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~institution:"European University Institute / Department of Law"
~institution:"INSEAD"
~institution:"Queen Mary College / Department of Economics"
~subject:"Cointegration"
~subject:"Zeitreihenanalyse"
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Cointegration
Zeitreihenanalyse
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Kapetanios, George
5
Lütkepohl, Helmut
5
Maciejowska, Katarzyna
2
Marcellino, Massimiliano
2
Bardsen, Gunnar
1
Bekiros, Stelios
1
Blake, Andrew P.
1
Carriero, Andrea
1
Chourdakis, Kyriakos
1
Herwartz, Helmut
1
Jordà, Òscar
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Knüppel, Malte
1
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1
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European University Institute / Department of Law
INSEAD
Queen Mary College / Department of Economics
National Bureau of Economic Research
95
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
75
Ekonomiska forskningsinstitutet <Stockholm>
49
European University Institute / Department of Economics
46
Centre for Analytical Finance <Århus>
15
Econometrisch Instituut <Rotterdam>
15
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11
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8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Aarhus Universitet / Afdeling for Nationaløkonomi
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Christian-Albrechts-Universität zu Kiel
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Cambridge / Department of Applied Economics
6
Australian National University / Faculty of Economics and Commerce
5
Federal Reserve Bank of St. Louis
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Rutgers University / Department of Economics
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of Exeter / Department of Economics
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5
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4
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4
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4
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4
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Svenska Handelshögskolan <Helsinki>
4
University of New England / Department of Econometrics
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Universität Basel / Institut für Statistik und Ökonometrie
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ECONIS (ZBW)
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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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