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subject:"Panel"
subject:"Stochastic process"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~institution:"University of Strathclyde / Department of Economics"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles of several authors"
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Panel
Stochastic process
Estimation theory
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Schätztheorie
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Stochastischer Prozess
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Bayes-Statistik
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Cointegration
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Dynamic equilibrium
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Dynamisches Gleichgewicht
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Estimation
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Kointegration
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Neoclassical synthesis
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Neoklassische Synthese
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Portfolio selection
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Statistische Verteilung
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high-dimensional asymptotics
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optimal portfolio
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
University of Strathclyde / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
National Bureau of Economic Research
4
Federal Reserve System / Division of Research and Statistics
3
Nationalekonomiska Institutionen <Lund>
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University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
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Center for Economic Research <Tilburg>
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Centre for Microdata Methods and Practice <London>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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Forschungsinstitut zur Zukunft der Arbeit
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McMaster University / Department of Economics
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Rodney L. White Center for Financial Research
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State University of New York at Albany / Department of Economics
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Symposium on Operations Research <24, 1999, Magdeburg>
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Universitetet i Oslo / Økonomisk institutt
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University of Cambridge / Faculty of Economics
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University of Canterbury / Dept. of Economics and Finance
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University of Western Ontario / Department of Economics
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Strathclyde discussion papers in economics
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Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
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2
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
; …
-
2009
Persistent link: https://www.econbiz.de/10008696134
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