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subject:"Panel study"
~isPartOf:"CREATES research paper"
~subject:"Cointegration"
~subject:"Modellierung"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Panel study
Cointegration
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Volatilität
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
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18
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18
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9
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9
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8
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VAR-Modell
8
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6
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6
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Graue Literatur
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36
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36
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Johansen, Søren
5
Nielsen, Morten Ørregaard
5
Teräsvirta, Timo
5
Kristensen, Dennis
4
Silvennoinen, Annastiina
3
Ergemen, Yunus Emre
2
Gørgens, Tue
2
Rahbek, Anders
2
Würtz, Allan H.
2
Amado, Cristina
1
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
Callot, Laurent
1
Carlini, Federico
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Christensen, Bent Jesper
1
Creel, Michael D.
1
Demetrescum, Matei
1
Floor Brix, Anne
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Gijbels, Irène
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Hubrich, Kirstin
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kock, Anders B.
1
Kruse, Robinson
1
Kurita, Takamitsu
1
Lasak, Katarzyna
1
Lunde, Asger
1
MacKinnon, James G.
1
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
60
Discussion paper / Tinbergen Institute
57
Working paper / Department of Econometrics and Business Statistics, Monash University
41
Discussion paper series / IZA
35
CESifo working papers
34
Cowles Foundation discussion paper
32
Working paper
19
Working paper / National Bureau of Economic Research, Inc.
17
Cambridge working papers in economics
16
Queen's Economics Department working paper
15
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14
Working papers
12
Discussion papers of interdisciplinary research project 373
11
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11
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10
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10
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9
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9
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9
KBI
9
SFB 649 discussion paper
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
NBER working paper series
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Working paper / Department of Economics, Lund University
8
Working papers / Rutgers University, Department of Economics
8
Department of Economics working paper series
7
Discussion papers in economics
7
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
7
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7
GRIPS discussion papers
7
Memorandum / Department of Economics, University of Oslo
7
Working papers / Penn Institute for Economic Research
7
Boston College working papers in economics
6
CORE discussion papers : DP
6
Department of Economics working paper series / McMaster University, Department of Economics
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
ERID working paper
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ECONIS (ZBW)
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
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:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Threshold regression with endogeneity for short panels
Gørgens, Tue
;
Würtz, Allan H.
-
2018
Persistent link: https://www.econbiz.de/10011946251
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/10011624144
Saved in:
8
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
9
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:
10
System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421766
Saved in:
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