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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~subject:"CAPM"
~subject:"Time series analysis"
~type_genre:"Bibliography included"
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ECONIS (ZBW)
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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
Essays on robust long memory inference
Will, Michael Wolfgang
-
2018
Persistent link: https://www.econbiz.de/10012123519
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3
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
Saved in:
4
Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
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5
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
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6
Cointegration and regime switching dynamics in macroeconomic applications
Elvstrøm Ekner, Line
-
2014
Persistent link: https://www.econbiz.de/10010375999
Saved in:
7
High-frequency analysis and moment-matching estimation of the baseline New-Keynesian Model
Sacht, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010253472
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8
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
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2014
Persistent link: https://www.econbiz.de/10010412522
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9
Time series modelling of high frequency stock transaction data
Quoreshi, Shahiduzzaman
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003305257
Saved in:
10
The analysis of duration and panel data in economics
Hess, Wolfgang
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2010
Persistent link: https://www.econbiz.de/10003982979
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