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subject:"USA"
type_genre:"Graue Literatur"
~isPartOf:"CREATES research paper"
~subject:"Zeitreihenanalyse"
~type_genre:"Hochschulschrift"
~type_genre:"Mehrbändiges Werk"
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USA
Zeitreihenanalyse
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Time series analysis
25
Capital income
23
Kapitaleinkommen
23
Estimation theory
18
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18
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18
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18
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15
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15
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12
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11
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6
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6
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Graue Literatur
Hochschulschrift
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33
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33
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33
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Nielsen, Morten Ørregaard
5
Teräsvirta, Timo
4
Grassi, Stefano
3
Silvennoinen, Annastiina
3
Bollerslev, Tim
2
Callot, Laurent
2
Cavaliere, Giuseppe
2
Delle Monache, Davide
2
Ergemen, Yunus Emre
2
Haldrup, Niels
2
Kang, Jian
2
Kristensen, Johannes Tang
2
Santucci de Magistris, Paolo
2
Taylor, Robert
2
Todorov, Viktor
2
Andreasen, Martin Møller
1
Davidson, Russell
1
Demetrescu, Matei
1
Dolatabadi, Sepideh
1
Fernández-Villaverde, Jesús
1
Grønborg, Niels S.
1
Hall, Anthony D.
1
Haulde, Javier
1
Hautsch, Nikolaus
1
He, Changli
1
Hillebrand, Eric
1
Jakobsen, Johan Stax
1
Jungbacker, Borus
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
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Kristensen, Dennis
1
Kruse, Robinson
1
Kruse-Becher, Robinson
1
Lange, Theis
1
MacKinnon, James G.
1
Medeiros, Marcelo C.
1
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1
Mirone, Giorgio
1
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
1,475
Discussion paper series / IZA
423
Discussion paper / Centre for Economic Policy Research
398
CESifo working papers
208
Finance and economics discussion series
167
Working paper
158
Discussion paper / Tinbergen Institute
94
Discussion paper
78
Kiel working paper
62
Staff reports / Federal Reserve Bank of New York
59
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57
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56
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
54
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SFB 649 discussion paper
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48
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31
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25
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24
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ECONIS (ZBW)
33
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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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
5
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:
6
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
7
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
8
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
9
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
10
Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
;
Grønborg, Niels S.
-
2018
Persistent link: https://www.econbiz.de/10011913753
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