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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"European University Institute / Department of Economics"
~person:"Cespa, Giovanni"
~person:"Lütkepohl, Helmut"
~subject:"Estimation theory"
~subject:"Schock"
~subject:"Theory"
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Estimation theory
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Cespa, Giovanni
Lütkepohl, Helmut
Licandro, Omar
14
Maravall Herrero, Agustín
12
Waldmann, Robert
8
Canova, Fabio
7
Lanne, Markku
7
Saikkonen, Pentti
7
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5
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5
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4
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4
Corsetti, Giancarlo
4
Courty, Pascal
4
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Greenacre, Michael J.
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Hinloopen, Jeroen
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
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4
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EUI working paper / ECO
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ECONIS (ZBW)
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Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
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2
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
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3
Stakeholder activism, managerial entrenchment, and the congruence of interests between shareholders and stakeholders
Cespa, Giovanni
(
contributor
);
Cestone, Giacinta
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697176
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4
Inventory effects and trading horizons
Cespa, Giovanni
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001546823
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5
A comparison of stock market mechanisms
Cespa, Giovanni
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578833
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6
Recent advances in cointegration analysis
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
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7
Residual autocorrelation testing for vector error correction models
Brüggermann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001934577
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8
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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9
Comparison of model reduction: methods for VAR processes
Brüggemann, Ralf
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725637
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10
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
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