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source:"econis"
subject:"Schätztheorie"
~subject:"Monetary policy"
~type_genre:"Forschungsbericht"
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A global-local prior for time-varying parameter VARs and monetary policy
Prüser, Jan
-
Sonderforschungsbereich Statistical Modelling of …
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2020
Persistent link: https://www.econbiz.de/10012592510
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2
Monetary policy and the stock market - A partly recursive SVAR estimator
Keweloh, Sascha Alexander
;
Seepe, Andre
-
Sonderforschungsbereich Statistical Modelling of …
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2020
Persistent link: https://www.econbiz.de/10012592608
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3
A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimation
Weißbach, Rafael
;
Gefeller, Olaf
-
2004
Persistent link: https://www.econbiz.de/10001982629
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4
A regime-switching regression model for hedge funds
Erlwein, Christina
;
Müller, Marlene
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2011
Persistent link: https://www.econbiz.de/10009688313
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5
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
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2003
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Revision
Persistent link: https://www.econbiz.de/10001813124
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6
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
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7
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
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8
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
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9
A note on maximin and Bayesian D-optimal designs in weighted polynomial regression
Biedermann, Stefanie
;
Dette, Holger
-
2003
Persistent link: https://www.econbiz.de/10001788624
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10
An experiment to compare the combined array and the product array for robust parameter design
Kunert, Joachim
;
Auer, Corinna
;
Erdbrügge, Martina
; …
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2003
Persistent link: https://www.econbiz.de/10001788637
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