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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~subject:"Prognoseverfahren"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
VAR model
Estimation theory
46
Schätztheorie
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Theory
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Statistical test
6
Statistischer Test
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Time series analysis
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Structural equation model
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Strukturgleichungsmodell
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Systematischer Fehler
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VAR-Modell
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independent component analysis
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linear systems
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1975-2000
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Rossi, Barbara
3
Sekhposyan, Tatevik
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Ballester, Miguel A.
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Driesen, David M.
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Hoesch, Lukas
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Lee, Adam
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Lugosi, Gábor
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Discussion paper / Tinbergen Institute
27
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Discussion papers / CEPR
18
CESifo working papers
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CREATES research paper
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Working papers series in theoretical and applied economics
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Working papers / Rutgers University, Department of Economics
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Federal Reserve Bank of Cleveland working paper series
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Discussion paper / Centre for Economic Policy Research
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SFB 649 discussion paper
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Working paper series / European Central Bank
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Barcelona GSE working paper series : working paper
7
Discussion papers of interdisciplinary research project 373
7
Finance and economics discussion series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Cowles Foundation discussion paper
6
Discussion paper / Center for Economic Research, Tilburg University
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Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
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Working paper series
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Discussion papers in economics
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Documento de trabajo
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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KBI
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Staff reports / Federal Reserve Bank of New York
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Strathclyde discussion papers in economics
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Working paper / Federal Reserve Bank of Dallas, Research Department
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Robust inference for non-Gaussian SVAR models
Hoesch, Lukas
;
Lee, Adam
;
Mesters, Geert
-
2022
Persistent link: https://www.econbiz.de/10014226606
Saved in:
2
Separating predicted randomness from residual behavior
Apesteguia, Jose
;
Ballester, Miguel A.
-
2020
Persistent link: https://www.econbiz.de/10012820711
Saved in:
3
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373662
Saved in:
4
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373661
Saved in:
5
Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2013
Persistent link: https://www.econbiz.de/10010373947
Saved in:
6
Estimating overidentified, nonrecursive, time-varying coefficients structural VARs
Canova, Fabio
;
Pérez Forero, Fernando J.
-
2012
Persistent link: https://www.econbiz.de/10009720638
Saved in:
7
Worst-case bounds for the logarithmic loss of predictors
Driesen, David M.
;
Lugosi, Gábor
-
1999
Persistent link: https://www.econbiz.de/10001425335
Saved in:
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