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subject:"Germany"
~isPartOf:"CAMA working paper series"
~isPartOf:"SFB 649 discussion paper"
~person:"Jacobi, Liana"
~subject:"Deutschland"
~subject:"Statistical test"
~subject:"Stochastic process"
~subject:"VAR-Modell"
~type:"book"
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Germany
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Statistical test
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VAR-Modell
Estimation theory
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Prognoseverfahren
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Schätztheorie
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automatic differentiation
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vector autoregression
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Bayes-Statistik
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Faktorenanalyse
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Innovation diffusion
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Innovationsdiffusion
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factor models
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interval forecasts
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Jacobi, Liana
Chan, Joshua
5
Lütkepohl, Helmut
4
Bibinger, Markus
3
Breunig, Christoph
3
Härdle, Wolfgang
3
Reiß, Markus
3
Staszewska-Bystrova, Anna
3
Winker, Peter
3
Hautsch, Nikolaus
2
Kappus, Johanna
2
Strachan, Rodney W.
2
Söhl, Jakob
2
Yang, Fuyu
2
Zhu, Dan
2
Angelini, Giovanni
1
Bormann, Carsten
1
Brüggemann, Ralf
1
Caggiano, Giovanni
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Castelnuovo, Efrem
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Chen, Wenjuan
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Cohen, Samuel N.
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Doucet, Arnaud
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Eisenstat, Eric
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Fanelli, Luca
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Gefang, Deborah
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Henckel, Timo
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Koop, Gary
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Krippner, Leo
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Kriwoluzky, Alexander
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León-González, Roberto
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Mammen, Enno
1
Menzies, Gordon Douglas
1
Milunovich, George
1
Muhle-Karbe, Johannes
1
Mykland, Per A.
1
Netsunajev, Aleksei
1
Nickl, Richard
1
Okhrin, Yarema
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Pagan, Adrian R.
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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
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2
How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2018
Persistent link: https://www.econbiz.de/10012202254
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