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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~person:"Chan, Joshua"
~person:"Swanson, Norman R."
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Schätzung
79
Estimation
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Arbeitsmigranten
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Zimmermann, Klaus F.
Chan, Joshua
Swanson, Norman R.
Gil-Alaña, Luis A.
95
Caporale, Guglielmo Maria
86
Pesaran, M. Hashem
26
Koopman, Siem Jan
25
Härdle, Wolfgang
18
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15
McAleer, Michael
15
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14
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14
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13
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13
Kapetanios, George
12
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11
Lütkepohl, Helmut
11
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10
Nielsen, Morten Ørregaard
10
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9
Koop, Gary
9
Linton, Oliver
9
Wolters, Maik H.
9
Bailey, Natalia
8
Bos, Charles S.
8
Breitung, Jörg
8
Chang, Chia-Lin
8
Jumah, Adusei
8
Timmermann, Allan
8
Carcel, Hector
7
Costantini, Mauro
7
Delle Monache, Davide
7
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Lanne, Markku
7
Pick, Andreas
7
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7
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ECONIS (ZBW)
21
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1
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
2
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
4
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
5
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
6
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
7
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
8
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
9
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua
;
Grant, Angelia L.
-
2016
Persistent link: https://www.econbiz.de/10011756222
Saved in:
10
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
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