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~institution:"European University Institute / Department of Law"
~institution:"INSEAD"
~subject:"Cointegration"
~subject:"Decision theory"
~subject:"Portfolio selection"
~subject:"Zeitreihenanalyse"
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Search: subject:"Modell"
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Lütkepohl, Helmut
5
Allen, Franklin
2
Ariely, Dan
2
Babus, Ana
2
Bonaparte, Yosef
2
Carletti, Elena
2
Cooper, Russell W.
2
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1
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1
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1
Lippi, Francesco
1
Markun, Michal
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European University Institute / Department of Law
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National Bureau of Economic Research
380
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86
Ekonomiska forskningsinstitutet <Stockholm>
53
European University Institute / Department of Economics
49
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18
Centre for Analytical Finance <Århus>
15
Econometrisch Instituut <Rotterdam>
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10
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9
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9
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9
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8
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8
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8
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8
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8
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7
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7
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EUI working paper / ECO
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ECONIS (ZBW)
21
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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
Rationalizing trading frequency and returns
Bonaparte, Yosef
;
Cooper, Russell W.
-
2010
Persistent link: https://www.econbiz.de/10003974947
Saved in:
10
Financial connections and systemic risk
Allen, Franklin
;
Babus, Ana
;
Carletti, Elena
-
2010
Persistent link: https://www.econbiz.de/10003974972
Saved in:
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