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Large panels and high-dimensional vector autoregressive models
Callot, Laurent - 2012
Persistent link: https://www.econbiz.de/10010204938
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Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil - 2014
Persistent link: https://www.econbiz.de/10010412522
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Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo - 2018
Persistent link: https://www.econbiz.de/10011947781
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Model selection methods for panel vector autoregressive models
Camehl, Annika - 2018
Persistent link: https://www.econbiz.de/10012154338
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Essays on fractional filters and co-integration
Carlini, Federico - 2017
Persistent link: https://www.econbiz.de/10011818419
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Essays on education and individual decision making
Yilmaz, Kuzey - 2002
Persistent link: https://www.econbiz.de/10003777579
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Analyzing monetary policy in a real-time setting
Tchaidze, Robert R. - 2002
Persistent link: https://www.econbiz.de/10003778923
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Essays on finite mixture models
Dijk, Abram van - 2009
Persistent link: https://www.econbiz.de/10003862372
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Essays on market frictions and model misspecification in asset pricing
Seeger, Norman - 2009
Persistent link: https://www.econbiz.de/10003863665
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Three applications of random matching models of money
Lee, Manjong - 2005
Persistent link: https://www.econbiz.de/10003905387