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subject:"EU countries"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Finance and economics discussion series"
~subject:"Schätztheorie"
~subject:"United States"
~type_genre:"Konferenzschrift"
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EU countries
Schätztheorie
United States
Estimation
368
Schätzung
368
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174
Theorie
104
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104
Capital income
55
Kapitaleinkommen
55
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46
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46
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40
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36
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35
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35
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35
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32
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31
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Zhou, Hao
8
D'Amico, Stefania
6
Kim, Don H.
6
Bollerslev, Tim
5
Li, Geng
5
Berger, Allen N.
4
Falato, Antonio
4
Han, Song
4
Laubach, Thomas
4
Nalewaik, Jeremy
4
Roberts, John M.
4
Shan, Hui
4
Vidangos, Ivan
4
Downing, Chris
3
Estevão, Marcelo M.
3
Figura, Andrew
3
French, Mark W.
3
Kadyrzhanova, Dalida
3
Molloy, Raven S.
3
Nielsen, Morten Ørregaard
3
Rudd, Jeremy B.
3
Sack, Brian
3
Smith, Paul A.
3
Teräsvirta, Timo
3
Tetlow, Robert
3
Wei, Min
3
Williams, John C.
3
Bansal, Ravi
2
Berkowitz, Jeremy
2
Bomfim, Antúlio N.
2
Bricker, Jesse
2
Carlson, Mark
2
Carpenter, Seth B.
2
Cavaliere, Giuseppe
2
DeBacker, Jason
2
Demiralp, Selva
2
Durham, J. Benson
2
Fleischman, Charles A.
2
Grassi, Stefano
2
Gürkaynak, Refet S.
2
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9
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CREATES research paper
Finance and economics discussion series
Working paper / National Bureau of Economic Research, Inc.
1,512
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552
Discussion paper / Centre for Economic Policy Research
471
CESifo working papers
295
Working paper
192
Discussion paper
136
Working paper series / European Central Bank
114
Discussion paper / Tinbergen Institute
102
Kiel working paper
89
ZEW discussion papers
80
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72
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63
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62
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61
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59
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50
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46
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37
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36
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34
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34
Boston College working papers in economics
31
Fisher College of Business working paper series
31
CAMA working paper series
29
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28
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28
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ECONIS (ZBW)
204
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Confidence, financial literacy and investment in risky assets : evidence from the Survey of Consumer Finances
Cupák, Andrej
;
Fessler, Pirmin
;
Hsu, Joanne W.
; …
-
2020
Persistent link: https://www.econbiz.de/10012388165
Saved in:
8
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012388566
Saved in:
9
ivcrc : an instrumental variables estimator for the correlated random coefficients model
Benson, David
;
Masten, Matthew A.
;
Torgovitsky, Alexander
-
2020
Persistent link: https://www.econbiz.de/10012388671
Saved in:
10
Estimates of r* consistent with a supply-side structure and a monetary policy rule for the U.S. economy
González-Astudillo, Manuel
;
Laforte, Jean-Philippe
-
2020
Persistent link: https://www.econbiz.de/10012389790
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