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subject:"Innovation"
~institution:"European University Institute / Department of Economics"
~subject:"Estimation theory"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
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Innovation
Estimation theory
VAR-Modell
Theorie
217
Theory
217
Time series analysis
27
Zeitreihenanalyse
27
Schätztheorie
20
USA
18
United States
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Arbeitspapier
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32
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English
32
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Lütkepohl, Helmut
9
Maravall Herrero, Agustín
7
Gómez, Víctor
4
Lanne, Markku
3
Brüggemann, Ralf
2
Ehrbeck, Tilman
2
Fiorentini, Gabriele
2
Gallo, Giampiero M.
2
Saikkonen, Pentti
2
Trenkler, Carsten
2
Calzolari, Giorgio
1
Canova, Fabio
1
Claeys, Peter
1
Franses, Philip Hans
1
Haldrup, Niels
1
Hinloopen, Jeroen
1
Kascha, Christian
1
Kempf, Hubert
1
Kostial, Kristina
1
Krolzig, Hans-Martin
1
López, J. Humberto
1
Marimon, Ramon
1
Mertens, Karl
1
Mizon, Grayham E.
1
Monfardini, Chiara
1
Pacini, Barbara
1
Peña, Daniel
1
Planas, Christophe
1
Quadrini, Vincenzo
1
Schlag, Karl H.
1
Wagenvoort, Rien
1
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European University Institute / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Center for Economic Research <Tilburg>
21
Ekonomiska forskningsinstitutet <Stockholm>
21
University of New England / Department of Econometrics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Umeå universitet
12
University of Exeter / Department of Economics
11
Birkbeck College / Department of Economics
9
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
National Bureau of Economic Research
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Melbourne Business School
8
Universität Augsburg / Institut für Volkswirtschaftslehre
8
Federal Reserve System / Division of Research and Statistics
7
Johns Hopkins University / Department of Economics
7
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7
Universität Mannheim / Institut für Volkswirtschaft und Statistik
7
European University Institute / Department of Law
6
Rodney L. White Center for Financial Research
6
Rutgers University / Department of Economics
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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University of Strathclyde / Department of Economics
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Brown University / Department of Economics
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Centre for Analytical Finance <Århus>
5
Centre for Microdata Methods and Practice <London>
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Deutsche Forschungsgemeinschaft
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Robert Schuman Centre for Advanced Studies
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Center for Economic Analysis <Boulder, Colo.>
4
Chambre de commerce et d'industrie de Paris
4
Institut für Höhere Studien
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
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EUI working paper / ECO
32
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ECONIS (ZBW)
32
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1
Competition, human capital and income inequality with limited commitment
Marimon, Ramon
(
contributor
);
Quadrini, Vincenzo
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724327
Saved in:
2
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
Saved in:
3
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
4
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365687
Saved in:
5
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
6
Business cycle analysis and VARMA models
Kascha, Christian
(
contributor
);
Mertens, Karl
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003419732
Saved in:
7
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
8
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
9
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
10
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
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