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subject:"Portfolio-Management"
subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Chudik, Alexander"
~subject:"Schätzung"
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Portfolio-Management
USA
Schätzung
Factor analysis
2
Faktorenanalyse
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Theorie
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Theory
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VAR model
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VAR-Modell
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Aggregation
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Consumer price index
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Chudik, Alexander
Aït-Sahalia, Yacine
5
Koop, Gary
5
Diebold, Francis X.
4
Pesaran, M. Hashem
4
Steel, Mark F. J.
4
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Gallant, A. Ronald
3
Hansen, Lars Peter
3
Heckman, James J.
3
Phillips, Peter C. B.
3
Sasaki, Yuya
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Timmermann, Allan
3
Todorov, Viktor
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Zhang, Zhengjun
3
Andersen, Torben
2
Arvanitis, Stelios
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Asai, Manabu
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Atkinson, Scott Estes
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Bollerslev, Tim
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Chen, Xiaohong
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Dijk, Dick van
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Dufour, Jean-Marie
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Fernandes, Marcelo
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Fulop, Andras
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Galvão Júnior, Antônio Fialho
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Gaudecker, Hans-Martin von
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Ghysels, Eric
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Han, Xu
2
Harvey, Andrew C.
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Herwartz, Helmut
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Hong, Yongmiao
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Journal of econometrics
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Cambridge working papers in economics
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ECONIS (ZBW)
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Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
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2
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
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