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~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Amaya, Diego"
~person:"Andreasen, Martin Møller"
~person:"Ergemen, Yunus Emre"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Hillebrand, Eric"
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Faktorenanalyse"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Amaya, Diego
Andreasen, Martin Møller
Ergemen, Yunus Emre
Gil-Alaña, Luis A.
Heckman, James J.
Hillebrand, Eric
Klaassen, Franc
Koopman, Siem Jan
Linton, Oliver
7
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CEMMAP working papers / Centre for Microdata Methods and Practice
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9
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7
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A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Jensen, Sebastian
-
2022
Persistent link: https://www.econbiz.de/10013367388
Saved in:
2
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2011
components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the
world
. Credit risk conditions …
Persistent link: https://www.econbiz.de/10009006653
Saved in:
3
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
4
Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421769
Saved in:
5
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
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6
Explaining asset prices with low risk aversion and low intertemporal substitution
Andreasen, Martin Møller
;
Jørgensen, Kasper
-
2016
Persistent link: https://www.econbiz.de/10011474816
Saved in:
7
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
8
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
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9
Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009385117
Saved in:
10
The business cycle implications of banks' maturity transformation
Andreasen, Martin Møller
;
Ferman, Marcelo
;
Zabczyk, Pawel
-
2012
Persistent link: https://www.econbiz.de/10009765950
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