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source:"econis"
subject:"Schätztheorie"
~institution:"European University Institute / Department of Law"
~institution:"University of Southampton / Department of Economics"
~subject:"VAR model"
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Schätztheorie
VAR model
Theorie
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Theory
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Kriwoluzky, Alexander
2
Lütkepohl, Helmut
2
Bardsen, Gunnar
1
Forchini, Giovanni
1
Grey, Matthew
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Hall, Stephen G.
1
Herwartz, Helmut
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Hillier, Grant H.
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Hoffmann, Mathias
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Jordà, Òscar
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Marcellino, Massimiliano
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Mizon, Grayham E.
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European University Institute / Department of Law
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
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21
Center for Economic Research <Tilburg>
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Birkbeck College / Department of Economics
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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
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Centre for Analytical Finance <Århus>
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Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
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EUI working paper
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Discussion papers in economics and econometrics
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ECONIS (ZBW)
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1
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
2
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
Saved in:
3
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
4
Matching theory and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897072
Saved in:
5
Pre-announcement and timing : the effects of a government expenditure shock
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897242
Saved in:
6
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
7
Long run recursive VAR models and QR decompositions
Hoffmann, Mathias
-
2000
Persistent link: https://www.econbiz.de/10001504012
Saved in:
8
Relative price skewness and inflation : a structural VAR framework
Rátfai, Attila
-
2000
Persistent link: https://www.econbiz.de/10001536009
Saved in:
9
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
-
1999
Persistent link: https://www.econbiz.de/10001476514
Saved in:
10
Conditional inference for possibly unidentified structural equations
Forchini, Giovanni
;
Hillier, Grant H.
-
1999
Persistent link: https://www.econbiz.de/10001415407
Saved in:
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