräsvirta, Timo
4
Andersen, Torben
3
Bognanni, Mark
3
Bruder, Stefan
3
Carriero, Andrea
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Cowles Foundation discussion paper
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ECONIS (ZBW)
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Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
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This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
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Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
Persistent link: https://www.econbiz.de/10012515882
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