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accessRights:"restricted"
subject:"Großbritannien"
~person:"Kilian, Lutz"
~person:"Lacroix, Guy"
~subject:"Bayes-Statistik"
~type_genre:"Book section"
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Großbritannien
Bayes-Statistik
Bayesian inference
2
Estimation theory
2
Schätztheorie
2
Bayesian estimation
1
Dynamic model
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Identification
1
Macroeconometrics
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Makroökonometrie
1
Modellierung
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Oil market
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Oil price
1
Panel
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Panel study
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Robust statistics
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Robustes Verfahren
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Schock
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Scientific modelling
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Shock
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VAR model
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VAR-Modell
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elasticity
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g-priors
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instruments
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model specification
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panel data
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robust Bayesian estimator
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structural VAR
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textual analysis
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two-stage hierarchy
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type-II maximumlikelihood posterior density
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Ölmarkt
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Ölpreis
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Kilian, Lutz
Lacroix, Guy
Ahsan, Nazmul
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Baltagi, Badi H.
1
Bresson, Georges
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Chamberlain, Gary
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Chan, Joshua
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Dhar, Subhra Sankar
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Metsileng, Lebotsa Daniel
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Mitra, Amit
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Nakamura, Eri
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Polson, Nicholas
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Tsionas, Efthymios G.
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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ECONIS (ZBW)
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The econometrics of oil market VAR models
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 65-95)
.
2023
Persistent link: https://www.econbiz.de/10014315146
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Robust dynamic panel data models using ε-contamination
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 307-336)
.
2022
Persistent link: https://www.econbiz.de/10013194595
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