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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Working paper / Federal Reserve Bank of Dallas, Research Department"
~subject:"Method of moments"
~subject:"VAR model"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation theory"
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Method of moments
VAR model
Estimation theory
12
Schätztheorie
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Nichtlineare Regression
5
Nonlinear regression
5
VAR-Modell
5
Estimation
3
Schock
3
Schätzung
3
Shock
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joint inference
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local projection
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Time series analysis
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Zeitreihenanalyse
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identification
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impulse response
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posterior
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threshold
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Autocorrelation
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Autokorrelation
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Bayesian Estimation
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Bootstrap approach
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Bootstrap-Verfahren
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CES Production
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CES production function
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CES-Produktionsfunktion
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Einkommensteuer
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Heteroskedasticity
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Kilian, Lutz
5
Gonçalves, Sílvia
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Herrera, Ana María
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Inoue, Atsushi
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Pesavento, Elena
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Giacomini, Raffaella
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Kitagawa, Toru
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Lewis, Daniel J.
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Working paper / Federal Reserve Bank of Dallas, Research Department
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Cowles Foundation discussion paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Working paper / Department of Econometrics and Business Statistics, Monash University
16
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SFB 649 discussion paper
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CAMA working paper series
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State-dependent local projections
Gonçalves, Sílvia
;
Herrera, Ana María
;
Kilian, Lutz
; …
-
2023
Persistent link: https://www.econbiz.de/10014311197
Saved in:
2
When do state-dependent local projections work?
Gonçalves, Sílvia
;
Herrera, Ana María
;
Kilian, Lutz
; …
-
2022
Persistent link: https://www.econbiz.de/10013332588
Saved in:
3
A robust test for weak instruments with multiple endogenous regressors
Lewis, Daniel J.
;
Mertens, Karel
-
2022
Persistent link: https://www.econbiz.de/10013332595
Saved in:
4
Comment on Giacomini, Kitagawa and Read's "Narrative restrictions and proxies"
Kilian, Lutz
-
2021
-
This version: December 2, 2021
Persistent link: https://www.econbiz.de/10013170459
Saved in:
5
Joint Bayesian inference about impulse responses in VAR models
Inoue, Atsushi
;
Kilian, Lutz
-
2020
-
This version: July 5, 2020
Persistent link: https://www.econbiz.de/10012388035
Saved in:
6
The role of the prior in estimating VAR models with sign restrictions
Inoue, Atsushi
;
Kilian, Lutz
-
2020
-
This version: November 29, 2020
Persistent link: https://www.econbiz.de/10012388062
Saved in:
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