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~language:"eng"
~person:"Canova, Fabio"
~person:"Urbain, Jean-Pierre"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Canova, Fabio
Urbain, Jean-Pierre
Caporale, Guglielmo Maria
30
Gil-Alaña, Luis A.
26
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26
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14
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7
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7
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6
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ECONIS (ZBW)
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1
Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2017
Persistent link: https://www.econbiz.de/10011643222
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2
A multivariate invariance principle for modified wild bootstrap methods with an spplication to unit root testing
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2014
Persistent link: https://www.econbiz.de/10010386007
Saved in:
3
CCE estimation of factor-augmented regression models with more factors than observables
Karabiyik, Hande
;
Urbain, Jean-Pierre
;
Westerlund, Joakim
-
2014
Persistent link: https://www.econbiz.de/10010386009
Saved in:
4
Combining distributions of real-time forecasts : an application to U.S. growth
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
-
2014
Persistent link: https://www.econbiz.de/10010488366
Saved in:
5
Multiple filtering devices for the estimation of cyclical DSGE models
Canova, Fabio
;
Ferroni, Filippo
-
2009
Persistent link: https://www.econbiz.de/10008664766
Saved in:
6
FAQ : how do i measure the output gap?
Canova, Fabio
-
2020
Persistent link: https://www.econbiz.de/10012234774
Saved in:
7
On the applicability of the sieve bootstrap in time series panels
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2011
Persistent link: https://www.econbiz.de/10009389935
Saved in:
8
Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
-
1997
Persistent link: https://www.econbiz.de/10000989790
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