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type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~subject:"Bayesian inference"
~type_genre:"Bibliography included"
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Bayesian inference
Estimation theory
137
Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Estimation
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Schätzung
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Theorie
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Theory
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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Kointegration
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ARCH-Modell
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Induktive Statistik
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Regression analysis
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Regressionsanalyse
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Statistical inference
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USA
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United States
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Forecasting model
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Prognoseverfahren
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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VAR model
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VAR-Modell
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Autocorrelation
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Autokorrelation
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Andersen, Torben
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Lanne, Markku
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Luoto, Jani
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Varneskov, Rasmus Tangsgaard
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
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Estimation of DSGE models under diffuse priors and data-driven identification constraints
Lanne, Markku
;
Luoto, Jani
-
2015
Persistent link: https://www.econbiz.de/10011327710
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