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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~subject:"Panel"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Volatilität
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VAR-Modell
Estimation theory
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27
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14
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Inoue, Atsushi
3
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1
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Tinbergen Institute
65
Working paper / Department of Econometrics and Business Statistics, Monash University
53
CEMMAP working papers / Centre for Microdata Methods and Practice
44
CESifo working papers
41
CREATES research paper
34
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15
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14
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12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
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7
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7
Discussion papers / Statistics Norway, Research Department
7
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ECONIS (ZBW)
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1
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
2
Mis-specified forecasts and myopia in an estimated new Keynesian model
Hajdini, Ina
-
2022
Persistent link: https://www.econbiz.de/10012822287
Saved in:
3
Specification choices in quantile regression for empirical macroeconomics
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013375173
Saved in:
4
A unified framework to estimate macroeconomic stars
Zaman, Saeed
-
2022
-
This version: July 31, 2022
Persistent link: https://www.econbiz.de/10013375506
Saved in:
5
A unified framework to estimate macroeconomic stars
Zaman, Saeed
-
2021
-
This version: October 10, 2021
Persistent link: https://www.econbiz.de/10012694862
Saved in:
6
Asymptotically valid bootstrap inference for proxy SVARs
Jentsch, Carsten
;
Lunsford, Kurt G.
-
2019
Persistent link: https://www.econbiz.de/10012003975
Saved in:
7
A class of time-varying parameter structural VARs for inference under exact or set identification
Bognanni, Mark
-
2018
Persistent link: https://www.econbiz.de/10011900748
Saved in:
8
Identifying structural VARs with a proxy variable and a test for a weak proxy
Lunsford, Kurt G.
-
2015
Persistent link: https://www.econbiz.de/10011543220
Saved in:
9
Estimating (Markov-Switching) VAR models without gibbs sampling : a sequential Monte Carlo approach
Bognanni, Mark
;
Herbst, Edward P.
-
2014
Persistent link: https://www.econbiz.de/10010497164
Saved in:
10
What is the truth about DSGE models? : testing by indirect inference
Meenagh, David
;
Minford, Patrick
;
Wickens, Michael R.
; …
-
2017
Persistent link: https://www.econbiz.de/10011619175
Saved in:
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