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Covariance matrix estimation
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Estimation
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Pesaran, M. Hashem
90
Caporale, Guglielmo Maria
85
Gil-Alaña, Luis A.
75
Härdle, Wolfgang
51
Hautsch, Nikolaus
48
Heckman, James J.
48
Marcellino, Massimiliano
41
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40
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39
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38
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38
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38
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36
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36
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34
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33
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30
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30
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29
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28
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28
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Feenstra, Robert C.
28
Attanasio, Orazio P.
27
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Creedy, John
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Kaiser, Ulrich
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Lütkepohl, Helmut
27
MacDonald, Ronald
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Dustmann, Christian
26
Jenkins, Stephen
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Jordà, Òscar
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Lindé, Jesper
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Meghir, Costas
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25
Clark, Todd E.
25
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Springer Fachmedien Wiesbaden
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Federal Reserve System / Board of Governors
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Institut für Weltwirtschaft
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Verlag Dr. Kovač
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10
Umeå universitet
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Friedrich-Schiller-Universität Jena
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Universität Mannheim
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University of Reading / Department of Economics
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Centre for Analytical Finance <Århus>
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Centre for Economic Policy Research
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Eric Cuvillier <Firma>
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Federal Reserve System / Division of Research and Statistics
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Goethe-Universität Frankfurt am Main
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University of Exeter / Department of Economics
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Federal Reserve Bank of San Francisco
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Edward Elgar Publishing
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International Monetary Fund
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Internationaler Währungsfonds / Monetary and Exchange Affairs Department
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Shaker Verlag
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NBER working paper series
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International review of economics & finance : IREF
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Europäische Hochschulschriften / 5
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The review of economics and statistics
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Finance research letters
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SpringerLink / Bücher
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International journal of forecasting
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IMF working papers
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ECONIS (ZBW)
29,961
BASE
1
EconStor
1
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1
-
10
of
29,963
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date (newest first)
date (oldest first)
1
Dynamic panel data models with spatial
correlation
Hujer, Reinhard
;
Rodrigues, Paulo J. M.
;
Wolf, Katja
- In:
Jahrbücher für Nationalökonomie und Statistik
228
(
2008
)
5/6
,
pp. 612-629
Persistent link: https://www.econbiz.de/10003813556
Saved in:
2
Testing for codependence of cointegrated variables
Trenkler, Carsten
;
Weber, Enzo
- In:
Applied economics
45
(
2013
)
13/15
,
pp. 1953-1964
Persistent link: https://www.econbiz.de/10009758484
Saved in:
3
Spatial and temporal correlations of crime in Detroit : evidence from spatial dynamic panel data models
Lin, Xu
;
Zhang, Jihu
;
Jiang, Shanhe
- In:
International review of law and economics
72
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013472515
Saved in:
4
Spatial dynamic panel data models with random effects
Parent, Olivier
;
Lesage, James P.
- In:
Regional science & urban economics
42
(
2012
)
4
,
pp. 727-738
Persistent link: https://www.econbiz.de/10009621527
Saved in:
5
Estimating the Wishart Affine Stochastic
Correlation
model using the empirical characteristic function
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
3
,
pp. 253-289
Persistent link: https://www.econbiz.de/10010384289
Saved in:
6
Childhood neighborhood conditions and the persistence of adult income
Islam, TM Tonmoy
- In:
Regional science & urban economics
43
(
2013
)
4
,
pp. 684-693
Persistent link: https://www.econbiz.de/10009783733
Saved in:
7
Estimating the spot covariation of asset prices : statistical
theory
and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
-
2014
into intraday covariance and
correlation
dynamics. We show that intraday (co-)variations (i) follow underlying periodicity …
Persistent link: https://www.econbiz.de/10010411945
Saved in:
8
Estimating the spot covariation of asset prices : statistical
theory
and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
-
2014
into intraday covariance and
correlation
dynamics. We show that intraday (co-)variations (i) follow underlying periodicity …
Persistent link: https://www.econbiz.de/10010412428
Saved in:
9
Gaussian rank
correlation
and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
10
Industry momentum with
correlation
consolidation : evidence from China
Boubaker, Sabri
;
Du, Lechuan
;
Liu, Zhenya
- In:
The journal of asset management : a major new, …
23
(
2022
)
1
,
pp. 73-82
Persistent link: https://www.econbiz.de/10013170893
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