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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~person:"Hautsch, Nikolaus"
~person:"Pendakur, Krishna"
~person:"Sola, Martin"
~person:"Strachan, Rodney W."
~subject:"Geldpolitik"
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Estimation
Zeitreihenanalyse
Geldpolitik
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11
Estimation theory
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5
Theorie
4
Theory
4
Private consumption
3
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1947-2013
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Hautsch, Nikolaus
Pendakur, Krishna
Sola, Martin
Strachan, Rodney W.
Pesaran, M. Hashem
8
Marcellino, Massimiliano
7
Koop, Gary
5
Clark, Todd E.
4
Kilian, Lutz
4
Phillips, Peter C. B.
4
Baltagi, Badi H.
3
Doppelhofer, Gernot
3
Egger, Peter
3
Jones, Andrew M.
3
Kumbhakar, Subal
3
Lee, Lung-fei
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
2
Chang, Sheng-kai
2
Chesher, Andrew
2
Eickmeier, Sandra
2
Ertur, Kamil C.
2
Escanciano, Juan Carlos
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Everaert, Gerdie
2
Fanelli, Luca
2
Fleissig, Adrian R.
2
Garratt, Anthony
2
Harding, Matthew C.
2
Henderson, Daniel J.
2
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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 / Centre for Economic Forecasting
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
CoFE discussion papers
5
CAMA working paper series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied quantitative finance
3
CAMA Working Paper
3
Discussion papers in economics
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Econometrics : open access journal
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European finance review : the official journal of the European Finance Association
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IZA Discussion Paper
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
1
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
11
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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
Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model
Hevia, Constantino
;
González Rozada, Martín
;
Sola, Martin
- In:
Journal of applied econometrics
30
(
2015
)
6
,
pp. 987-1009
Persistent link: https://www.econbiz.de/10011431680
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
Semiparametric estimation of consumer demand systems inreal expenditure
Pendakur, Krishna
;
Sperlich, Stefan
- In:
Journal of applied econometrics
25
(
2010
)
3
,
pp. 420-457
Persistent link: https://www.econbiz.de/10008667544
Saved in:
7
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:
8
Semiparametric estimation of lifetime equivalence scales
Pendakur, Krishna
- In:
Journal of applied econometrics
20
(
2005
)
4
,
pp. 487-507
Persistent link: https://www.econbiz.de/10002987696
Saved in:
9
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
10
Semiparametric estimation and consumer demand
Blundell, Richard W.
- In:
Journal of applied econometrics
13
(
1998
)
5
,
pp. 435-461
Persistent link: https://www.econbiz.de/10001250510
Saved in:
1
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