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subject:"Capital income"
subject:"Zeitreihenanalyse"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
~institution:"University of Strathclyde / Department of Economics"
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Capital income
Zeitreihenanalyse
Theorie
120
Theory
120
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11
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11
Estimation theory
10
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10
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10
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Koop, Gary
5
Reiter, Michael
2
Tschernig, Rolf
2
Bauwens, Luc
1
Belmonte, Miguel
1
Chan, Joshua C. C.
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Heintel, Markus
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Hillinger, Claude
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Korobilis, Dimitris
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Leon-Gonzalez, Roberto
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Schmidt, Christoph M.
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Woitek, Ulrich
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
University of Strathclyde / Department of Economics
National Bureau of Economic Research
260
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
33
Rodney L. White Center for Financial Research
11
Umeå universitet
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Econometrisch Instituut <Rotterdam>
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University of Chicago / Center for Research in Security Prices
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Birkbeck College / Department of Economics
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Centre for Quantitative Economics & Computing
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Erasmus Research Institute of Management
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European University Institute / Department of Law
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Gottfried Wilhelm Leibniz Universität Hannover
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The Wharton Financial Institutions Center
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Exeter / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel
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London School of Economics and Political Science
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Svenska Handelshögskolan <Helsinki>
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Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
5
Strathclyde discussion papers in economics
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ECONIS (ZBW)
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1
Using VARs and TVP-VARs with many macroeconomic variables
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735892
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2
Model switching and model averaging in time-varying parameter regression models
Belmonte, Miguel
;
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735895
Saved in:
3
Forecasting with medium and large Bayesian VARs
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009231257
Saved in:
4
Time varying dimension models
Chan, Joshua C. C.
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2011
Persistent link: https://www.econbiz.de/10009231258
Saved in:
5
A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc
;
Koop, Gary
;
Korobilis, Dimitris
; …
-
2011
Persistent link: https://www.econbiz.de/10009231265
Saved in:
6
A Bayesian way to identify the order of autoregressive process
Heintel, Markus
-
1994
Persistent link: https://www.econbiz.de/10013427980
Saved in:
7
Identification of fractional ARIMA models in the presence of long memory
Schmidt, Christoph M.
;
Tschernig, Rolf
-
1993
Persistent link: https://www.econbiz.de/10000345713
Saved in:
8
Tackling and understanding the small sample bias in ARFIMA models
Tschernig, Rolf
-
1993
Persistent link: https://www.econbiz.de/10013427962
Saved in:
9
Evaluation of discrete and continuous time dynamic models by spectral methods with an application to automobile demand
Reiter, Michael
-
1993
Persistent link: https://www.econbiz.de/10013427977
Saved in:
10
Model-independent detrending for determining the cyclical properties of macroeconomic time series
Hillinger, Claude
-
1992
Persistent link: https://www.econbiz.de/10013427948
Saved in:
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