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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Dagum, Estela Bee"
~person:"Dungey, Mardi H."
~person:"Franses, Philip Hans"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~subject:"Dynamisches Gleichgewicht"
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
Dynamisches Gleichgewicht
Estimation
Schätzung
Time varying parameters
Zustandsraummodell
Theorie
4
Theory
4
Time series analysis
3
Bruttoinlandsprodukt
1
Cointegration
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Dekompositionsverfahren
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Newbold, Paul
Dagum, Estela Bee
Dungey, Mardi H.
Franses, Philip Hans
Ghose, Devajyoti
Kapetanios, George
Chan, Joshua
12
Haque, Qazi
6
Pagan, Adrian R.
6
Wong, Benjamin
5
Castelnuovo, Efrem
4
Paccagnini, Alessia
4
Caggiano, Giovanni
3
Kollmann, Robert
3
Robinson, Tim
3
Strachan, Rodney W.
3
Bhatta, Guna Raj
2
Breunig, Robert
2
Buncic, Daniel
2
Chan, Joshua C. C.
2
Choi, Sangyup
2
Cross, Jamie L.
2
Eisenstat, Eric
2
Grant, Angelia L.
2
Görtz, Christoph
2
Harding, Don
2
Harvie, Charles
2
Hirose, Yasuo
2
Hou, Chenghan
2
Jacobs, Jan
2
Jayanthakumaran, Kankesu
2
Koop, Gary
2
Magnusson, Leandro M.
2
McKibbin, Warwick J.
2
Meeks, Roland
2
Morley, James C.
2
Nepal, Rabindra
2
Parla, Fabio
2
Tian, Jing
2
Yoo, Seung Yong
2
Zhang, Bo
2
Abbate, Angela
1
Abeln, Barend
1
Andreasen, Martin Møller
1
Ascari, Guido
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CAMA working paper series
Discussion paper / Tinbergen Institute / Tinbergen Institute
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
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13
Discussion paper / Tinbergen Institute
4
Bank of England Working Paper
3
CAMA Working Paper
3
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ECONIS (ZBW)
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Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
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2
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
Saved in:
3
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
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