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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"CAMA working paper series"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"ECARES working paper"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Brown, Sarah"
~person:"Dungey, Mardi H."
~person:"Kapetanios, George"
~person:"Karanasos, Menelaos"
~person:"Kollmann, Robert"
~subject:"Bayes-Statistik"
~subject:"Bewertung"
~subject:"Estimation"
~subject:"Panel study"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Bayes-Statistik
Bewertung
Estimation
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Time varying parameters
Zustandsraummodell
Theorie
23
Theory
23
Schätzung
7
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6
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4
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4
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exchange rate
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9
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13
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Newbold, Paul
Brown, Sarah
Dungey, Mardi H.
Kapetanios, George
Karanasos, Menelaos
Kollmann, Robert
Pesaran, M. Hashem
22
Hallin, Marc
13
Chan, Joshua
12
Harvey, Andrew C.
9
Linton, Oliver
6
Pagan, Adrian R.
6
Wong, Benjamin
6
Chudik, Alexander
5
Haque, Qazi
5
Mills, Terence C.
5
Strachan, Rodney W.
5
Barigozzi, Matteo
4
Castelnuovo, Efrem
4
Harvey, David I.
4
Koop, Gary
4
Paccagnini, Alessia
4
Pick, Andreas
4
Timmermann, Allan
4
Attanasio, Orazio P.
3
Busetti, Fabio
3
Caggiano, Giovanni
3
Chan, Joshua C. C.
3
Görtz, Christoph
3
Leon-Gonzalez, Roberto
3
Levell, Peter
3
Low, Hamish
3
Morley, James C.
3
Robinson, Tim
3
Seaton, Jonathan S.
3
Sánchez Marcos, Virginia
3
Bailey, Natalia
2
Bhatta, Guna Raj
2
Breunig, Robert
2
Buncic, Daniel
2
Choi, Sangyup
2
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2
Cross, Jamie L.
2
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1
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Applied economics
CAMA working paper series
Cambridge working papers in economics
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
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8
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5
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3
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ECONIS (ZBW)
13
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1
Household consumption heterogeneity and the real exchange rate
Kollmann, Robert
-
2021
Persistent link: https://www.econbiz.de/10012614625
Saved in:
2
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
3
Explaining international business cycle synchronization : recursive preferences and the terms of trade channel
Kollmann, Robert
-
2017
Persistent link: https://www.econbiz.de/10011748167
Saved in:
4
What drives the German current account? : and how does it affect other EU member states?
Kollmann, Robert
;
Ratto, Marco
;
Röger, Werner
;
Veld, …
-
2014
Persistent link: https://www.econbiz.de/10010349464
Saved in:
5
Tractable latent state filtering for non-linear DSGE models using a second-order approximation
Kollmann, Robert
-
2013
Persistent link: https://www.econbiz.de/10009750030
Saved in:
6
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:
7
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:
8
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
9
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
Saved in:
10
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000987502
Saved in:
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