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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~person:"Fanelli, Luca"
~person:"Hautsch, Nikolaus"
~person:"Strachan, Rodney W."
~person:"Vahid, Farshid"
~subject:"Geldpolitik"
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Estimation
Zeitreihenanalyse
Geldpolitik
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Fanelli, Luca
Hautsch, Nikolaus
Strachan, Rodney W.
Vahid, Farshid
Pesaran, M. Hashem
8
Marcellino, Massimiliano
7
Koop, Gary
5
Clark, Todd E.
4
Kilian, Lutz
4
Phillips, Peter C. B.
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3
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3
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3
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Kumbhakar, Subal
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3
Pendakur, Krishna
3
Sola, Martin
3
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3
Urbain, Jean-Pierre
3
Weeks, Melvyn
3
Banerjee, Anindya
2
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2
Belzil, Christian
2
Bianchi, Marco
2
Blundell, Richard W.
2
Butler, John S.
2
Carriero, Andrea
2
Chang, Sheng-kai
2
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2
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2
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2
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2
Henderson, Daniel J.
2
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2
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Journal of applied econometrics
SFB 649 discussion paper
14
CFS working paper series
12
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
CAMA working paper series
5
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5
Working paper / Department of Econometrics and Business Statistics, Monash University
4
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3
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International journal of forecasting
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Econometrics : open access journal
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Malaysian journal of economic studies
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Melbourne Institute Working Paper
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 805-820
Persistent link: https://www.econbiz.de/10011645234
Saved in:
2
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
3
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
4
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
- In:
Journal of applied econometrics
28
(
2013
)
1
,
pp. 62-81
Persistent link: https://www.econbiz.de/10009733363
Saved in:
5
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
Saved in:
6
Comment on 'Jointness of growth determinants' by Gernot Doppelhofer and Melvyn Weeks
Strachan, Rodney W.
- In:
Journal of applied econometrics
24
(
2009
)
2
,
pp. 245-247
Persistent link: https://www.econbiz.de/10003817800
Saved in:
7
International dynamic risk sharing
Cavaliere, Giuseppe
;
Fanelli, Luca
;
Gardini, Attilio
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003682767
Saved in:
8
The effect of household characteristics on living standards in South Africa 1993 - 1998 : a quantile regression analysis with sample attrition
Maitra, Pushkar
;
Vahid, Farshid
- In:
Journal of applied econometrics
21
(
2006
)
7
,
pp. 999-1018
Persistent link: https://www.econbiz.de/10003397438
Saved in:
9
Testing the purchasing power parity through I(2) cointegration techniques
Bacchiocchi, Emanuele
;
Fanelli, Luca
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 749-770
Persistent link: https://www.econbiz.de/10003168891
Saved in:
10
On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands
Anderson, Heather M.
;
Schmidt, Peter
- In:
Journal of applied econometrics
12
(
1997
)
5
,
pp. 477-498
Persistent link: https://www.econbiz.de/10001336657
Saved in:
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