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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper series / Research Institute for Economics and Business Administration, Kobe University"
~language:"eng"
~subject:"Estimation theory"
~subject:"Monetary policy"
~type_genre:"Arbeitspapier"
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Estimation theory
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64
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59
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59
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Shibamoto, Masahiko
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Nielsen, Morten Ørregaard
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CREATES research paper
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
Working paper series / European Central Bank
139
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
135
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
126
Working paper
96
Cardiff economics working papers
73
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57
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Discussion paper
44
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Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
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Department of Economics discussion paper series / University of Oxford
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Barcelona GSE working paper series : working paper
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Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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CESifo working papers
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Working papers / The Levy Economics Institute
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Discussion paper / The University of Western Australia, Business School, Economics
14
Economics working paper
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Federal Reserve Bank of Cleveland working paper series
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SFB 649 discussion paper
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ECONIS (ZBW)
79
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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
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
9
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:
10
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
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