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person:"Engsted, Tom"
subject:"Estimation"
~subject:"Bubbles"
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Estimation
Bubbles
Theorie
73
Theory
73
Schätzung
25
Time series analysis
21
Zeitreihenanalyse
21
Rational expectations
17
Rationale Erwartung
17
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14
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13
VAR-Modell
13
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12
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12
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11
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38
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Engsted, Tom
Caporale, Guglielmo Maria
80
Pesaran, M. Hashem
75
Gil-Alaña, Luis A.
72
Härdle, Wolfgang
49
Sornette, Didier
49
Heckman, James J.
48
Hautsch, Nikolaus
43
Marcellino, Massimiliano
41
Blundell, Richard W.
40
Timmermann, Allan
38
Herwartz, Helmut
37
Koopman, Siem Jan
37
Ventura, Jaume
37
Belzil, Christian
36
Phillips, Peter C. B.
35
Acemoglu, Daron
34
Gupta, Rangan
34
Pierdzioch, Christian
34
Berg, Gerard J. van den
33
Serletis, Apostolos
33
Jarrow, Robert A.
32
Galí, Jordi
31
Kilian, Lutz
30
Obstfeld, Maurice
30
Semmler, Willi
30
Engel, Charles
29
Kumbhakar, Subal
29
Martin, Alberto
29
Teulings, Coen N.
29
Basu, Susanto
28
Bollerslev, Tim
28
Engle, Robert F.
28
Feenstra, Robert C.
28
Attanasio, Orazio P.
27
Buch, Claudia M.
27
Creedy, John
27
Diebold, Francis X.
27
Dustmann, Christian
27
Egger, Peter
27
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Centre for Analytical Finance <Århus>
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3
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2
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2
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2
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1
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1
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ECONIS (ZBW)
38
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21
Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom
- In:
Journal of macroeconomics
20
(
1998
)
3
,
pp. 533-552
Persistent link: https://www.econbiz.de/10001245160
Saved in:
22
Evaluating the consumption-capital asset price model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
- In:
International journal of finance & economics : IJFE
3
(
1998
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10001434229
Saved in:
23
Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom
-
1997
Persistent link: https://www.econbiz.de/10000959730
Saved in:
24
Dynamic modelling of energy demand : a guided tour through the jungle of unit roots and cointegration
Engsted, Tom
;
Bentzen, Jan
-
1997
Persistent link: https://www.econbiz.de/10000970095
Saved in:
25
Evaluating the consumption-capital asset pricing model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
-
1997
-
rev
Persistent link: https://www.econbiz.de/10000970101
Saved in:
26
Multicointegration in stock-flow models
Engsted, Tom
;
Haldrup, Niels
-
1997
Persistent link: https://www.econbiz.de/10000971710
Saved in:
27
Dynamic modelling of energy demand : a guided tour through the jungle of unit roots and cointegration
Engsted, Tom
- In:
OPEC review : energy economics and related issues
21
(
1997
)
4
,
pp. 261-293
Persistent link: https://www.econbiz.de/10001229622
Saved in:
28
Money demand, adjustment costs, and forward-looking behavior
Engsted, Tom
- In:
Journal of policy modeling : JPMOD ; a social science …
19
(
1997
)
2
,
pp. 153-173
Persistent link: https://www.econbiz.de/10001216046
Saved in:
29
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
Saved in:
30
On the estimation of short- and long-run elasticities in US petroleum consumption : comment
Bentzen, Jan
- In:
Southern economic journal
62
(
1996
)
3
,
pp. 783-787
Persistent link: https://www.econbiz.de/10001208827
Saved in:
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