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subject:"Germany"
type_genre:"Collection of articles written by one author"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Economics discussion papers"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~person:"Johansen, Søren"
~person:"Mlikota, Marko"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
~subject:"VAR model"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Germany
Monte-Carlo-Simulation
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VAR model
Estimation theory
15
Schätztheorie
15
Zeitreihenanalyse
9
Cointegration
4
Kointegration
4
Robust statistics
4
Robustes Verfahren
4
VAR-Modell
3
1-step Huber-skip
2
Bayes-Statistik
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Bayesian inference
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Chebychev estimator
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Regression analysis
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Regressionsanalyse
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Robust Statistics
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Stationarity
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Statistical method
2
Statistische Methode
2
Uniform distribution
2
Abstract, Exact rational expectations
1
Adjustment coefficients
1
Außenwirtschaftstheorie
1
Bayesian Computations
1
Cointegrated VAR model
1
Dynamic Stochastic General Equilibrium Models
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
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Einheitswurzeltest
1
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Graue Literatur
11
Working Paper
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12
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Johansen, Søren
Mlikota, Marko
Nielsen, Morten Ørregaard
11
Nielsen, Bent
8
Teräsvirta, Timo
8
Sibbertsen, Philipp
7
Fried, Roland
6
Gather, Ursula
5
Kilian, Lutz
5
Krämer, Walter
5
Christensen, Kim
4
Dette, Holger
4
Kristensen, Dennis
4
Marcellino, Massimiliano
4
Steland, Ansgar
4
Taylor, Robert
4
Andersen, Torben
3
Bairam, Erkin İbrahim
3
Becker, Claudia
3
Cavaliere, Giuseppe
3
Podolskij, Mark
3
Proietti, Tommaso
3
Runde, Ralf
3
Santucci de Magistris, Paolo
3
Schorfheide, Frank
3
Shephard, Neil G.
3
Yang, Yukai
3
Berenguer-Rico, Vanessa
2
Bohn Nielsen, Heino
2
Carriero, Andrea
2
Dendramis, Yiannis
2
Ergemen, Yunus Emre
2
Forni, Mario
2
Gambetti, Luca
2
Grassi, Stefano
2
Hansen, Peter Reinhard
2
Hualde, Javier
2
Inoue, Atsushi
2
Kanaya, Shin
2
Kang, Jian
2
Kapetanios, George
2
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CREATES research paper
Discussion papers / CEPR
Economics discussion papers
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Discussion papers / Department of Economics, University of Copenhagen
8
Queen's Economics Department working paper
3
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / Institute of Economics, University of Copenhagen
1
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1
Working papers in economics and econometrics
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ECONIS (ZBW)
12
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
2
Sequential monte carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012816978
Saved in:
3
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
4
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012492557
Saved in:
5
Svars with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
-
2021
Persistent link: https://www.econbiz.de/10012492606
Saved in:
6
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
7
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
8
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
9
Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009377349
Saved in:
10
The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008669923
Saved in:
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