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type_genre:"Sammlung"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~person:"Christensen, Bent Jesper"
~person:"Varneskov, Rasmus Tangsgaard"
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Estimation theory
9
Schätztheorie
9
Dynamic equilibrium
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Dynamisches Gleichgewicht
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Estimation
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1
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Christensen, Bent Jesper
Varneskov, Rasmus Tangsgaard
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Johansen, Søren
10
Kristensen, Dennis
8
Podolskij, Mark
7
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6
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5
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5
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4
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4
Lunde, Asger
4
MacKinnon, James G.
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Kanaya, Shin
3
Kock, Anders Bredahl
3
Medeiros, Marcelo C.
3
Nielsen, Bent
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Parra-Alvarez, Juan Carlos
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Posch, Olaf
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Proietti, Tommaso
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Rossi, Eduardo
3
Sibbertsen, Philipp
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Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Yang, Yukai
3
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2
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2
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CREATES research paper
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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2
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2
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1
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ECONIS (ZBW)
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
3
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529445
Saved in:
4
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
5
A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper
;
Kruse, Robinson
;
Sibbertsen, …
-
2013
Persistent link: https://www.econbiz.de/10010195657
Saved in:
6
Flat-top realized kernel estimation of quadratic covariation with non-synchronous and noisy asset prices
Varneskov, Rasmus Tangsgaard
-
2011
Persistent link: https://www.econbiz.de/10009308207
Saved in:
7
Estimating dynamic equilibrium models using macro and financial data
Christensen, Bent Jesper
;
Posch, Olaf
;
Wel, Michel van der
-
2011
Persistent link: https://www.econbiz.de/10009152334
Saved in:
8
Generalized flat-top realized kernel estimation of ex-post variation of asset
Varneskov, Rasmus Tangsgaard
-
2011
Persistent link: https://www.econbiz.de/10009272099
Saved in:
9
The SR approach : a new estimation method for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin M.
;
Christensen, Bent Jesper
-
2010
Persistent link: https://www.econbiz.de/10003939421
Saved in:
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