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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~person:"Kapetanios, George"
~subject:"Estimation"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Theorie
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Newbold, Paul
Kapetanios, George
Camba-Méndez, Gonzalo
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Harvey, David I.
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Leybourne, Stephen James
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Journal of empirical finance
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Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
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ECONIS (ZBW)
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A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
2
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
3
Estimating the rank of the spectral density matrix
Camba-Méndez, Gonzalo
-
2004
Persistent link: https://www.econbiz.de/10013434685
Saved in:
4
Testing the rank of the Hankel matrix : a statistical approach
Camba-Méndez, Gonzalo
-
2001
Persistent link: https://www.econbiz.de/10013434335
Saved in:
5
Spectral based methods to identify common trends and common cycles
Camba-Méndez, Gonzalo
-
2001
Persistent link: https://www.econbiz.de/10013434350
Saved in:
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