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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion paper in financial economics : FE"
~isPartOf:"IED working papers"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Clark, Todd E."
~person:"Engle, Robert F."
~person:"Granger, C. W. J."
~person:"Härdle, Wolfgang"
~person:"Jaumandreu Balanzo, Jordi"
~person:"Pesaran, M. Hashem"
~person:"Pierdzioch, Christian"
~person:"Rubio-Ramírez, Juan Francisco"
~subject:"Business cycle theory"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Clark, Todd E.
Engle, Robert F.
Granger, C. W. J.
Härdle, Wolfgang
Jaumandreu Balanzo, Jordi
Pesaran, M. Hashem
Pierdzioch, Christian
Rubio-Ramírez, Juan Francisco
Heckman, James J.
9
Basu, Susanto
8
Christiano, Lawrence J.
8
Cooper, Russell W.
8
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7
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6
Attanasio, Orazio P.
5
Haltiwanger, John C.
5
Hodrick, Robert J.
5
Acemoglu, Daron
4
Alesina, Alberto
4
Beaudry, Paul
4
Caballero, Ricardo J.
4
Chinn, Menzie David
4
Engel, Charles
4
Feenstra, Robert C.
4
Fisher, Jonas D. M.
4
Greenstein, Shane M.
4
Rigobón, Roberto
4
Rose, Andrew
4
Schorfheide, Frank
4
Timmermann, Allan
4
Wei, Shang-jin
4
Zhang, Lu
4
Anderson, James E.
3
Aït-Sahalia, Yacine
3
Bils, Mark
3
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3
Chari, Varadarajan V.
3
Chatterjee, Satyajit
3
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3
Davis, Donald R.
3
Durlauf, Steven N.
3
Engel, Eduardo
3
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3
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3
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3
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Discussion paper / Department of Economics, University of California San Diego
Discussion paper in financial economics : FE
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Working paper / National Bureau of Economic Research, Inc.
SFB 649 discussion paper
41
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15
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15
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10
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7
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1
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ECONIS (ZBW)
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1
R&D and productivity : estimating endogenous productivity
Doraszelski, Ulrich
;
Jaumandreu Balanzo, Jordi
-
2012
Persistent link: https://www.econbiz.de/10010400918
Saved in:
2
The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Fernández-Villaverde, Jesús
; …
-
2013
Persistent link: https://www.econbiz.de/10009744137
Saved in:
3
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009632872
Saved in:
4
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
5
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
6
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
7
The impact of the use of forecasts in information sets
Gallo, Giampiero M.
;
Granger, C. W. J.
;
Jeon, Yongil
-
1999
Persistent link: https://www.econbiz.de/10001412202
Saved in:
8
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
Saved in:
9
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
10
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
-
1999
Persistent link: https://www.econbiz.de/10001395202
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