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subject:"Börsenkurs"
subject:"Estimation theory"
~subject:"Endogenes Wachstumsmodell"
~type_genre:"Forschungsbericht"
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Börsenkurs
Estimation theory
Endogenes Wachstumsmodell
Theorie
835
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835
Deutschland
94
Germany
94
Spieltheorie
92
Game theory
83
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44
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7,104
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Werner, Hans-Joachim
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3
Chai, Gen-xiang
2
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2
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2
Spokojnyj, Vladimir G.
2
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2
Zhang, Wei-Bin
2
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1
Auer, Corinna
1
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1
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1
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
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15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Lecture notes in economics and mathematical systems : LNEMS
9
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5
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3
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2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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1
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1
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1
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1
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1
European economy / Economic papers
1
Forschungsbericht / Universität Dortmund, Fachbereich Statistik
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ECONIS (ZBW)
81
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1
Monetary policy and the stock market - A partly recursive SVAR estimator
Keweloh, Sascha Alexander
;
Seepe, Andre
-
Sonderforschungsbereich Statistical Modelling of …
-
2020
Persistent link: https://www.econbiz.de/10012592608
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2
A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimation
Weißbach, Rafael
;
Gefeller, Olaf
-
2004
Persistent link: https://www.econbiz.de/10001982629
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3
Inflation, financial development and endogenous growth
Gillman, Max
;
Harris, Mark N.
-
2004
Persistent link: https://www.econbiz.de/10002474845
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4
A regime-switching regression model for hedge funds
Erlwein, Christina
;
Müller, Marlene
-
2011
Persistent link: https://www.econbiz.de/10009688313
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5
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
6
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
-
2003
-
Revision
Persistent link: https://www.econbiz.de/10001813124
Saved in:
7
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
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8
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
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9
A note on maximin and Bayesian D-optimal designs in weighted polynomial regression
Biedermann, Stefanie
;
Dette, Holger
-
2003
Persistent link: https://www.econbiz.de/10001788624
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10
An experiment to compare the combined array and the product array for robust parameter design
Kunert, Joachim
;
Auer, Corinna
;
Erdbrügge, Martina
; …
-
2003
Persistent link: https://www.econbiz.de/10001788637
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