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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"CEMFI working paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~subject:"Monte-Carlo-Simulation"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
VAR model
Estimation theory
313
Schätztheorie
313
Theorie
172
Theory
172
Time series analysis
38
Zeitreihenanalyse
38
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27
Nonparametric statistics
27
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22
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17
Regressionsanalyse
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16
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14
Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
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Markov chain
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Markov-Kette
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VAR-Modell
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Chaos theory
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Chaostheorie
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Sentana, Enrique
4
Amengual, Dante
3
Fiorentini, Gabriele
3
Francq, Christian
2
Zakoïan, Jean-Michel
2
Canova, Fabio
1
Casella, George
1
Coudin, Elise
1
Cressie, Noel A. C.
1
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1
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1
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1
Hong, Han
1
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1
Lee, Adam
1
Lee, Jae-hyung
1
Magnus, Jan R.
1
Mayoral, Laura
1
Mesters, Geert
1
Monfort, Alain
1
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1
Robert, Christian P.
1
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CEMFI working paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Discussion paper / Tinbergen Institute
21
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Working paper
16
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14
CESifo working papers
13
Working paper / National Bureau of Economic Research, Inc.
13
CEMMAP working papers / Centre for Microdata Methods and Practice
11
CREATES research paper
10
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9
Federal Reserve Bank of Cleveland working paper series
8
SFB 649 discussion paper
8
Discussion paper / Centre for Economic Policy Research
7
Discussion papers of interdisciplinary research project 373
7
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
7
Staff reports / Federal Reserve Bank of New York
7
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7
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5
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
GRIPS discussion papers
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Queen's Economics Department working paper
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Report / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
15
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1
Robust inference for non-Gaussian SVAR models
Hoesch, Lukas
;
Lee, Adam
;
Mesters, Geert
-
2022
Persistent link: https://www.econbiz.de/10014226606
Saved in:
2
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
3
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
4
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
5
Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310482
Saved in:
6
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
7
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
8
Estimating overidentified, nonrecursive, time-varying coefficients structural VARs
Canova, Fabio
;
Pérez Forero, Fernando J.
-
2012
Persistent link: https://www.econbiz.de/10009720638
Saved in:
9
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
10
Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2008
Persistent link: https://www.econbiz.de/10003871341
Saved in:
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