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subject:"Bayes-Statistik"
~subject:"VAR model"
~type_genre:"Sammlung"
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Search: subject_exact:"Modellspezifikation"
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Bayes-Statistik
VAR model
Modellierung
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14
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11
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10
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306
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289
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289
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Nejstgaard, Emil
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ECON PhD dissertations
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PhD series / Department of Economics, University of Copenhagen
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ECONIS (ZBW)
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Essays in modeling fat time series data using Bayesian econometrics
Prüser, Jan
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2018
Persistent link: https://www.econbiz.de/10012104866
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2
Model selection methods for panel vector autoregressive models
Camehl, Annika
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2018
Persistent link: https://www.econbiz.de/10012154338
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3
Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo
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2018
Persistent link: https://www.econbiz.de/10011947781
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4
Three essays in applied macroeconomics and time series analysis
Abi Morshed, Alaa
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2017
Persistent link: https://www.econbiz.de/10011659838
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5
Essays on fractional filters and co-integration
Carlini, Federico
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2017
Persistent link: https://www.econbiz.de/10011818419
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6
Selection models in the presence of networks : theory and application for panel data
Ding, Sophia
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2019
Persistent link: https://www.econbiz.de/10012135260
Saved in:
7
Essays on model averaging and political economics
Wang, Wendun
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2013
Persistent link: https://www.econbiz.de/10010239083
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8
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
Saved in:
9
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
-
2014
Persistent link: https://www.econbiz.de/10010412522
Saved in:
10
Essays on the robustness of growth and poverty determinants
Tsangarides, Charalambos G.
-
2003
Persistent link: https://www.econbiz.de/10003629386
Saved in:
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