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Ekonomiska forskningsinstitutet <Stockholm>
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
111
National Bureau of Economic Research
94
HAL
54
Tilburg University, Center for Economic Research
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Department of Economics, Oxford University
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Numerical aspects of Bayesian VAR-modeling
Kadiyala, K. Rao
;
Karlsson, Sune
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1994
Persistent link: https://www.econbiz.de/10000885969
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2
A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas
-
1994
Persistent link: https://www.econbiz.de/10000893698
Saved in:
3
Evaluating portfolio performance with stochastic discount factors
Dahlquist, Magnus
;
Söderlind, Paul
-
1997
Persistent link: https://www.econbiz.de/10000962236
Saved in:
4
Solution and estimation of RE macromodels with optimal policy
Söderlind, Paul
-
1998
Persistent link: https://www.econbiz.de/10000993261
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5
Testing linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim
-
1998
Persistent link: https://www.econbiz.de/10000995380
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6
Stochastic dominance amongst Swedish income distributions
Maasoumi, Esfandiar
;
Heshmati, Almas
-
1998
Persistent link: https://www.econbiz.de/10000995381
Saved in:
7
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
;
Karlsson, Sune
-
1997
Persistent link: https://www.econbiz.de/10000968575
Saved in:
8
On the consistency of the DEA-based average technical efficiency bootstrap
Löthgren, Mickael
-
1997
Persistent link: https://www.econbiz.de/10000968583
Saved in:
9
Social security, occupational pensions, and retirement in Sweden
Palme, Mårten
;
Svensson, Ingemar
-
1997
Persistent link: https://www.econbiz.de/10000969951
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