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subject:"Germany"
type_genre:"Collection of articles written by one author"
~subject:"Cointegration"
~subject:"Method of moments"
~subject:"Nonparametric statistics"
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Germany
Cointegration
Method of moments
Nonparametric statistics
Estimation theory
146
Schätztheorie
146
Theorie
102
Theory
102
Time series analysis
34
Zeitreihenanalyse
34
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32
Estimation
31
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21
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Prognoseverfahren
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Bayes-Statistik
7
Bayesian inference
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7
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VAR-Modell
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Collection of articles written by one author
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1,696
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1,696
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1,673
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Hochschulschrift
179
Aufsatz im Buch
164
Book section
164
Thesis
146
Bibliografie enthalten
53
Bibliography included
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Conference paper
30
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29
Collection of articles of several authors
14
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Albers, Sönke
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Andersson, Magnus
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Baryshnikova, Nadezhda V.
1
Bhattacharya, Debopam
1
Breunig, Christoph
1
Callot, Laurent
1
Comon, Etienne
1
Elvstrøm Ekner, Line
1
Gaißer, Sandra Caterina
1
Gaul, Jürgen
1
Graham, Bryan S.
1
Guggenberger, Patrik
1
Herwartz, Helmut
1
Huang, Jing
1
Jang, Tae-Seok
1
Jun, Sung Jae
1
Kejriwal, Mohitosh
1
Koo, Chao Hui
1
Kripfganz, Sebastian
1
Lux, Thomas
1
Mercereau, Benoît
1
Nejstgaard, Emil
1
Nielsen, Frank S.
1
Ouyang, Desheng
1
Prokhorov, Artem B.
1
Proppe, Dennis
1
Radchenko, Stanislav
1
Sacht, Stephen
1
Schneider, Holger
1
Strumann, Christoph
1
Tschernig, Rolf
1
Töws, Eugen
1
Weber, Enzo
1
Weigand, Roland
1
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Betriebswirtschaftliche Aspekte lose gekoppelter Systeme und Eletronic Business
2
Ph.D-afhandling / Økonomisk Institut, Københavns Universitet
2
PhD series / Department of Economics, University of Copenhagen
2
Dissertation Series CentER
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ECON PhD dissertations
1
ESMT Dissertation
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PhD thesis / School of Economics and Management, University of Aarhus
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ECONIS (ZBW)
29
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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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2
Essays on functional coefficient models
Koo, Chao Hui
-
2018
Persistent link: https://www.econbiz.de/10011823701
Saved in:
3
Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing
-
2018
Persistent link: https://www.econbiz.de/10012183865
Saved in:
4
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
Saved in:
5
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
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2011
Persistent link: https://www.econbiz.de/10009125241
Saved in:
6
Advanced methods for loss given default estimation
Töws, Eugen
-
2016
Persistent link: https://www.econbiz.de/10011443601
Saved in:
7
Advances in dynamic panel data and spatial econometrics
Kripfganz, Sebastian
-
2015
Persistent link: https://www.econbiz.de/10011305440
Saved in:
8
Cointegration and regime switching dynamics in macroeconomic applications
Elvstrøm Ekner, Line
-
2014
Persistent link: https://www.econbiz.de/10010375999
Saved in:
9
High-frequency analysis and moment-matching estimation of the baseline New-Keynesian Model
Sacht, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010253472
Saved in:
10
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
-
2014
Persistent link: https://www.econbiz.de/10010412522
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