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~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Amaya, Diego"
~person:"Christoffersen, Peter F."
~person:"Gil-Alaña, Luis A."
~person:"Grassi, Stefano"
~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:"Stochastischer Prozess"
~subject:"USA"
~subject:"United States"
~subject:"World"
~subject:"Zeitreihenanalyse"
~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
Christoffersen, Peter F.
Gil-Alaña, Luis A.
Grassi, Stefano
Heckman, James J.
Hillebrand, Eric
Klaassen, Franc
Koopman, Siem Jan
Podolskij, Mark
15
Johansen, Søren
8
Bennedsen, Mikkel
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Santucci de Magistris, Paolo
7
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4
Ergemen, Yunus Emre
4
Kruse, Robinson
4
Pakkanen, Mikko S.
4
Proietti, Tommaso
4
Teräsvirta, Timo
4
Todorov, Viktor
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Veliyev, Bezirgen
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Bollerslev, Tim
3
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Kallestrup-Lamb, Malene
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Lunde, Asger
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CREATES research paper
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A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Jensen, Sebastian
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2022
Persistent link: https://www.econbiz.de/10013367388
Saved in:
2
Data revisions and the statistical relation of global mean sea-level and temperature
Hillebrand, Eric
;
Johansen, Søren
;
Schmith, Torben
-
2015
Persistent link: https://www.econbiz.de/10010529452
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3
Correlation dynamics and international diversification benefits
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226790
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4
A statistical model of the global carbon budget
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2020
Persistent link: https://www.econbiz.de/10012433959
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5
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
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6
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
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7
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
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Characterizing economic trends by Bayesian stochastic model specification search
Grassi, Stefano
;
Proietti, Tommaso
-
2011
Persistent link: https://www.econbiz.de/10009006817
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9
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
Saved in:
10
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
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2011
Persistent link: https://www.econbiz.de/10009385098
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