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~isPartOf:"Global COE Hi-Stat discussion paper series"
~language:"eng"
~person:"Blasques, Francisco"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Hoogerheide, Lennart"
~person:"Koopman, Siem Jan"
~person:"Lucas, André"
~person:"Ooms, Marius"
~person:"Scharth, Marcel"
~subject:"EU countries"
~subject:"Faktorenanalyse"
~subject:"Forecasting model"
~subject:"Kalman filter"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Blasques, Francisco
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Hoogerheide, Lennart
Koopman, Siem Jan
Lucas, André
Ooms, Marius
Scharth, Marcel
Kurozumi, Eiji
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Omori, Yasuhiro
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Global COE Hi-Stat discussion paper series
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A general framework for observation driven time-varying parameter models
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
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2009
Persistent link: https://www.econbiz.de/10003854422
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