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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CAMA working paper series"
~subject:"Cointegration"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Cointegration
Estimation theory
19
Schätztheorie
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Time series analysis
13
Zeitreihenanalyse
13
VAR model
8
VAR-Modell
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Estimation
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vector autoregression
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automatic differentiation
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lag polynomial
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Chan, Joshua
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Chang, Yoosoon
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Choi, Yongok
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Doucet, Arnaud
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Koop, Gary
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León-González, Roberto
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Discussion paper / Tinbergen Institute
45
CREATES research paper
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Discussion papers of interdisciplinary research project 373
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
SFB 649 discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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CORE discussion papers : DP
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Cambridge working papers in economics
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Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
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Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
-
Version Date: January 11, 2024
Persistent link: https://www.econbiz.de/10014517309
Saved in:
2
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
4
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
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