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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Großbritannien"
~subject:"Nichtlineare Regression"
~subject:"Panel"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
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Volatilität
Großbritannien
Nichtlineare Regression
Panel
Prognoseverfahren
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Estimation theory
71
Schätztheorie
71
Theorie
30
Theory
30
Estimation
19
Schätzung
19
USA
11
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11
Time series analysis
7
VAR model
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Inoue, Atsushi
3
Kilian, Lutz
3
Barnichon, Régis
2
Jordà, Òscar
2
Marcellino, Massimiliano
2
Meenagh, David
2
Minford, Patrick
2
Andreou, Elena
1
Benkwitz, Alexander
1
Brownlees, Christian
1
Canova, Fabio
1
Crawford, Gregory S.
1
Fernández-Villaverde, Jesús
1
Forero, Fernando J. Pèrez
1
Ghysels, Eric
1
Griffith, Rachel
1
Guerrón-Quintana, Pablo A.
1
Iaria, Alessandro
1
Kim, Yun Jung
1
Knüppel, Malte
1
Kollmann, Robert
1
Lütkepohl, Helmut
1
Matthes, Christian
1
Rossi, Barbara
1
Rubio-Ramírez, Juan Francisco
1
Theodoridis, Konstantinos
1
Wickens, Michael R.
1
Wolters, Jürgen
1
Xu, Yongdeng
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Discussion paper / Centre for Economic Policy Research
Discussion paper / Tinbergen Institute
72
Working paper / Department of Econometrics and Business Statistics, Monash University
55
CEMMAP working papers / Centre for Microdata Methods and Practice
52
CESifo working papers
42
CREATES research paper
37
Discussion paper series / IZA
36
Working paper
31
Working paper / National Bureau of Economic Research, Inc.
26
Discussion paper
24
Cowles Foundation discussion paper
23
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
Discussion papers / CEPR
20
SFB 649 discussion paper
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
Discussion papers of interdisciplinary research project 373
18
Working papers
18
Discussion paper / Center for Economic Research, Tilburg University
17
Working papers series in theoretical and applied economics
16
Working papers / Rutgers University, Department of Economics
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Working paper series
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Discussion papers in economics
12
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10
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
Finance and economics discussion series
9
KBI
9
Memorandum / Department of Economics, University of Oslo
9
Queen's Economics Department working paper
9
Working paper / Department of Economics, Lund University
9
Documento de trabajo
8
Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
17
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1
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:
2
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena
-
2016
Persistent link: https://www.econbiz.de/10011521697
Saved in:
3
Gaussian mixture approximations of impulse responses and the non-linear effects of monetary shocks
Barnichon, Régis
;
Matthes, Christian
-
2016
Persistent link: https://www.econbiz.de/10011524293
Saved in:
4
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
5
Demand estimation with unobserved choice set heterogeneity
Crawford, Gregory S.
;
Griffith, Rachel
;
Iaria, Alessandro
-
2016
Persistent link: https://www.econbiz.de/10011606800
Saved in:
6
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:
7
Joint confidence sets for structual impulse responses
Inoue, Atsushi
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010363307
Saved in:
8
Estimating overidentified, non-recursive, time varying coefficients structural vars
Canova, Fabio
;
Forero, Fernando J. Pèrez
-
2014
Persistent link: https://www.econbiz.de/10010382052
Saved in:
9
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
10
Tractable latent state filtering for non-linear DSGE models using a second-order approximation
Kollmann, Robert
-
2013
Persistent link: https://www.econbiz.de/10009759742
Saved in:
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