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~person:"Bauwens, Luc"
~person:"Forni, Mario"
~person:"Judd, Kenneth L."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Dynamisches Modell"
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Dynamische Wirtschaftstheorie
10
Economic dynamics
10
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4
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3
Zeitreihenanalyse
3
Factor analysis
2
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Vector processes with singular spectral density
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Bauwens, Luc
Forni, Mario
Judd, Kenneth L.
Szidarovszky, Ferenc
8
Maliar, Lilia
6
Maliar, Serguei
6
Matsumoto, Akio
6
Arcidiacono, Peter
5
Battaglini, Marco
5
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5
Hallin, Marc
5
Lippi, Marco
5
Santos Santos, Manuel
5
Aarle, Bas van
4
Barnett, William A.
4
Bergemann, Dirk
4
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4
Bianconi, Marcelo
4
Chiarella, Carl
4
Engwerda, Jacob Christiaan
4
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4
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4
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4
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4
Stefanou, Spiro E.
4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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Journal of econometrics
3
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3
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1
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1
Quantitative economics : QE ; journal of the Econometric Society
1
The econometrics journal
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1
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
- In:
Journal of econometrics
199
(
2017
)
1
,
pp. 74-92
Persistent link: https://www.econbiz.de/10011818962
Saved in:
2
A note on determining viable economic states in a dynamic model of taxation
Krawczyk, Jacek B.
;
Judd, Kenneth L.
- In:
Macroeconomic dynamics
20
(
2016
)
5
,
pp. 1395-1412
Persistent link: https://www.econbiz.de/10011623192
Saved in:
3
Dynamic factor models with infinite-dimensional factor spaces : one-sided representations
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10011348429
Saved in:
4
Smolyak method for solving dynamic economic models : lagrange interpolation, anisotropic grid and adaptive domain
Judd, Kenneth L.
;
Maliar, Lilia
;
Maliar, Serguei
; …
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 92-123
Persistent link: https://www.econbiz.de/10010470074
Saved in:
5
Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
Judd, Kenneth L.
;
Maliar, Lilia
;
Maliar, Serguei
- In:
Quantitative economics : QE ; journal of the …
2
(
2011
)
2
,
pp. 173-210
Persistent link: https://www.econbiz.de/10009388903
Saved in:
6
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
Saved in:
7
The generalized dynamic factor model consistency and rates
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 231-255
Persistent link: https://www.econbiz.de/10001956174
Saved in:
8
The parametric path method : an alternative to Fair-Taylor and L-B-J for solving perfect foresight models
Judd, Kenneth L.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1557-1583
Persistent link: https://www.econbiz.de/10001668452
Saved in:
9
Computing equilibria in infinite-horizon finance economies : the case of one asset
Judd, Kenneth L.
;
Kubler, Felix
;
Schmedders, Karl
- In:
Journal of economic dynamics & control
24
(
2000
)
5/7
,
pp. 1047-1078
Persistent link: https://www.econbiz.de/10001465698
Saved in:
10
Aggregation of linear dynamic microeconomic models
Forni, Mario
;
Lippi, Marco
- In:
Journal of mathematical economics
31
(
1999
)
1
,
pp. 131-158
Persistent link: https://www.econbiz.de/10001418762
Saved in:
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