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~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Barndorff-Nielsen, Ole E."
~person:"Ergemen, Yunus Emre"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~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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Barndorff-Nielsen, Ole E.
Ergemen, Yunus Emre
Gil-Alaña, Luis A.
Heckman, James J.
Klaassen, Franc
Koopman, Siem Jan
Andreasen, Martin Møller
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Nielsen, Morten Ørregaard
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Hillebrand, Eric
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CREATES research paper
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Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421769
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2
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
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2016
Persistent link: https://www.econbiz.de/10011524107
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The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.
;
Stelzer, Robert
-
2009
Persistent link: https://www.econbiz.de/10003878816
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4
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
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