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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~person:"Fanelli, Luca"
~person:"Hautsch, Nikolaus"
~person:"Strachan, Rodney W."
~subject:"Bayesian inference"
~subject:"Geldpolitik"
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Estimation
Zeitreihenanalyse
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Geldpolitik
Schätzung
7
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3
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3
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Cointegration
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Fanelli, Luca
Hautsch, Nikolaus
Strachan, Rodney W.
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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Baltagi, Badi H.
3
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Egger, Peter
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Jones, Andrew M.
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Kumbhakar, Subal
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Lee, Lung-fei
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Sola, Martin
3
Tobias, Justin L.
3
Urbain, Jean-Pierre
3
Vahid, Farshid
3
Weeks, Melvyn
3
Banerjee, Anindya
2
Beenstock, Michael
2
Belzil, Christian
2
Bianchi, Marco
2
Blundell, Richard W.
2
Butler, John S.
2
Carriero, Andrea
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Chang, Sheng-kai
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Ertur, Kamil C.
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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
CoFE discussion papers
5
Applied quantitative finance
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CAMA Working Paper
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Econometric reviews
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Malaysian journal of economic studies
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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