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person:"Stahlecker, Peter"
type_genre:"Working Paper"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~person:"Johansen, Søren"
~person:"Magnus, Jan R."
~person:"Newey, Whitney K."
~type_genre:"Non-commercial literature"
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Estimation theory
11
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11
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7
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7
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5
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5
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2
Rationale Erwartung
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Stahlecker, Peter
Johansen, Søren
Magnus, Jan R.
Newey, Whitney K.
Rahbek, Anders
9
Nielsen, Bent
5
Bohn Nielsen, Heino
4
Cavaliere, Giuseppe
4
Pedersen, Rasmus Søndergaard
3
Berenguer-Rico, Vanessa
2
Kristensen, Dennis
2
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2
Sørensen, Jesper R.-V.
2
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1
Gatarek, Lukasz
1
Hetland, Simon Thinggaard
1
Iskhakov, Fedor
1
Jørgensen, Thomas H.
1
Kurita, Takamitsu
1
Nielsen, Morten Ørregaard
1
Nyboe Tabor, Morten
1
Perera, Indeewara
1
Rust, John
1
Schjerning, Bertel
1
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Discussion papers / Department of Economics, University of Copenhagen
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
15
CREATES research paper
11
Discussion paper / Center for Economic Research, Tilburg University
9
Discussion paper / Tinbergen Institute
9
Working paper / Massachusetts Institute of Technology, Department of Economics
7
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
6
Suntory Toyota International Centre for Economics and Related Disciplines
6
Wirtschaftswissenschaftliche Diskussionsbeiträge / V
5
Working papers / Rutgers University, Department of Economics
4
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2
Discussion paper / University of Bristol, Department of Economics
2
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2
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ECONIS (ZBW)
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
2
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
3
Models where the least trimmed squares and least median of squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012101101
Saved in:
4
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
Saved in:
5
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011625471
Saved in:
6
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011625538
Saved in:
7
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011654453
Saved in:
8
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667306
Saved in:
9
Asymptotic theory for terated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009382532
Saved in:
10
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
(
contributor
);
Nielsen, Bent
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003631872
Saved in:
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