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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Working paper / Department of Economics, Lund University"
~subject:"Panel"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Volatilität
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Estimation theory
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Westerlund, Joakim
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2
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Reese, Simon
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Working paper / Department of Economics, Lund University
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ECONIS (ZBW)
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1
Estimation of panel data models with interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
-
2021
Persistent link: https://www.econbiz.de/10012698558
Saved in:
2
Bootstrap improved inference for factor-augmented regressions with CCE
Vos, Ignace de
;
Stauskas, Ovidijus
-
2021
Persistent link: https://www.econbiz.de/10012698559
Saved in:
3
PANICCA : PANIC on cross-section averages
Reese, Simon
;
Westerlund, Joakim
-
2015
Persistent link: https://www.econbiz.de/10010507892
Saved in:
4
A factor analytical method to interactive effects dynamic panel models with or without unit root
Westerlund, Joakim
;
Norkute, Milda
-
2014
Persistent link: https://www.econbiz.de/10010346615
Saved in:
5
A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models
Norkute, Milda
-
2014
Persistent link: https://www.econbiz.de/10010250456
Saved in:
6
Estimation of factor-augmented panel regressions with weakly influential factors
Westerlund, Joakim
;
Reese, Simon
-
2014
Persistent link: https://www.econbiz.de/10010256224
Saved in:
7
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:
8
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
9
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010465634
Saved in:
10
Joint confidence sets for structual impulse responses
Inoue, Atsushi
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010363307
Saved in:
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