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subject:"Germany"
type_genre:"Collection of articles written by one author"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~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
16
Schätztheorie
16
Zeitreihenanalyse
9
Cointegration
5
Kointegration
5
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Robustes Verfahren
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4
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3
Regressionsanalyse
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1-step Huber-skip
2
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Chebychev estimator
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Regression
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Robust Statistics
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Stationarity
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Statistical method
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Statistische Methode
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Structural break
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Strukturbruch
2
Uniform distribution
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Abstract
1
Adjustment coefficients
1
Außenwirtschaftstheorie
1
Bayesian Computations
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Cointegrated VAR model
1
Dynamic Stochastic General Equilibrium Models
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Johansen, Søren
Mlikota, Marko
Nielsen, Bent
10
Fried, Roland
6
Sibbertsen, Philipp
6
Gather, Ursula
5
Krämer, Walter
5
Rahbek, Anders
5
Bohn Nielsen, Heino
4
Dette, Holger
4
Kilian, Lutz
4
Marcellino, Massimiliano
4
Steland, Ansgar
4
Bairam, Erkin İbrahim
3
Becker, Claudia
3
Cavaliere, Giuseppe
3
Runde, Ralf
3
Schorfheide, Frank
3
Shephard, Neil G.
3
Berenguer-Rico, Vanessa
2
Carriero, Andrea
2
Dendramis, Yiannis
2
Forni, Mario
2
Gambetti, Luca
2
Kapetanios, George
2
Sala, Luca
2
Scheffner, Axel
2
Venetis, Ioannis
2
Acharya, Sushant
1
Aruoba, S. Borağan
1
Bachmann, Dirk
1
Barndorff-Nielsen, Ole E.
1
Barnichon, Régis
1
Berke, Olaf
1
Bernholt, Thorsten
1
Bischl, Bernd
1
Castle, Jennifer
1
Chang, Minsu
1
Chen, William
1
Chen, Xiaohong
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Discussion papers / CEPR
Discussion papers / Department of Economics, University of Copenhagen
Economics discussion papers
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
CREATES research paper
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
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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/10012627501
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 ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
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
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
Saved in:
6
Svars with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
-
2021
Persistent link: https://www.econbiz.de/10012492606
Saved in:
7
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/10011625471
Saved in:
8
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/10011654453
Saved in:
9
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667306
Saved in:
10
Asymptotic theory for terated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009382532
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