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Estimation
79
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Theorie
32
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25
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25
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23
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Nielsen, Morten Ørregaard
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Andreasen, Martin Møller
6
Bollerslev, Tim
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Todorov, Viktor
5
Casas, Isabel
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Hillebrand, Eric
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4
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4
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3
Christensen, Bent Jesper
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3
Mikkelsen, Jakob Guldbæk
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Silvennoinen, Annastiina
3
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2
Callot, Laurent
2
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2
Delle Monache, Davide
2
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Anselin, Luc
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CREATES research paper
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832
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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31
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
32
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
Saved in:
33
Bond market asymmetries across recessions and expansions : new evidence on risk premia
Andreasen, Martin Møller
;
Engsted, Tom
;
Møller, Stig …
-
2016
Persistent link: https://www.econbiz.de/10011541655
Saved in:
34
House price fluctuations and the business cycle dynamics
Abate, Girum Dagnachew
;
Anselin, Luc
-
2016
Persistent link: https://www.econbiz.de/10011447774
Saved in:
35
The predictive power of dividend yields for future infl‡ation : money illusion or rational causes?
Engsted, Tom
;
Pedersen, Thomas Q.
-
2016
Persistent link: https://www.econbiz.de/10011474702
Saved in:
36
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
37
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
Saved in:
38
Nonlinear dynamic interrelationships between real activity and stock returns
Lanne, Markku
;
Nyberg, Henri
-
2015
Persistent link: https://www.econbiz.de/10011327712
Saved in:
39
Regularized estimation of structural instability in factor models : the US macroeconomy and the Great Moderation
Callot, Laurent
;
Kristensen, Johannes Tang
-
2015
Persistent link: https://www.econbiz.de/10010529439
Saved in:
40
Time-varying disaster risk models : an empirical assessment of the Rietz-Barro hypothesis
Irarrazabal, Alfonso
;
Parra-Alvarez, Juan Carlos
-
2015
Persistent link: https://www.econbiz.de/10011516994
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