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~isPartOf:"Journal of economic dynamics & control"
~person:"Chan, Joshua"
~person:"Johansen, Soren"
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"Time series analysis"
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Börsenkurs
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Chan, Joshua
Johansen, Soren
Lütkepohl, Helmut
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Benati, Luca
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Amir Ahmadi, Pooyan
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Journal of economic dynamics & control
CAMA working paper series
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Journal of econometrics
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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CREATES Research Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Macroeconomic forecasting in the era of big data : theory and practice
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
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2
Identifying noise shocks
Benati, Luca
;
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012501450
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