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isPartOf:"CAMA working paper series"
~subject:"VAR-Modell"
~subject:"Zeitreihenanalyse"
~subject:"vector autoregression"
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Search: subject_exact:"Varimax rotation"
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VAR-Modell
Zeitreihenanalyse
vector autoregression
Factor analysis
8
Faktorenanalyse
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Time series analysis
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Bayes-Statistik
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Bayesian inference
3
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dynamic factor models
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Chan, Joshua
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Grant, Angelia L.
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Jacobi, Liana
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Jacobs, Jan
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Koo, Bonsoo
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Otter, Pieter W.
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Ravazzolo, Francesco
1
Reijer, Ard H. J. den
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Vespignani, Joaquin
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CAMA working paper series
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50
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Discussion paper / Tinbergen Institute
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CESifo working papers
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Economics letters
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Cambridge working papers in economics
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Disentangling structural breaks in high dimensional factor models
Koo, Bonsoo
;
Wong, Benjamin
;
Zhong, Ze-Yu
-
2023
Persistent link: https://www.econbiz.de/10014266817
Saved in:
2
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
3
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide
;
Ravazzolo, Francesco
;
Vespignani, Joaquin
-
2019
Persistent link: https://www.econbiz.de/10012224686
Saved in:
4
Fast computation of the deviance information criterion for latent variable models
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10010244614
Saved in:
5
Information, data dimension and factor structure
Jacobs, Jan
;
Otter, Pieter W.
;
Reijer, Ard H. J. den
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009153453
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