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subject:"Prognoseverfahren"
subject:"Regression analysis"
~person:"Camehl, Annika"
~person:"Tschernig, Rolf"
~subject:"Statistischer Test"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
Statistischer Test
Estimation theory
2
Forecasting model
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Schätztheorie
2
Time series analysis
2
VAR model
2
VAR-Modell
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Zeitreihenanalyse
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Cointegration
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Correlation
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Estimation
1
Kointegration
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Korrelation
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Modellierung
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Schätzung
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Scientific modelling
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State space model
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Structural vector autoregression
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Zustandsraummodell
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density forecasting
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dynamic correlation
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factor model
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finite-horizon identification
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fractional cointegration
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fractional integration
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impulse response function
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long memory
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long-run restriction
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misspecification
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model selection
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multi-country modelslarge vector autoregressions
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multivariate time series
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realized covariance matrix
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semiparametric estimation
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shrinkage estimation
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state space
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unobserved components
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Camehl, Annika
Tschernig, Rolf
Bao, Yong
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Breunig, Christoph
1
Bruns, Martin
1
Gaißer, Sandra Caterina
1
Gaul, Jürgen
1
Guo, Mengmeng
1
Hellström, Jörgen
1
Hoogerheide, Lennart Frank
1
Hu, Yingyao
1
Huang, Jing
1
Ibragimov, Rustam
1
Kejriwal, Mohitosh
1
Koo, Chao Hui
1
Lamarche, Carlos
1
Levy, Daniel C.
1
Mattson, Matthew S.
1
Mäkelä, Timo Tapani
1
Neumann, André
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Okimoto, Tatsuyoshi
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Ouyang, Desheng
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Wallis, Kenneth Frank
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Weber, Enzo
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ECONIS (ZBW)
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Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
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2
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
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