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type_genre:"Sammlung"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~type_genre:"Conference proceedings"
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Search: subject_exact:"Estimation theory"
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ECONIS (ZBW)
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
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2019
Persistent link: https://www.econbiz.de/10012104832
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2
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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3
Model selection methods for panel vector autoregressive models
Camehl, Annika
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2018
Persistent link: https://www.econbiz.de/10012154338
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4
Essays on functional coefficient models
Koo, Chao Hui
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2018
Persistent link: https://www.econbiz.de/10011823701
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5
Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing
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2018
Persistent link: https://www.econbiz.de/10012183865
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6
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
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7
Cointegration and regime switching dynamics in macroeconomic applications
Elvstrøm Ekner, Line
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2014
Persistent link: https://www.econbiz.de/10010375999
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8
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
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2014
Persistent link: https://www.econbiz.de/10010412522
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9
Estimation and testing of instrumental mean and quantile regression models
Breunig, Christoph
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2013
Persistent link: https://www.econbiz.de/10009786643
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10
Generalized quantile regression
Guo, Mengmeng
-
2012
Persistent link: https://www.econbiz.de/10009689018
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