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~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~subject:"Schätztheorie"
~type:"book"
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Schätztheorie
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180
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122
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95
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84
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84
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Nielsen, Morten Ørregaard
10
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6
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5
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3
Parra-Alvarez, Juan Carlos
3
Silvennoinen, Annastiina
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Berenguer-Rico, Vanessa
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2
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2
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2
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2
Nielsen, Bent
2
Podolskij, Mark
2
Posch, Olaf
2
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2
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2
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2
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2
Andersen, Torben
1
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1
Benati, Luca
1
Bohn Nielsen, Heino
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Bu, Ruijun
1
Bugni, Federico A.
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Darracq Pariès, Matthieu
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Demetrescu, Matei
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CREATES research paper
Working paper series / European Central Bank
KBI
38
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
31
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26
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19
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13
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9
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9
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8
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6
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6
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
6
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5
Australian School of Business working paper : Australian School of Business research paper
4
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Discussion paper / School of Economics, The University of New South Wales
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Discussion papers / University of Leicester, Department of Economics
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GSBE research memoranda
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NBER Working Paper
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NBER working paper series
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SFB 649 discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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ECONIS (ZBW)
53
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1
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial
economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
3
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
4
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
5
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
6
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
8
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
9
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
10
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
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