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~institution:"Econometric Society"
~institution:"European University Institute / Department of Law"
~institution:"INSEAD"
~subject:"Cointegration"
~subject:"Zeitreihenanalyse"
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Cointegration
Zeitreihenanalyse
Theorie
169
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169
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Lütkepohl, Helmut
5
Maciejowska, Katarzyna
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Acemoglu, Daron
1
Bardsen, Gunnar
1
Bekiros, Stelios
1
Carriero, Andrea
1
Delgado Q., Félix
1
Herwartz, Helmut
1
Jordà, Òscar
1
Kapetanios, George
1
Knüppel, Malte
1
Lanne, Markku
1
Markun, Michal
1
Sims, Christopher A.
1
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Econometric Society
European University Institute / Department of Law
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95
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
75
Ekonomiska forskningsinstitutet <Stockholm>
49
European University Institute / Department of Economics
46
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15
Econometrisch Instituut <Rotterdam>
15
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11
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8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Gottfried Wilhelm Leibniz Universität Hannover
7
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6
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6
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6
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5
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5
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5
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5
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
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4
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4
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4
National Institute of Economic and Social Research
4
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4
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4
School of Finance and Business Economics <Perth, Western Australia>
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Svenska Handelshögskolan <Helsinki>
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University of New England / Department of Econometrics
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Universität Basel / Institut für Statistik und Ökonometrie
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EUI working paper / ECO
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ECONIS (ZBW)
13
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1
Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut
-
2010
Persistent link: https://www.econbiz.de/10003960209
Saved in:
2
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
3
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
Saved in:
4
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
5
Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna
-
2010
Persistent link: https://www.econbiz.de/10003985568
Saved in:
6
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
7
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003787656
Saved in:
8
Nonlinear causality testing with stepwise multivariate filtering
Bekiros, Stelios
-
2011
Persistent link: https://www.econbiz.de/10009238617
Saved in:
9
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
10
Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867318
Saved in:
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