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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"CEMFI working paper"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~subject:"Monte-Carlo-Simulation"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
VAR model
Estimation theory
77
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Factor analysis
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Faktorenanalyse
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Sentana, Enrique
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Lee, Adam
1
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CEMFI working paper
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Robust inference for non-Gaussian SVAR models
Hoesch, Lukas
;
Lee, Adam
;
Mesters, Geert
-
2022
Persistent link: https://www.econbiz.de/10014226606
Saved in:
2
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
3
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
4
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
5
Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310482
Saved in:
6
Estimating overidentified, nonrecursive, time-varying coefficients structural VARs
Canova, Fabio
;
Pérez Forero, Fernando J.
-
2012
Persistent link: https://www.econbiz.de/10009720638
Saved in:
7
Scaled and adjusted restricted tests in multi-sample analysis of moment structures
Satorra, Albert
-
1999
Persistent link: https://www.econbiz.de/10001409505
Saved in:
8
Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003331959
Saved in:
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