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subject:"National income"
subject:"Time series analysis"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"University of Strathclyde / Department of Economics"
~subject:"Schätztheorie"
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National income
Time series analysis
Schätztheorie
Estimation
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29
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15
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15
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6
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6
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Koop, Gary
2
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1
Burke, Simon P.
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Busch, Thomas
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Centre for Analytical Finance <Århus>
Centre for Quantitative Economics & Computing
University of Strathclyde / Department of Economics
National Bureau of Economic Research
90
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Ekonomiska forskningsinstitutet <Stockholm>
15
OECD
11
International Energy Agency
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Bank of Canada
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Center for Economic Research <Tilburg>
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Christian-Albrechts-Universität zu Kiel
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Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
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Eric Cuvillier <Firma>
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European University Institute / Department of Economics
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Federal Reserve Bank of St. Louis
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Strathclyde discussion papers in economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
Co-movements in real effective exchange rates : evidence from the dynamic hierarchical factor mode
Nagayasu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010259016
Saved in:
2
Time variation in the dynamics of worker flows : evidence from the US and Canada
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009531109
Saved in:
3
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2009
Persistent link: https://www.econbiz.de/10008696134
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
7
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
Saved in:
8
Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000869171
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