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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"msa"
~person:"Bai, Jushan"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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VAR-Modell
Estimation theory
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Faktorenanalyse
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Panel study
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Schätztheorie
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Bai, Jushan
Koop, Gary
6
Marcellino, Massimiliano
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Saikkonen, Pentti
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Pesaran, M. Hashem
5
Carriero, Andrea
4
Inoue, Atsushi
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Kilian, Lutz
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Lütkepohl, Helmut
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Paruolo, Paolo
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Antonakakis, Nikolaos
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Chan, Joshua
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Chudik, Alexander
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Clark, Todd E.
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Giannone, Domenico
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Hecq, Alain W. J.
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Johansen, Søren
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Kapetanios, George
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Korobilis, Dimitris
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Meitz, Mika
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Olea, José Luis Montiel
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Petrova, Katerina
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Rahbek, Anders
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Schorfheide, Frank
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Trenkler, Carsten
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Bauer, Dietmar
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Brooks, Robert
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Casarin, Roberto
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Chevillon, Guillaume
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Do, Hung Xuan
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Gouriéroux, Christian
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Gupta, Rangan
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International review of financial analysis
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Annals of economics and finance
1
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ECONIS (ZBW)
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Principal components estimation and identification of static factors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 18-29
Persistent link: https://www.econbiz.de/10009764410
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2
Evaluating latent and observed factors in macroeconomics and finance
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 507-537
Persistent link: https://www.econbiz.de/10003298610
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