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subject:"Kapitaleinkommen"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
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Kapitaleinkommen
Time series analysis
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Zeitreihenanalyse
25
Capital income
23
Estimation theory
18
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VAR model
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Nielsen, Morten Ørregaard
5
Bollerslev, Tim
4
Teräsvirta, Timo
4
Todorov, Viktor
4
Andreasen, Martin Møller
3
Grassi, Stefano
3
Silvennoinen, Annastiina
3
Cavaliere, Giuseppe
2
Christensen, Bent Jesper
2
Delle Monache, Davide
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Ergemen, Yunus Emre
2
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2
Kang, Jian
2
Santucci de Magistris, Paolo
2
Taylor, Robert
2
Violante, Francesco
2
Amaya, Diego
1
Andersen, Torben
1
Callot, Laurent
1
Christoffersen, Peter F.
1
Davidson, Russell
1
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1
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CREATES research paper
CESifo working papers
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86
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79
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67
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44
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39
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31
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SFB 649 discussion paper
29
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28
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27
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ECONIS (ZBW)
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
5
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
6
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
7
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
8
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
9
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
10
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
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