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~isPartOf:"Working paper"
~person:"Jehiel, Philippe"
~person:"Kapetanios, George"
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Theorie
32
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16
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Kapetanios, George
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120
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68
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53
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43
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42
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33
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32
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ECONIS (ZBW)
124
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81
Nonlinear models with strongly dependent processes and applications to forward premia and real exchange rates
Baillie, Richard
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370465
Saved in:
82
Panels with nonstationary multifactor error structures
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370477
Saved in:
83
Stochastic volatility driven by large shocks
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370484
Saved in:
84
Forecasting using predictive likelihood model averaging
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370493
Saved in:
85
Forecasting using Bayesian and information theoretic model averaging : an application to UK inflation
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370498
Saved in:
86
Factor-GMM estimation with large sets of possibly weak instruments
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003386098
Saved in:
87
Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003262868
Saved in:
88
Statistical tests of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002846232
Saved in:
89
Estimating deterministically time-varying variances in regression models
Kapetanios, George
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002808192
Saved in:
90
Tests for deterministic parametric structural change in regression models
Kapetanios, George
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002808206
Saved in:
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