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source:"econis"
subject:"Schätztheorie"
~institution:"Birkbeck College / Department of Economics"
~institution:"University of Southampton / Department of Economics"
~subject:"VAR model"
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Schätztheorie
VAR model
Theorie
114
Theory
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12
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Estimation theory
10
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Sola, Martin
3
Orszag, Jonathan Michael
2
Psaradakis, Zacharias G.
2
Timmermann, Allan
2
Bianchi, Marco
1
Dacco, Roberto
1
Forchini, Giovanni
1
Grey, Matthew
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Hall, Stephen G.
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Hillier, Grant H.
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Hoffmann, Mathias
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Karanasos, Menelaos
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Madsen, Jakob Brøchner
1
Mizon, Grayham E.
1
Rátfai, Attila
1
Satchell, Stephen
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Birkbeck College / Department of Economics
University of Southampton / Department of Economics
European University Institute / Department of Economics
31
Ekonomiska forskningsinstitutet <Stockholm>
29
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
National Bureau of Economic Research
25
Umeå universitet
21
Center for Economic Research <Tilburg>
18
University of New England / Department of Econometrics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Forschungsinstitut zur Zukunft der Arbeit
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Federal Reserve System / Division of Research and Statistics
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European University Institute / Department of Law
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
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Umeå Universitet / Institutionen för Nationalekonomi
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Centre for Analytical Finance <Århus>
5
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
University of Strathclyde / Department of Economics
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Brown University / Department of Economics
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Chambre de commerce et d'industrie de Paris
4
Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
4
Københavns Universitet / Økonomisk Institut
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Leibniz-Institut für Wirtschaftsforschung Halle
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
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3
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Discussion papers in economics and econometrics
5
Discussion paper in financial economics : FE
4
Discussion papers in economics
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ECONIS (ZBW)
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1
Long run recursive VAR models and QR decompositions
Hoffmann, Mathias
-
2000
Persistent link: https://www.econbiz.de/10001504012
Saved in:
2
Relative price skewness and inflation : a structural VAR framework
Rátfai, Attila
-
2000
Persistent link: https://www.econbiz.de/10001536009
Saved in:
3
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
-
1999
Persistent link: https://www.econbiz.de/10001476514
Saved in:
4
Conditional inference for possibly unidentified structural equations
Forchini, Giovanni
;
Hillier, Grant H.
-
1999
Persistent link: https://www.econbiz.de/10001415407
Saved in:
5
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
6
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
7
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
8
A model of employment and real wages under imperfect competition
Grey, Matthew
;
Madsen, Jakob Brøchner
-
1996
Persistent link: https://www.econbiz.de/10000950708
Saved in:
9
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
10
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
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