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subject:"Deutschland"
type_genre:"Graue Literatur"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~language:"eng"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Deutschland
VAR model
Estimation theory
16
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natural rates
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survey expectations
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time-varying parameters
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Bognanni, Mark
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Zaman, Saeed
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Herbst, Edward P.
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Federal Reserve Bank of Cleveland working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
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10
SFB 649 discussion paper
10
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9
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9
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7
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Documento de trabajo
5
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
5
Working paper / Federal Reserve Bank of Dallas, Research Department
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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3
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ECONIS (ZBW)
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Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
2
A unified framework to estimate macroeconomic stars
Zaman, Saeed
-
2022
-
This version: July 31, 2022
Persistent link: https://www.econbiz.de/10013375506
Saved in:
3
A unified framework to estimate macroeconomic stars
Zaman, Saeed
-
2021
-
This version: October 10, 2021
Persistent link: https://www.econbiz.de/10012694862
Saved in:
4
Asymptotically valid bootstrap inference for proxy SVARs
Jentsch, Carsten
;
Lunsford, Kurt G.
-
2019
Persistent link: https://www.econbiz.de/10012003975
Saved in:
5
A class of time-varying parameter structural VARs for inference under exact or set identification
Bognanni, Mark
-
2018
Persistent link: https://www.econbiz.de/10011900748
Saved in:
6
Identifying structural VARs with a proxy variable and a test for a weak proxy
Lunsford, Kurt G.
-
2015
Persistent link: https://www.econbiz.de/10011543220
Saved in:
7
Estimating (Markov-Switching) VAR models without gibbs sampling : a sequential Monte Carlo approach
Bognanni, Mark
;
Herbst, Edward P.
-
2014
Persistent link: https://www.econbiz.de/10010497164
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