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person:"Pesaran, M. Hashem"
subject:"Estimation"
~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"International journal of forecasting"
~person:"Carriero, Andrea"
~person:"Gundlach, Erich"
~subject:"VAR model"
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Estimation
VAR model
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18
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9
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6
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4
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Pesaran, M. Hashem
Carriero, Andrea
Gundlach, Erich
Mohaddes, Kamiar
8
Raissi, Mehdi
5
Chudik, Alexander
4
Cashin, Paul A.
3
Smith, L. Vanessa
3
Dées, Stéphane
2
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Neuere Ansätze der theoretischen und empirischen Entwicklungsforschung : [der vorliegende Band enthält die Referate und Korreferate, die auf den Jahrestagungen 2001 (Heidelberg) und 2002 (Berlin) des Aussschusses für Entwicklungsländer gehalten wurden]
1
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Ökonomie der Evaluation von Schulen und Hochschulen
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ECONIS (ZBW)
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1
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2018
Persistent link: https://www.econbiz.de/10012672302
Saved in:
2
Country-specific oil supply shocks and the global economy : a counterfactual analysis
Mohaddes, Kamiar
;
Pesaran, M. Hashem
-
2015
Persistent link: https://www.econbiz.de/10011285969
Saved in:
3
Theory and practice of GVAR modeling
Pesaran, M. Hashem
;
Chudik, Alexander
-
2014
Persistent link: https://www.econbiz.de/10010356261
Saved in:
4
Uncertainty and economic activity : a global perspective
Pesaran, M. Hashem
;
Cesa-Bianchi, Ambrogio
;
Rebucci, …
-
2014
Persistent link: https://www.econbiz.de/10010356264
Saved in:
5
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem
-
2010
Persistent link: https://www.econbiz.de/10003981032
Saved in:
6
Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671175
Saved in:
7
Identification of new Keynesian Phillips Curves from a global perspective
Dées, Stéphane
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
; …
-
2008
Persistent link: https://www.econbiz.de/10003604405
Saved in:
8
Infinite dimensional VARs and factor models
Chudik, Alexander
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003596456
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
Exploring the international linkages of the euro area : a global VAR anaylsis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
-
2005
Persistent link: https://www.econbiz.de/10002808817
Saved in:
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