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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"CAMA working paper series"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper series / University of Heidelberg, Department of Economics"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Bhatta, Guna Raj"
~person:"Dungey, Mardi H."
~person:"Kapetanios, George"
~person:"Karanasos, Menelaos"
~person:"Onatski, Alexei"
~person:"Strachan, Rodney W."
~subject:"Bayes-Statistik"
~subject:"Bewertung"
~subject:"Panel"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
~type:"book"
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Zeitreihenanalyse
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Newbold, Paul
Bhatta, Guna Raj
Dungey, Mardi H.
Kapetanios, George
Karanasos, Menelaos
Onatski, Alexei
Strachan, Rodney W.
Pesaran, M. Hashem
22
Chan, Joshua
11
Harvey, Andrew C.
10
Linton, Oliver
6
Pagan, Adrian R.
5
Timmermann, Allan
5
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5
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4
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4
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4
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3
Chan, Joshua C. C.
3
Leon-Gonzalez, Roberto
3
Mills, Terence C.
3
Morley, James C.
3
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2
Buncic, Daniel
2
Cross, Jamie L.
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Ding, Yashuang
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Eisenstat, Eric
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Gao, Jiti
2
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Testing for uncovered interest parity conditions in a small open economy : a state space modelling approach
Bhatta, Guna Raj
;
Nepal, Rabindra
;
Harvie, Charles
; …
-
2021
Persistent link: https://www.econbiz.de/10012586476
Saved in:
2
Impossible trinity in a small open economy : a state-space model informed policy simulation
Bhatta, Guna Raj
;
Nepal, Rabindra
;
Jayanthakumaran, Kankesu
-
2021
Persistent link: https://www.econbiz.de/10012586491
Saved in:
3
Spurious factor analysis
Onatski, Alexei
;
Wang, Chen
-
2020
Persistent link: https://www.econbiz.de/10012793091
Saved in:
4
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
5
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
6
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise
Onatski, Alexei
-
2018
-
This draft: August, 2007
Persistent link: https://www.econbiz.de/10012667616
Saved in:
7
Alternative asymptotics for cointegration tests in large VARs
Onatski, Alexei
;
Wang, Chen
-
2016
Persistent link: https://www.econbiz.de/10011538884
Saved in:
8
Invariant inference and efficient computation in the static factor model
Chan, Joshua C. C.
;
Leon-Gonzalez, Roberto
;
Strachan, …
-
2013
Persistent link: https://www.econbiz.de/10009750016
Saved in:
9
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
10
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:
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