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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
35
Theory
35
USA
35
United States
35
Estimation
28
Markov chain
28
Markov-Kette
28
Schätzung
28
Time series analysis
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18
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8
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7
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7
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7
Konjunkturtheorie
7
Correlation
6
State space model
6
Zustandsraummodell
6
Aktienmarkt
5
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5
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9
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16
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Article in journal
14
Aufsatz in Zeitschrift
14
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5
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5
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4
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2
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English
28
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Kim, Chang-jin
20
Nelson, Charles R.
10
Kim, Chang-Jin
7
Piger, Jeremy Max
7
Morley, James C.
4
Kim, Jaeho
3
Startz, Richard
3
Engel, Charles
1
Forbes, Catherine Scipione
1
Hwu, Shih-Tang
1
Kim, Yunmi
1
Murray, Christian J.
1
Shami, Roland G.
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Federal Reserve Bank of St. Louis
2
National Bureau of Economic Research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Macroeconomic dynamics
3
Journal of applied econometrics
2
Journal of empirical finance
2
Working paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
International finance discussion papers
1
Journal of econometrics
1
Journal of money, credit and banking : JMCB
1
NBER Working Paper
1
NBER technical working paper series
1
Technical working paper / National Bureau of Economic Research
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The economic record : er
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The review of economics and statistics
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ECONIS (ZBW)
28
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28
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1
Essays on time series models with dynamic coefficients in macroeconomics and finance
Kim, Yunmi
-
2008
Persistent link: https://www.econbiz.de/10011390040
Saved in:
2
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
Saved in:
3
Sources of monetary growth uncertainty and economic activity : the time-varying-parameter model with heteroskedastic disturbances
Kim, Chang-jin
- In:
The review of economics and statistics
75
(
1993
)
3
,
pp. 483-492
Persistent link: https://www.econbiz.de/10001162859
Saved in:
4
Unobserved-component time series models with Markov-switching heteroscedasticity : changes in regime and the link between inflation rates and inflation uncertainty
Kim, Chang-jin
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 341-349
Persistent link: https://www.econbiz.de/10001146826
Saved in:
5
Essays on the time-varying-parameter model and the Granger causality test
Kim, Chang-jin
-
1989
Persistent link: https://www.econbiz.de/10000803401
Saved in:
6
State-space models with regime switching : classical and Gibbs-sampling approaches with applications
Kim, Chang-jin
;
Nelson, Charles R.
-
1999
Persistent link: https://www.econbiz.de/10000672140
Saved in:
7
Bayesian counterfactual analysis of the sources of the great moderation
Kim, Chang-jin
;
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of applied econometrics
23
(
2008
)
2
,
pp. 173-191
Persistent link: https://www.econbiz.de/10003704875
Saved in:
8
Introduction to "Special issue on the Empirical analysis of business cycles, financial markets, and inflation : essays in honor of Charles Nelson"
Kim, Chang-jin
;
Morley, James C.
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 723-727
Persistent link: https://www.econbiz.de/10011309220
Saved in:
9
Bayesian inference in regime-switching ARMA models with aborbing states : the dynamics of the ex-antre real interest rate under regime shifts
Kim, Chang-jin
;
Kim, Jaeho
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 566-578
Persistent link: https://www.econbiz.de/10011403240
Saved in:
10
Nonlinearity and the permanent effects of regressions
Kim, Chang-jin
;
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 291-309
Persistent link: https://www.econbiz.de/10002729148
Saved in:
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