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subject:"Börsenkurs"
type_genre:"Sammlung"
~subject:"Panel study"
~subject:"Prognoseverfahren"
~type_genre:"Bibliografie enthalten"
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
-
2019
Persistent link: https://www.econbiz.de/10012104832
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2
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
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3
Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
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4
Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing
-
2018
Persistent link: https://www.econbiz.de/10012183865
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5
Essays on momentum strategies in finance
Oord, Arco van
-
2016
Persistent link: https://www.econbiz.de/10011631087
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6
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
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7
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
-
2011
Persistent link: https://www.econbiz.de/10009125241
Saved in:
8
Advances in dynamic panel data and spatial econometrics
Kripfganz, Sebastian
-
2015
Persistent link: https://www.econbiz.de/10011305440
Saved in:
9
The analysis of duration and panel data in economics
Hess, Wolfgang
-
2010
Persistent link: https://www.econbiz.de/10003982979
Saved in:
10
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen
-
2008
Persistent link: https://www.econbiz.de/10003773152
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